Related papers: Matrix integral solutions to the discrete KP hiera…
A recently formulated conjecture of Gamayun, Iorgov and Lisovyy gives an asymptotic expansion of the Jimbo--Miwa--Ueno isomonodromic $\tau$-function for certain Painlev\'e transcendents. The coefficients in this expansion are given in terms…
Using the free fermions technique and bosonization rules we introduce the multicomponent DKP hierarchy as a generating bilinear integral equation for the tau-function. A number of bilinear equations of the Hirota-Miwa type are obtained as…
We introduce a two-parameter family of birational maps, which reduces to a family previously found by Demskoi, Tran, van der Kamp and Quispel (DTKQ) when one of the parameters is set to zero. The study of the singularity confinement pattern…
Questions on random matrices and on non-intersecting Brownian motions have led to the study of moment matrices with regard to several weights. The purpose of this paper is to show that the determinants of such moment matrices satisfy, upon…
Some new formulas for the KP hierarchy are derived from the differential Fay identity. They proved to be useful for the $k$-constrained hierarchies providing a series of determinant identities for them. A differential equation is introduced…
We discuss geometric integrability of Hirota's discrete KP equation in the framework of projective geometry over division rings using the recently introduced notion of Desargues maps. We also present the Darboux-type transformations, and we…
We give a review of modern approaches to constructing formal solutions to integrable hierarchies of mathematical physics, whose coefficients are answers to various enumerative problems. The relationship between these approaches and…
Partly inspired by Sato's theory of the Kadomtsev-Petviashvili (KP) hierarchy, we start with a quite general hierarchy of linear ordinary differential equations in a space of matrices and derive from it a matrix Riccati hierarchy. The…
In the recent study of Virasoro action on characters, we discovered that it gets especially simple for peculiar linear combinations of the Virasoro operators: particular harmonics of $\hat w$-operators. In this letter, we demonstrate that…
Small M-theories unify various models of a given family in the same way as the M-theory unifies a variety of superstring models. We consider this idea in application to the family of eigenvalue matrix models: their M-theory unifies various…
What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…
We apply the new method for constructing integrable Hamiltonian hierarchies of Lax type equations developed in our previous paper, to show that all W-algebras W(gl_N,f) carry such a hierarchy. As an application, we show that all vector…
With the emergence of Artificial Intelligence, numerical algorithms are moving towards more approximate approaches. For methods such as PCA or diffusion maps, it is necessary to compute eigenvalues of a large matrix, which may also be dense…
For each partition p of an integer N \geq 2, consisting of r parts, an integrable hierarchy of Lax type Hamiltonian PDE has been constructed recently by some of us. In the present paper we show that any tau-function of the p-reduced…
Wronski determinant (Wronskian) provides a compact form for $\tau$-functions that play roles in a large range of mathematical physics. In 1979 Matveev and Satsuma, independently, obtained solutions in Wronskian form for the…
The Fredholm-Hammerstein integral equations (FHIEs) with weakly singular kernels exhibit multi-point singularity at the endpoints or boundaries. The dense discretized matrices result in high computational complexity when employing numerical…
Integrable theory is formulated for correlation functions of characteristic polynomials associated with invariant non-Gaussian ensembles of Hermitean random matrices. By embedding the correlation functions of interest into a more general…
The partly symmetric real Ginibre ensemble consists of matrices formed as linear combinations of real symmetric and real anti-symmetric Gaussian random matrices. Such matrices typically have both real and complex eigenvalues. For a fixed…
There is now a renewed interest to the Hurwitz tau-function, counting the isomorphism classes of Belyi pairs, arising in the study of equilateral triangulations and Grothiendicks's dessins d'enfant. It is distinguished by belonging to a…
We study the Pfaff lattice, introduced by us in the context of a Lie algebra splitting of gl(infinity) into sp(infinity) and lower-triangular matrices. We establish a set of bilinear identities, which we show to be equivalent to the Pfaff…