Related papers: Tau Functions and Matrix Integrals
The addition formulae for KP $\tau$-functions, when evaluated at lattice points in the KP flow group orbits in the infinite dimensional Sato-Segal-Wilson Grassmannian, give infinite parametric families of solutions to discretizations of the…
It is well-known that the two-parameter Mittag-Leffler (ML) function plays a key role in Fractional Calculus. In this paper, we address the problem of computing this function, when its argument is a square matrix. Effective methods for…
The monodromy map for a rank-two system of differential equations with three Fuchsian singularities is classically solved by the Kummer formul\ae\ for Gauss' hypergeometric functions. We define the tau-function of such a system as the…
We present an approach to sums of random Hermitian matrices via the theory of spherical functions for the Gelfand pair $(\mathrm{U}(n) \ltimes \mathrm{Herm}(n), \mathrm{U}(n))$. It is inspired by a similar approach of Kieburg and K\"osters…
In this paper we investigate the tau-functions for the stationary sector of Gromov-Witten theory of the complex projective line and its version, relative to one point. In particular, we construct the integral representation for the points…
In this second article of the series we study holomorphic families of generic rational matrix functions parameterized by the pole and zero loci. In particular, the isoprincipal deformations of generic rational matrix functions are proved to…
The solutions of a large class of hierarchies of zero-curvature equations that includes Toda and KdV type hierarchies are investigated. All these hierarchies are constructed from affine (twisted or untwisted) Kac-Moody algebras~$\ggg$.…
We consider certain scalar product of symmetric functions which is parameterized by a function $r$ and an integer $n$. One the one hand we have a fermionic representation of this scalar product. On the other hand we get a representation of…
We exhibit the Kontsevich matrix model with arbitrary potential as a BKP tau-function with respect to polynomial deformations of the potential. The result can be equivalently formulated in terms of Cartan-Pl\"ucker relations of certain…
In this paper we find fractional Riemann-Liouville derivatives for the Takagi-Landsberg functions. Moreover, we introduce their generalizations called weighted Takagi-Landsberg functions which have arbitrary bounded coefficients in the…
We present in this paper some fundamental tools for developing matrix analysis over the complex quaternion algebra. As applications, we consider generalized inverses, eigenvalues and eigenvectors, similarity, determinants of complex…
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…
Sato introduced the tau-function to describe solutions to a wide class of completely integrable differential equations. Later Segal-Wilson represented it in terms of the relevant integral operators on Hardy space of the unit disc. This…
For a restricted class of potentials (harmonic+Gaussian potentials), we express the resolvent integral for the correlation functions of simple traces of powers of complex matrices of size $N$, in term of a determinant; this determinant is…
We develop a method to evaluate integrals of non-holomorphic modular functions over the fundamental domain of the torus with modular parameter $\tau$ analytically. It proceeds in two steps: first the integral is transformed to a Lorentzian…
The isomonodromic tau function of the Fuchsian differential equations associated to Frobenius structures on Hurwitz spaces can be viewed as a section of a line bundle on the space of admissible covers. We study the asymptotic behavior of…
This paper introduces an efficient algorithm for computing the general oscillatory matrix functions. These computations are crucial for solving second-order semi-linear initial value problems. The method is exploited using the scaling and…
The Haar functional on the quantum $SU(2)$ group is the analogue of invariant integration on the group $SU(2)$. If restricted to a subalgebra generated by a self-adjoint element the Haar functional can be expressed as an integral with a…
We consider the Schur-Horn problem for normal operators in von Neumann algebras, which is the problem of characterizing the possible diagonal values of a given normal operator based on its spectral data. For normal matrices, this problem is…
The tau-function formalism for a class of generalized ``zero-curvature'' integrable hierarchies of partial differential equations, is constructed. The class includes the Drinfel'd-Sokolov hierarchies. A direct relation between the variables…