Related papers: Matrix integral solutions to the discrete KP hiera…
Generalized convolution symmetries of integrable hierarchies of KP and 2KP-Toda type multiply the Fourier coefficients of the elements of the Hilbert space $\HH= L^2(S^1)$ by a specified sequence of constants. This induces a corresponding…
In the past decades, determinants and Pfaffians were found for eigenvalue correlations of various random matrix ensembles. These structures simplify the average over a large number of ratios of characteristic polynomials to integrations…
Using the bilinear formalism, we consider multicomponent and matrix modified KP hierarchies. The main tool is the bilinear identity for the tau-function which is realized as an expectation value of a Clifford group element composed from…
The theory of large random matrices has proved an invaluable tool for the study of systems with disordered interactions in many quite disparate research areas. Widely applicable results, such as the celebrated elliptic law for dense random…
We propose a new algorithm to solve optimization problems of the form $\min f(X)$ for a smooth function $f$ under the constraints that $X$ is positive semidefinite and the diagonal blocks of $X$ are small identity matrices. Such problems…
Random matrices are used in fields as different as the study of multi-orthogonal polynomials or the enumeration of discrete surfaces. Both of them are based on the study of a matrix integral. However, this term can be confusing since the…
An exact calculation of the eigenvalue statistics of truncated random Haar distributed real orthogonal matrices has recently been carried out by Khoruzhenko, Sommers and Zyczkowski. We further develop this calculation, and use it to deduce…
The partition function for unitary two matrix models is known to be a double KP tau-function, as well as providing solutions to the two dimensional Toda hierarchy. It is shown how it may also be viewed as a Borel sum regularization of…
A systematic reformulation of the KP hierarchy by using continuous Miwa variables is presented. Basic quantities and relations are defined and determinantal expressions for Fay's identities are obtained. It is shown that in terms of these…
We represent low dimensional quantum mechanical Hamiltonians by moderately sized finite matrices that reproduce the lowest O(10) boundstate energies and wave functions to machine precision. The method extends also to Hamiltonians that are…
Matrix elements in different representations are connected by quadratic relations. If matrix elements are those of a $\textit{group element}$, i.e. satisfying the property $\Delta(X) = X\otimes X$, then their generating functions obey…
In this paper matrix orthogonal polynomials in the real line are described in terms of a Riemann--Hilbert problem. This approach provides an easy derivation of discrete equations for the corresponding matrix recursion coefficients. The…
We study $\hbar$ expansion of the KP hierarchy following Takasaki-Takebe arXiv:hep-th/9405096 considering several examples of matrix model $\tau$-functions with natural genus expansion. Among the examples there are solutions of KP equations…
R. Hirota and K. Kimura discovered integrable discretizations of the Euler and the Lagrange tops, given by birational maps. Their method is a specialization to the integrable context of a general discretization scheme introduced by W. Kahan…
Discretizations of the Feynman-Kac path integral representation of the quantum mechanical density matrix are investigated. Each infinite-dimensional path integral is approximated by a Riemann integral over a finite-dimensional function…
We consider solutions of the matrix KP hierarchy that are trigonometric functions of the first hierarchical time $t_1=x$ and establish the correspondence with the spin generalization of the trigonometric Calogero-Moser system on the level…
The quantum spectral curve equation associated to KP $\tau$-functions of hypergeometric type serving as generating functions for rationally weighted Hurwitz numbers is solved by generalized hypergeometric series. The basis elements spanning…
Functional relation for commuting quantum transfer matrices of quantum integrable models is identified with classical Hirota's bilinear difference equation. This equation is equivalent to the completely discretized classical 2D Toda lattice…
In this paper, we discuss the solution of certain matrix-valued partial differential equations. Such PDEs arise, for example, when constructing a Riemannian contraction metric for a dynamical system given by an autonomous ODE. We develop…
We establish Pfaffian analogues of the Cauchy--Binet formula and the Ishikawa--Wakayama minor-summation formula. Each of these Pfaffian analogues expresses a sum of products of subpfaffians of two skew-symmetric matrices in terms of a…