Related papers: Moment matrices and multi-component KP, with appli…
Classically, a single weight on an interval of the real line leads to moments, orthogonal polynomials and tridiagonal matrices. Appropriately deforming this weight with times t=(t_1,t_2,...), leads to the standard Toda lattice and…
What is the connection of random matrices with integrable systems? Is this connection really useful? The answer to these questions leads to a new and unifying approach to the theory of random matrices. Introducing an appropriate time…
Using the bilinear formalism, we consider multicomponent and matrix modified KP hierarchies. The main tool is the bilinear identity for the tau-function which is realized as an expectation value of a Clifford group element composed from…
Multivariate orthogonal polynomials in $D$ real dimensions are considered from the perspective of the Cholesky factorization of a moment matrix. The approach allows for the construction of corresponding multivariate orthogonal polynomials,…
In this article, we show that four sets of differential Fay identities of an $N$-component KP hierarchy derived from the bilinear relation satisfied by the tau function of the hierarchy are sufficient to derive the auxiliary linear…
Starting from free charged fermions we give equivalent definitions of the $n\/$-component KP hierarchy, in terms of $\tau\/$-functions $\tau_\alpha\/$ (where $\alpha \in M =\/$ root lattice of $sl_n\/$), in terms of $n \times n\/$ matrix…
We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…
Global fits to moments of kinematic distributions measured in inclusive semileptonic $B\rightarrow X_c l \nu_l$ enable the determination of the Cabibbo-Kobayashi-Maskawa matrix element $|V_{cb}|$ together with non-perturbative matrix…
Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class…
We revisit dispersionless version of the multicomponent KP hierarchy considered previously by Takasaki and Takebe. In contrast to their study, we do not fix any distinguished component treating all of them on equal footing. We obtain…
In a previous paper we constructed all polynomial tau-functions of the 1-component KP hierarchy, namely, we showed that any such tau-function is obtained from a Schur polynomial $s_\lambda(t)$ by certain shifts of arguments. In the present…
We establish a new connection between moments of $n \times n$ random matrices $X_n$ and hypergeometric orthogonal polynomials. Specifically, we consider moments $\mathbb{E}\mathrm{Tr} X_n^{-s}$ as a function of the complex variable $s \in…
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…
A wave function of the $N$-component KP Hierarchy with continuous flows determined by an invertible matrix $H$ is constructed from the choice of an $MN$-dimensional space of finitely-supported vector distributions. This wave function is…
We derive a multiconfigurational time-dependent Hartree theory for systems with particle conversion. In such systems particles of one kind can convert to another kind and the total number of particles varies in time. The theory thus extends…
Using the matrix-resolvent method and a formula of the second-named author on the $n$-point function for a KP tau-function, we show that the tau-function of an arbitrary solution to the Toda lattice hierarchy is a KP tau-function. We then…
The uniqueness question of the multivariate moment problem is studied by different methods: Hilbert space operators, complex function theory, polynomial approximation, disintegration, integral geometry. Most of the known results in the…
The aim of this paper is to study the full $K-$moment problem for measures supported on some particular non-linear subsets $K$ of an infinite dimensional vector space. We focus on the case of random measures, that is $K$ is a subset of all…
This paper is devoted to the study of general (Laurent) polynomial modifications of moment functionals on the unit circle, i.e., associated with hermitian Toeplitz matrices. We present a new approach which allows us to study polynomial…
The Cholesky factorization of the moment matrix is applied to discrete orthogonal polynomials on the homogeneous lattice. In particular, semiclassical discrete orthogonal polynomials, which are built in terms of a discrete Pearson equation,…