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Representation of a $D$-dimensional fermion determinant as a path integral of exponent of a $(D+1)$-dimensional Hermitean bosonic action is constructed.
A very elementary model of a single positive hermitian random matrix coupled to an external matrix is defined and studied. Expanding the exact effective action around its classical solution leads to the ``quantum Penner action'', from which…
Recursion relations for orthogonal polynominals, arising in the study of the one-matrix model of two-dimensional gravity, are shown to be equvalent to the equations of the Toda-chain hierarchy supplemented by additional Virasoro…
Superintegrable classical Hamiltonian systems in two-dimensional Euclidean space $E_2$ are explored. The study is restricted to Hamiltonians allowing separation of variables $V(x,y)=V_1(x)+V_2(y)$ in Cartesian coordinates. In particular,…
We show that the one dimensional unitary matrix model with potential of the form $a U + b U^2 + h.c.$ is integrable. By reduction to the dynamics of the eigenvalues, we establish the integrability of a system of particles in one space…
Recently a notion of self-duality for differential equations of maximal cuts was introduced, which states that there should be a basis in which the matrix for an {\epsilon}-factorised differential equation is persymmetric. It was observed…
A new derivation method of duality relations in stochastic processes is proposed. The current focus is on the duality between stochastic differential equations and birth-death processes. Although previous derivation methods have been based…
We consider the random matrix ensemble with an external source \[ \frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM \] defined on $n\times n$ Hermitian matrices, where $A$ is a diagonal matrix with only two eigenvalues $\pm a$ of equal…
We study fermionic one-matrix, two-matrix and $D$-dimensional gauge invariant matrix models. In all cases we derive loop equations which unambiguously determine the large-$N$ solution. For the one-matrix case the solution is obtained for an…
In this article we review the Duistermaat-Heckman integration formula and the ensuing equivariant cohomology structure, in the finite dimensional case. In particular, we discuss the connection between equivariant cohomology and classical…
We formulate N-fold supersymmetry in quantum mechanical matrix models. As an example, we construct general two-by-two Hermitian matrix 2-fold supersymmetric quantum mechanical systems. We find that there are two inequivalent such systems,…
A general family of matrix valued Hermite type orthogonal polynomials is introduced and studied in detail by deriving Pearson equations for the weight and matrix valued differential equations for these matrix polynomials. This is used to…
This paper explores integrable structures of a generalized melting crystal model that has two $q$-parameters $q_1,q_2$. This model, like the ordinary one with a single $q$-parameter, is formulated as a model of random plane partitions (or,…
Unitary 1-matrix models are shown to be exactly equivalent to hermitian 1-matrix models coupled to 2N vectors with appropriate potentials, to all orders in the 1/N expansion. This fact allows us to use all the techniques developed and…
We give a new proof of universality properties in the bulk of spectrum of the hermitian matrix models, assuming that the potential that determines the model is globally $C^{2}$ and locally $C^{3}$ function (see Theorem \ref{t:U.t1}). The…
In this paper, we consider linear differential equations satisfied by the generating function for Hermite polynomials and derive some new identities involving those polynomials.
In this paper two identities involving a function defined by the complete elliptic integrals of the first and second kinds are proved. Some functional inequalities and elementary estimates for this function are also derived from the…
Dual quaternion/complex matrices have important applications in brain science and multi-agent formation control. In this paper, we first study some basic properties of determinants of dual complex matrices, including Sturm theorem and…
A new representation of the 2N fold integrals appearing in various two-matrix models that admit reductions to integrals over their eigenvalues is given in terms of vacuum state expectation values of operator products formed from…
We prove universality for the fluctuations of the halting time for the Toda algorithm to compute the largest eigenvalue of real symmetric and complex Hermitian matrices. The proof relies on recent results on the statistics of the…