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A higher dimensional analogue of the dispersionless KP hierarchy is introduced. In addition to the two-dimensional ``phase space'' variables $(k,x)$ of the dispersionless KP hierarchy, this hierarchy has extra spatial dimensions…
We derive some rational solutions for the multicomponent and matrix KP hierarchies generalising an approach by Wilson. Connections with the multicomponent version of the KP/CM correspondence are discussed.
For each affine Kac-Moody algebra $X_n^{(r)}$ of rank $\ell$, $r=1,2$, or $3$, and for every choice of a vertex $c_m$, $m=0,\dots,\ell$, of the corresponding Dynkin diagram, by using the matrix-resolvent method we define a gauge-invariant…
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…
The theory of matrix models is reviewed from the point of view of its relation to integrable hierarchies. Determinantal formulas, relation to conformal field models and the theory of Generalized Kontsevich model are discussed in some…
There are well-known constructions of integrable systems which are chains of infinitely many copies of the equations of the KP hierarchy ``glued'' together with some additional variables, e.g., the modified KP hierarchy. Another…
For each partition p of an integer N \geq 2, consisting of r parts, an integrable hierarchy of Lax type Hamiltonian PDE has been constructed recently by some of us. In the present paper we show that any tau-function of the p-reduced…
Questions on random matrices and on non-intersecting Brownian motions have led to the study of moment matrices with regard to several weights. The purpose of this paper is to show that the determinants of such moment matrices satisfy, upon…
It is well known that tau functions of the KP hierarchy satisfy addition formulas. We consider the general addition formula in the determinant form and take a certain limit of it. It expresses certain shifts of a tau function in terms of…
We show that any multi-component matrix KP hierarchy is equivalent to the standard one-component (scalar) KP hierarchy endowed with a special infinite set of abelian additional symmetries, generated by squared eigenfunction potentials. This…
Let $r\geq 2$ be an integer. The generalized BGW tau-function for the Gelfand--Dickey hierarchy of $(r-1)$ dependent variables (aka the $r$-reduced KP hierarchy) is defined as a particular tau-function that depends on $(r-1)$ constant…
The differential systems satisfied by orthogonal polynomials with arbitrary semiclassical measures supported on contours in the complex plane are derived, as well as the compatible systems of deformation equations obtained from varying such…
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…
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…
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.
Explicit determinant formulas are presented for the $\tau$ functions of the generalized Painlev\'e equations of type $A$. This result allows an interpretation of the $\tau$-functions as the Pl\"ucker coordinates of the universal Grassmann…
The CKP hierarchy is one important sub-hierarchy of the KP hierarchy, which is quite special due to its tau function. Here we construct the tau functions for the constrained CKP hierarchy…
We develop a matrix-test dual framework for $C^*$-convex families of completely positive maps $\CP(\mathscr S,\mathscr T)$, where $\mathscr S$ is an operator system and $\mathscr T$ is a unital $C^*$-algebra. Matrix tests $(k,f,s)$ induce…
Generalized convolution symmetries of integrable hierarchies of KP and 2KP-Toda type multiply the Fourier coefficients of the elements of the Hilbert space $\HH= L^2(S^1)$ by a specified sequence of constants. This induces a corresponding…
We find all formal solutions to the $\hbar$-dependent KP hierarchy. They are characterized by certain Cauchy-like data. The solutions are found in the form of formal series for the tau-function of the hierarchy and for its logarithm (the…