相关论文: Coupling of different solvable ensembles of random…
For one-matrix models with polynomial potentials, the explicit relationship between the partition function and the isomonodromic tau function for the 2x2 polynomial differential systems satisfied by the associated orthogonal polynomials is…
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 consider the following problem: When do alternate eigenvalues taken from a matrix ensemble themselves form a matrix ensemble? More precisely, we classify all weight functions for which alternate eigenvalues from the corresponding…
We present a family of matrix models such that their partition functions are tau functions of the universal character (UC) hierarchy. This develops one of the topics of our previous paper arXiv:2410.14823. We found new matrix models…
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.
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…
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…
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…
It has recently been emphasized that all known exact evaluations of gap probabilities for classical unitary matrix ensembles are in fact $\tau$-functions for certain Painlev\'e systems. We show that all exact evaluations of gap…
We present a family of solvable multi-matrix models associated with an arbitrary embedded graph $\Gamma$ with a single vertex. The graph with $n$ edges is equipped with $2n$ corner matrices. The partition function of each member of the…
The partition function for unitary two matrix models is known to be a double KP tau-function, as well as providing solutions to the two dimensional Toda hierarchy. It is shown how it may also be viewed as a Borel sum regularization of…
We construct a very general family of characteristic functions describing Random Matrix Ensembles (RME) having a global unitary invariance, and containing an arbitrary, one-variable probability measure which we characterize by a `spread…
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…
We give a review of modern approaches to constructing formal solutions to integrable hierarchies of mathematical physics, whose coefficients are answers to various enumerative problems. The relationship between these approaches and…
Orthogonal - unitary and symplectic - unitary crossover ensembles of random matrices are relevant in many contexts, especially in the study of time reversal symmetry breaking in quantum chaotic systems. Using skew-orthogonal polynomials we…
The simplest nontrivial tau functions of the Toda lattice and the $\tN$-component Toda lattice are compared in their applications to multimatrix integrals.
Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…
Composed ensembles of random unitary matrices are defined via products of matrices, each pertaining to a given canonical circular ensemble of Dyson. We investigate statistical properties of spectra of some composed ensembles and demonstrate…
Partition functions of eigenvalue matrix models possess a number of very different descriptions: as matrix integrals, as solutions to linear and non-linear equations, as tau-functions of integrable hierarchies and as special-geometry…
Some particular examples of classical and quantum systems on the lattice are solved with the help of orthogonal polynomials and its connection to continuous models are explored.