Related papers: Symmetric Matrix Ensemble and Integrable Hydrodyna…
Matrix integrals used in random matrix theory for the study of eigenvalues of matrix ensembles have been shown to provide $ \tau $-functions for several hierarchies of integrable equations. In this paper, we construct the matrix integral…
Orthogonal and symplectic matrix integrals are investigated. It is shown that the matrix integrals can be considered as a $\tau$-function of the coupled KP hierarchy, whose solution can be expressed in terms of pfaffians.
Consider a semi-infinite skew-symmetric moment matrix, $m_{\iy}$ evolving according to the vector fields $\pl m / \pl t_k=\Lb^k m+m \Lb^{\top k} ,$ where $\Lb$ is the shift matrix. Then the skew-Borel decomposition $ m_{\iy}:= Q^{-1} J…
The Pfaff lattice is an integrable system arising from the SR-group factorization in an analogous way to how the Toda lattice arises from the QR-group factorization. In our recent paper [{\it Intern. Math. Res. Notices}, (2007) rnm120], we…
Pfaff lattice was introduced by Adler and van Moerbeke to describe the partition functions for the random matrix models of GOE and GSE type. The partition functions of those matrix models are given by the Pfaffians of certain skew-symmetric…
Integrable differential identities, together with ensemble-specific initial conditions, provide an effective approach for the characterisation of relevant observables and state functions in random matrix theory. We develop this approach for…
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…
Explicit expressions for multimatrix models with complex and unitary matrices allows to couple these models with well-known unitary, orthogonsl and sympletic ensembles. We consider examples of such mixed ensembles which are solvable in the…
We study bi-Hamiltonian systems of hydrodynamic type with non-singular (semisimple) non-local bi-Hamiltonian structures and prove that such systems of hydrodynamic type are diagonalizable. Moreover, we prove that for an arbitrary…
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…
The finite Pfaff lattice is given by commuting Lax pairs involving a finite matrix L (zero above the first subdiagonal) and a projection onto Sp(N). The lattice admits solutions such that the entries of the matrix L are rational in the time…
We introduce and study several combinatorial properties of a class of symmetric polynomials from the point of view of integrable vertex models in finite lattice. We introduce the $L$-operator related with the $U_q(sl_2)$ $R$-matrix, and…
The first example of the so-called "coupled" integrable hydrodynamic chain is presented. Infinitely many commuting flows are derived. Compatibility conditions of the first two of them lead to the remarkable Manakov--Santini system.…
We prove the hydrodynamic limit for a one-dimensional harmonic chain of interacting atoms with a random flip of the momentum sign. The system is open: at the left boundary it is attached to a heat bath at temperature $T_-$, while at the…
We suggest a new mean field method for studying the thermodynamic competition between magnetic and superconducting phases in a two-dimensional square lattice. A partition function is constructed by writing microscopic interactions that…
The integrability of an m-component system of hydrodynamic type, u_t=V(u)u_x, by the generalized hodograph method requires the diagonalizability of the mxm matrix V(u). This condition is known to be equivalent to the vanishing of the…
In this paper we investigate certain fusion relations associated to an integrable vertex model on the square lattice which is invariant under $Sp(4)$ symmetry. We establish a set of functional relations which include a transfer matrix…
It is well-known that the partition function of the unitary ensembles of random matrices is given by a tau-function of the Toda lattice hierarchy and those of the orthogonal and symplectic ensembles are tau-functions of the Pfaff lattice…
We review and present new studies on the relation between the partition functions of integrable lattice models and symmetric polynomials, and its combinatorial representation theory based on the correspondence, including our work. In…
We show that the stochastic dynamics of a large class of one-dimensional interacting particle systems may be presented by integrable quantum spin Hamiltonians. Generalizing earlier work \cite{Stin95a,Stin95b} we present an alternative…