Related papers: The Kontsevich-Penner matrix integral, isomonodrom…
We show that the Kontsevich integral on $n\times n$ matrices ($n< \infty$) is the isomonodromic tau function associated to a $2\times 2$ Riemann--Hilbert problem. The approach allows us to gain control of the analysis of the convergence as…
We continue our investigation of the Kontsevich--Penner model, which describes intersection theory on moduli spaces both for open and closed curves. In particular, we show how Buryak's residue formula, which connects two generating…
In these lecture notes we review the various relations between intersection theory on the moduli space of Riemann surfaces, integrable hierarchies of KdV type, matrix models, and topological quantum field theories. We explain in particular…
Inspired by recent formul\ae\ of Dubrovin, Yang, and Zagier, we interpret the tau function enumerating stationary Gromov-Witten invariants of $\mathbb{P}^1$ as an isomonodromic tau function associated with a difference equation. As a…
The $s$-point correlation function of a Gaussian Hermitian random matrix theory, with an external source tuned to generate a multi-critical singularity, provides the intersection numbers of the moduli space for the $p$-th spin curves…
In their recent inspiring paper Mironov and Morozov claim a surprisingly simple expansion formula for the Kontsevich-Witten tau-function in terms of the Schur Q-functions. Here we provide a similar conjecture for the Br\'ezin-Gross-Witten…
In this paper we conjecture that the generating function of the intersection numbers on the moduli spaces of Riemann surfaces with boundary, constructed recently by R. Pandharipande, J. Solomon and R. Tessler and extended by A. Buryak, is a…
We consider integrals of tau functions of Zakharov-Shabat systems whose higher times are related to the eigenvalues of products of random matrices. Apart of random matrices there is the set of $n$ pairs of given matrices which play the role…
A class of Riemann-Hilbert problems corresponding to quasi-permutation monodromy matrices is solved in terms of Szeg\"o kernel on auxiliary Riemann surfaces. The tau-function of Schlesinger system turns out to be closely related to…
We define a tau function for a generic Riemann-Hilbert problem posed on a union of non-intersecting smooth closed curves with jump matrices analytic in their neighborhood. The tau function depends on parameters of the jumps and is expressed…
We analyze isomonodromic deformations of rational connections on the Riemann sphere with Fuchsian and irregular singularities. The Fuchsian singularities are allowed to be of arbitrary resonant index; the irregular singularities are also…
In this paper we construct explicit solutions and calculate the corresponding $\tau$-function to the system of Schlesinger equations describing isomonodromy deformations of $2\times 2$ matrix linear ordinary differential equation whose…
We consider a Gaussian random matrix theory in the presence of an external matrix source. This matrix model, after duality (a simple version of the closed/open string duality), yields a generalized Kontsevich model through an appropriate…
We review some relations occurring between the combinatorial intersection theory on the moduli spaces of stable curves and the asymptotic behavior of the 't Hooft-Kontsevich matrix integrals. In particular, we give an alternative proof of…
We reformulate the $q$-difference linear system corresponding to the $q$-Painlev\'e equation of type $A_7^{(1)'}$ as a Riemann-Hilbert problem on a circle. Then, we consider the Fredholm determinant built from the jump of this…
A classical way to introduce tau functions for integrable hierarchies of solitonic equations is by means of the Sato-Segal-Wilson infinite-dimensional Grassmannian. Every point in the Grassmannian is naturally related to a Riemann-Hilbert…
We apply a recently developed method to exactly solve the $\Phi^3$ matrix model with covariance of a two-dimensional theory, also known as regularised Kontsevich model. Its correlation functions collectively describe graphs on a…
We consider the Itzykson-Zuber-Eynard-Mehta two-matrix model and prove that the partition function is an isomonodromic tau function in a sense that generalizes Jimbo-Miwa-Ueno's. In order to achieve the generalization we need to define a…
Let v be a real polynomial of even degree, and let \rho be the equilibrium probability measure for v with support S; so that v(x)\geq 2\int \log |x-y| \rho (dy)+C_v for some constant C_v with support S. Then S is the union of finitely many…
We generalize Harish-Chandra-Itzykson-Zuber and certain other integrals (Gross-Witten integral and integrals over complex matrices) using the notion of tau function of matrix argument. In this case one can reduce the matrix integral to the…