Related papers: Exact Solvability via the KP Hierarchy for $\beta=…
We study log-gas ensembles with inverse temperature $\beta = L^2$ using a confluent Vandermonde representation that admits a formulation in the exterior algebra of a finite-dimensional vector space. By interpreting the system as consisting…
We give a hyperpfaffian formulation for correlation functions in $\beta$-ensembles of $M \times M$ random matrices when $\beta = L^2$ is an even square integer. More specifically, to the $m$th correlation function $R_m : \R^m \rightarrow…
We introduce and solve exactly a family of invariant 2x2 random matrices, depending on one parameter \eta, and we show that rotational invariance and real Dyson index \beta are not incompatible properties. The probability density for the…
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…
Matrix integrals used in random matrix theory for the study of eigenvalues of Hermitian ensembles have been shown to provide $\tau$-functions for several hierarchies of integrable equations. In this article, we extend this relation by…
Analytic-bilinear approach for construction and study of integrable hierarchies, in particular, the KP hierarchy is discussed. It is based on the generalized Hirota identity. This approach allows to represent generalized hierarchies of…
We determine the joint probability density function (JPDF) of reflection eigenvalues in three Dyson's ensembles of normal-conducting chaotic cavities coupled to the outside world through both ballistic and tunnel point contacts. Expressing…
We derive a set of bilinear functional equations of Hirota type for the partition functions of the $sl(2)$ related integrable statistical models defined on a random lattice. These equations are obtained as deformations of the Hirota…
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…
In this article, we study and settle several structural questions concerning the exact solvability of the Olshanetsky-Perelomov quantum Hamiltonians corresponding to an arbitrary root system. We show that these operators can be written as…
Constrained KP and super-KP hierarchies of integrable equations (generalized NLS hierarchies) are systematically produced through a Lie algebraic AKS-matrix framework associated to the homogeneous grading. The role played by different…
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 two-parameter ensemble of generalized $2\times 2$ real symmetric random matrices called the $\beta$-Rosenzweig-Porter ensemble (\brpe), parameterized by $\beta$, a fictitious inverse temperature of the analogous Coulomb gas…
The integrable structure, recently revealed in some classical problems of the theory of functions in one complex variable, is discussed. Given a simply connected domain in the complex plane, bounded by a simple analytic curve, we consider…
This work identifies a solvable (in the sense that spectral correlation functions can be expressed in terms of orthogonal polynomials), rotationally invariant random matrix ensemble with a logarithmic weakly confining potential. The…
The BKP hierarchy has a two-component analogue (the 2-BKP hierarchy). Dispersionless limit of this multi-component hierarchy is considered on the level of the $\tau$-function. The so called dispersionless Hirota equations are obtained from…
We construct a hierarchy of loop equations for invariant circular ensembles. These are valid for general classes of potentials and for arbitrary inverse temperatures $ {\rm Re}\,\beta>0 $ and number of eigenvalues $ N $. Using matching…
We consider quantum dynamics of the order parameter in the discrete pairing model (Richardson model) in thermodynamic equilibrium. The integrable Richardson Hamiltonian is represented as a direct sum of Hamiltonians acting in different…
We give a hyperpfaffian formulation of partition functions and ensemble averages for Hermitian and circular ensembles when L is an arbitrary integer and \beta=L^2 and when L is an odd integer and \beta=L^2 +1.
We summarize recent work showing that the $1/r^2$ model of interacting particles in 1-dimension is a universal Hamiltonian for quantum chaotic systems. The problem is analyzed in terms of random matrices and of the evolution of their…