Related papers: Matrix integral solutions to the discrete KP hiera…

We discuss the integrable hierarchies that appear in multi--matrix models. They can be envisaged as multi--field representations of the KP hierarchy. We then study the possible reductions of this systems via the Dirac reduction method by…

In this paper, we consider the problem of deriving new eigenvalue distributions of real-valued Wishart matrices that arises in many scientific and engineering applications. The distributions are derived using the tools from the theory of…

Okamoto has obtained a sequence of $\tau$-functions for the \PVI system expressed as a double Wronskian determinant based on a solution of the Gauss hypergeometric equation. Starting with integral solutions of the Gauss hypergeometric…

This paper develops matrix-multiplication-based iterative refinement for diagonalizable non-Hermitian eigendecompositions. The main theory concerns simple eigenvalues and distinguishes two input regimes. In the right-only regime, where only…

A hermitian matrix can be parametrized by a set consisting of its determinant and the eigenvalues of its submatrices. We established a group of equations which connect these variables with the mixing parameters of diagonalization. These…

In this work we find the isomonodromic (Jimbo-Miwa) tau-function corresponding to Frobenius manifold structures on Hurwitz spaces. We discuss several applications of this result. First, we get an explicit expression for the G-function…

A direct relation between the conformal formalism for 2d-quantum gravity and the W-constrained KP hierarchy is found, without the need to invoke intermediate matrix model technology. The Kontsevich-Miwa transform of the KP hierarchy is used…

We extend the old formalism of cut-and-join operators in the theory of Hurwitz $\tau$-functions to description of a wide family of KP-integrable {\it skew} Hurwitz $\tau$-functions, which include, in particular, the newly discovered…

The capability of discretization of matrix elements in the problem of quadratic functional minimization with linear member built on matrix in N-dimensional configuration space with discrete coordinates is researched. It is shown, that…

This work studies limits of Pfaffian systems, a class of first-order PDEs appearing in the Feynman integral calculus. Such limits appear naturally in the context of scattering amplitudes when there is a separation of scale in a given set of…

We present in this report 1+1 dimensional nonlinear partial differential equation integrable through inverse scattering transform. The integrable system under consideration is a pseudo-Hermitian reduction of a matrix generalization of…

We study multivariable Christoffel-Darboux kernels, which may be viewed as reproducing kernels for antisymmetric orthogonal polynomials, and also as correlation functions for products of characteristic polynomials of random Hermitian…

We identify the Kontsevich-Penner matrix integral, for finite size $n$, with the isomonodromic tau function of a $3\times 3$ rational connection on the Riemann sphere with $n$ Fuchsian singularities placed in correspondence with the…

We describe preconditioned iterative methods for estimating the number of eigenvalues of a Hermitian matrix within a given interval. Such estimation is useful in a number of applications.In particular, it can be used to develop an efficient…

We study the stochastic six-vertex model in half-space with generic integrable boundary weights, and define two families of multivariate rational symmetric functions. Using commutation relations between double-row operators, we prove a skew…

We explore the conjectured duality between a class of large $N$ matrix integrals, known as multicritical matrix integrals (MMI), and the series $(2m-1,2)$ of non-unitary minimal models on a fluctuating background. We match the critical…

The goal of this paper is to identify the universal Whitham hierarchy of genus zero with a dispersionless limit of the multi-component KP hierarchy. To this end, the multi-component KP hierarchy is (re)formulated to depend on several…

We introduce a random two-matrix model interpolating between a chiral Hermitian (2n+nu)x(2n+nu) matrix and a second Hermitian matrix without symmetries. These are taken from the chiral Gaussian Unitary Ensemble (chGUE) and Gaussian Unitary…

Schur functions are the common eigenfunctions of generalized cut-and-join operators which form a closed algebra. They can be expressed as differential operators in time-variables and also through the eigenvalues of auxiliary $N\times N$…

We propose a systematic treatment of symmetries of KP integrable systems, including constrained (reduced) KP models ${\sl cKP}_{R,M}$, and their multi-component (matrix) generalizations. Any such integrable hierarchy is shown to possess an…