Related papers: Duality and integrability of supermatrix model wit…
We consider the two-matrix model with potentials whose derivative are arbitrary rational function of fixed pole structure and the support of the spectra of the matrices are union of intervals (hard-edges). We derive an explicit formula for…
Consider a Hermitian matrix model under an external potential with spiked external source. When the external source is of rank one, we compute the limiting distribution of the largest eigenvalue for general, regular, analytic potential for…
Differential reformulations of field theories are often used for explicit computations. We derive a one-matrix differential formulation of two-matrix models, with the help of which it is possible to diagonalize the one- and two-matrix…
We establish a strong-weak coupling duality between two types of free matrix models. In the large-N limit, the real-symmetric matrix model is dual to the quaternionic-real matrix model. Using the large-N conformal invariant collective field…
In this article, a model of random hermitian matrices is considered, in which the measure $\exp(-S)$ contains a general U(N)-invariant potential and an external source term: $S=N\tr(V(M)+MA)$. The generalization of known determinant…
We consider the two matrix model with an even quartic potential W(y)=y^4/4+alpha y^2/2 and an even polynomial potential V(x). The main result of the paper is the formulation of a vector equilibrium problem for the limiting mean density for…
We calculate the expectation value of an arbitrary product of characteristic polynomials of complex random matrices and their hermitian conjugates. Using the technique of orthogonal polynomials in the complex plane our result can be written…
We consider the hermitian random matrix model with external source and general polynomial potential, when the source has two distinct eigenvalues but is otherwise arbitrary. All such models studied so far have a common feature: an…
A class of two-dimensional superintegrable systems on a constant curvature surface is considered as the natural generalization of some well known one-dimensional factorized systems. By using standard methods to find the shape-invariant…
This is a review of the authors' recent results on an integrable structure of the melting crystal model with external potentials. The partition function of this model is a sum over all plane partitions (3D Young diagrams). By the method of…
The concepts of differentiation and integration for matrices are known. As far as each matrix is differentiable, it is not clear a priori whether a given matrix is integrable or not. Recently some progress was obtained for diagonalizable…
The differential systems satisfied by orthogonal polynomials with arbitrary semiclassical measures supported on contours in the complex plane are derived, as well as the compatible systems of deformation equations obtained from varying such…
We consider the limiting location and limiting distribution of the largest eigenvalue in real symmetric ($\beta$ = 1), Hermitian ($\beta$ = 2), and Hermitian self-dual ($\beta$ = 4) random matrix models with rank 1 external source. They are…
We discuss the relation between matrix models and the Seiberg--Witten type (SW) theories, recently proposed by Dijkgraaf and Vafa. In particular, we prove that the partition function of the Hermitean one-matrix model in the planar (large…
Many eigenvalue matrix models possess a peculiar basis of observables which have explicitly calculable averages. This explicit calculability is a stronger feature than ordinary integrability, just like the cases of quadratic and Coulomb…
We discuss a general relation between the solitons and statistical mechanics and show that the partition function of the normal random matrix model can be obtained from the multi-soliton solutions of the two-dimensional Toda lattice…
We prove a duality formula between two elliptic determinants. We present a proof which is a variant of the Izergin-Korepin method which is a method originally introduced to analyze and compute partition functions of integrable lattice…
We study multiple orthogonal polynomials exploiting their explicit determinantal representation in terms of moments. Our reasoning follows that applied to solve the Hermite-Pad\'{e} approximation and interpolation problems. We study also…
We show how the separability problem is dual to that of decomposing any given matrix into a conic combination of rank-one partial isometries, thus offering a duality approach different to the positive maps characterization problem. Several…
In this paper we prove some characterizations of the matrix orthogonal polynomials whose derivatives are also orthogonal, which generalize other known ones in the scalar case. In particular, we prove that the corresponding orthogonality…