Related papers: Matrix integral solutions to the discrete KP hiera…
An algorithm to classify a general Hermitian matrix according to its signature (positive semi-definite, negative or indefinite) is presented. It builds on the Quantum Phase Estimation algorithm, which stores the sign of the eigenvalues of a…
Vertex operators, which are disguised Darboux maps, transform solutions of the KP equation into new ones. In this paper, we show that the bi-infinite sequence obtained by Darboux transforming an arbitrary KP solution recursively forward and…
We study private matrix analysis in the sliding window model where only the last $W$ updates to matrices are considered useful for analysis. We give first efficient $o(W)$ space differentially private algorithms for spectral approximation,…
The Standard Model of particle physics requires Yukawa matrices with eigenval- ues that differ by orders of magnitude. We propose a novel way to explain this fact without any small or large parameters. The mechanism is based on the…
We show that the averaged characteristic polynomial and the averaged inverse characteristic polynomial, associated with Hermitian matrices whose elements perform a random walk in the space of complex numbers, satisfy certain partial…
In this paper, we prove the existence of tau functions of the discrete modified KP hierarchy and define the squared eigenfunction symmetry. Meanwhile, the Fay identity with its difference form, the squared eigenfunction potentials and the…
Okounkov's generating function of the double Hurwitz numbers of the Riemann sphere is a hypergeometric tau function of the 2D Toda hierarchy in the sense of Orlov and Scherbin. This tau function turns into a tau function of the lattice KP…
Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…
We study integrals of motion for Hirota bilinear difference equation that is satisfied by the eigenvalues of the transfer-matrix. The combinations of the eigenvalues of the transfer-matrix are found, which are integrals of motion for…
We present a systematic technique to find explicit solutions of birational maps, provided that these solutions are given in terms of elliptic functions. The two main ingredients are: (i) application of classical addition theorems for…
The recent progress in revealing classical integrable structures in quantum models solved by Bethe ansatz is reviewed. Fusion relations for eigenvalues of quantum transfer matrices can be written in the form of classical Hirota's bilinear…
An interpretation of Krawtchouk matrices in terms of discrete version of the Feynman path integral is given. Also, an algebraic characterization in terms of the algebra of split quaternions is provided. The resulting properties include an…
Motivated by the Novikov equation and its peakon problem, we propose a new mixed type Hermite--Pad\'{e} approximation whose unique solution is a sequence of polynomials constructed with the help of Pfaffians. These polynomials belong to the…
We include the relativistic lattice KP hierarchy, introduced by Gibbons and Kupershmidt, into the $r$-matrix framework. An $r$-matrix account of the nonrelativistic lattice KP hierarchy is also provided for the reader's convenience. All…
This work deals with the numerical solution of systems of oscillatory second-order differential equations which often arise from the semi-discretization in space of partial differential equations. Since these differential equations exhibit…
An ensemble of 2 x 2 pseudo-Hermitian random matrices is constructed that possesses real eigenvalues with level-spacing distribution exactly as for the Gaussian Unitary Ensemble found by Wigner. By a re-interpretation of Connes' spectral…
We consider a parameter dependent ensemble of two real random matrices with Gaussian distribution. It describes the transition between the symmetry class of the chiral Gaussian orthogonal ensemble (Cartan class B$|$DI) and the ensemble of…
We revisit dispersionless version of the multicomponent KP hierarchy considered previously by Takasaki and Takebe. In contrast to their study, we do not fix any distinguished component treating all of them on equal footing. We obtain…
To every partition $n=n_1+n_2+\cdots+n_s$ one can associate a vertex operator realization of the Lie algebras $a_{\infty}$ and $\hat{gl}_n$. Using this construction we make reductions of the $s$--component KP hierarchy, reductions which are…
Hierarchical modeling provides a framework for modeling the complex interactions typical of problems in applied statistics. By capturing these relationships, however, hierarchical models also introduce distinctive pathologies that quickly…