Related papers: Matrix integral solutions to the discrete KP hiera…
Matrix integrals used in random matrix theory for the study of eigenvalues of matrix ensembles have been shown to provide $ \tau $-functions for several hierarchies of integrable equations. In this paper, we construct the matrix integral…
Orthogonal and symplectic matrix integrals are investigated. It is shown that the matrix integrals can be considered as a $\tau$-function of the coupled KP hierarchy, whose solution can be expressed in terms of pfaffians.
We establish connections between two cascades of integrable systems generated from the continuum limits of the Hirota-Miwa equation and its remarkable nonlinear counterpart under the Miwa transformation respectively. Among these equations,…
Analytic-bilinear approach for construction and study of integrable hierarchies, in particular, the KP hierarchy is discussed. It is based on the generalized Hirota identity. This approach allows to represent generalized hierarchies of…
Inspired by the connection between the Dodgson's condensation algorithm and Hirota's difference equation, we consider condensation algorithms for Pfaffians from the perspectives of discrete integrable systems. The discretisation of Pfaffian…
It is well known that Pfaffian formulas for eigenvalue correlations are useful in the analysis of real and quaternion random matrices. Moreover the parametric correlations in the crossover to complex random matrices are evaluated in the…
Using the matrix-resolvent method and a formula of the second-named author on the $n$-point function for a KP tau-function, we show that the tau-function of an arbitrary solution to the Toda lattice hierarchy is a KP tau-function. We then…
The partition functions of Hermitian one-matrix models are known to be tau-functions of the KP hierarchy. In this paper we explicitly compute the elements in Sato grassmannian these tau-functions correspond to, and use them to compute the…
We show that solution to the Hermite-Pad\'{e} type I approximation problem leads in a natural way to a subclass of solutions of the Hirota (discrete Kadomtsev-Petviashvili) system and of its adjoint linear problem. Our result explains the…
We investigate self-similar solutions of the extended discrete KP hierarchy. It is shown that corresponding ansatzes lead to purely discrete equations with dependence on some number of parameters together with equations governing…
Random matrix ensembles with Dyson index $\beta=L^{2}$ describe systems of $M$ charge-$L$ particles interacting logarithmically in the presence of an external potential, yet exact formulas for their physical observables have remained…
There are well-known constructions of integrable systems which are chains of infinitely many copies of the equations of the KP hierarchy ``glued'' together with some additional variables, e.g., the modified KP hierarchy. Another…
Based on the matrix-resolvent approach, for an arbitrary solution to the discrete KdV hierarchy, we define the tau-function of the solution, and compare it with another tau-function of the solution defined via reduction of the Toda lattice…
We introduce a Frobenius algebra-valued KP hierarchy and show the existence of Frobenius algebra-valued $\tau$-function for this hierarchy. In addition we construct its Hamiltonian structures by using the Adler-Dickey-Gelfand method. As a…
The Hirota-Miwa equation (also known as the discrete KP equation, or the octahedron recurrence) is a bilinear partial difference equation in three independent variables. It is integrable in the sense that it arises as the compatibility…
We derive the discrete linear systems associated to multi--matrix models, the corresponding discrete hierarchies and the appropriate coupling conditions. We also obtain the $W_{1+\infty}$ constraints on the partition function. We then apply…
Integrable differential identities, together with ensemble-specific initial conditions, provide an effective approach for the characterisation of relevant observables and state functions in random matrix theory. We develop this approach for…
Some eigenvalue matrix models possess an interesting property: one can manifestly define the basis where all averages can be explicitly calculated. For example, in the Gaussian Hermitian and rectangular complex models, averages of the Schur…
We discuss various aspects of most general multisupport solutions to matrix models in the presence of hard walls, i.e., in the case where the eigenvalue support is confined to subdomains of the real axis. The structure of the solution at…
We study multi-matrix models which may be viewed as integrals of products of tau functions which depend on the eigenvalues of products of random matrices. In the present paper we consider tau functions of the hierarchy the two-component KP…