Related papers: New Solvable Matrix Integrals
We consider solvable matrix models. We generalize Harish-Chandra-Itzykson-Zuber and certain other integrals (Gross-Witten integral and integrals over complex matrices) using the notion of tau function of matrix argument. In this case one…
Matrix hierarchies are: multi-component KP, general Zakharov-Shabat (ZS) and its special cases, e.g., AKNS. The ZS comprises all integrable systems having a form of zero-curvature equations with rational dependence of matrices on a spectral…
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…
Based on the matrix-resolvent approach, for an arbitrary solution to the discrete KdV hierarchy, we define the tau-function of the solution, and compare it with another tau-function of the solution defined via reduction of the Toda lattice…
For an arbitrary solution to the KdV hierarchy, the generating series of logarithmic derivatives of the tau-function of the solution can be expressed by the basic matrix resolvent via algebraic manipulations. Based on this we develop in…
In this paper we introduce a new family of the KP tau-functions. This family can be described by a deformation of the generalized Kontsevich matrix model. We prove that the simplest representative of this family describes a generating…
In this paper, we consider the higher Br\'ezin--Gross--Witten tau-functions, given by the matrix integrals. For these tau-functions we construct the canonical Kac--Schwarz operators, quantum spectral curves, and $W^{(3)}$-constraints. For…
We consider the simplest gauge theories given by one- and two- matrix integrals and concentrate on their stringy and geometric properties. We remind general integrable structure behind the matrix integrals and turn to the geometric…
We consider integrals of tau functions of Zakharov-Shabat systems whose higher times are related to the eigenvalues of products of random matrices. Apart of random matrices there is the set of $n$ pairs of given matrices which play the role…
Matrix elements in different representations are connected by quadratic relations. If matrix elements are those of a $\textit{group element}$, i.e. satisfying the property $\Delta(X) = X\otimes X$, then their generating functions obey…
The n-point function for the integral over unitary matrices with Itzykson-Zuber measure is reduced to the integral over Gelfand-Tzetlin table; integrand (for generic n) is given by linear exponential times rational function. For $n=2$ and…
We generalise well-known integrals of Ingham-Siegel and Fisher-Hartwig type over the unitary group $U(N)$ with respect to Haar measure, for finite $N$ and including fixed external matrices. When depending only on the eigenvalues of the…
Inspired by recent formul\ae\ of Dubrovin, Yang, and Zagier, we interpret the tau function enumerating stationary Gromov-Witten invariants of $\mathbb{P}^1$ as an isomonodromic tau function associated with a difference equation. As a…
The paper contains some new results and a review of recent achievements, concerning the multisupport solutions to matrix models. In the leading order of the 't Hooft expansion for matrix integral, these solutions are described by…
Many eigenvalue matrix models possess a peculiar basis of observables which have explicitly calculable averages. This explicit calculability is a stronger feature than ordinary integrability, just like the cases of quadratic and Coulomb…
Recently the correlation functions of the so-called Itzykson-Zuber/Harish-Chandra integrals were computed (by one of the authors and collaborators) for all classical groups using an integration formula that relates integrals over compact…
There is now a renewed interest to the Hurwitz tau-function, counting the isomorphism classes of Belyi pairs, arising in the study of equilateral triangulations and Grothiendicks's dessins d'enfant. It is distinguished by belonging to a…
We extend the matrix-resolvent method for computing logarithmic derivatives of tau-functions to the Ablowitz--Ladik hierarchy. In particular, we derive a formula for the generating series of the logarithmic derivatives of an arbitrary…
We introduce and investigate a family of tau-functions of the 2D Toda hierarchy, which is a natural generalization of the hypergeometric family associated with Hurwitz numbers. For this family we prove a skew Schur function expansion…
We identify the Kontsevich-Penner matrix integral, for finite size $n$, with the isomonodromic tau function of a $3\times 3$ rational connection on the Riemann sphere with $n$ Fuchsian singularities placed in correspondence with the…