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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…

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…

Some new developments in constrained Lax integrable systems and their applications to physics are reviewed. After summarizing the tau function construction of the KP hierarchy and the basic concepts of the symmetry of nonlinear equations,…

We show that any polynomial tau-function of the s-component KP and the BKP hierarchies can be interpreted as a zero mode of an appropriate combinatorial generating function. As an application, we obtain explicit formulas for all polynomial…

It is shown that it is possible to write down tau functions for the $n$-component KP hierarchy in terms of non-abelian theta functions. This is a generalization of the rank 1 situation; that is, the relation of theta functions of Jacobians…

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…

$Q$-systems and $T$-systems are systems of integrable difference equations that have recently attracted much attention, and have wide applications in representation theory and statistical mechanics. We show that certain $\tau$-functions,…

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…

The space of solutions of the rational Calogero-Moser hierarchy, and the space of solutions of the KP hierarchy whose tau functions are monic polynomials in $t_1$ with coefficients depending on $t_n$, $n > 1$, are identified, generalizing…

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…

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…

We briefly describe what tau-functions in integrable systems are. We then define a collection of tau-functions given as matrix elements for the action of $\widehat{GL_2}$ on two-component Fermionic Fock space. These tau-functions are…

For an arbitrary solution to the AKNS hierarchy, the logarithmic derivatives of the tau-function of the solution can be computed by the matrix-resolvent method [14,21]. In this paper, we introduce a pair of wave functions of the solution…

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…

We introduce a useful and rather simple classes of BKP tau functions which which we shall shall call "easy tau functions". We consider the "large BKP hiearchy" related to $O(2\infty +1)$ which was introduced in \cite{KvdLbispec} (which is…

The partition functions of Hermitian one-matrix models are known to be tau-functions of the KP hierarchy. In this paper we explicitly compute the elements in Sato grassmannian these tau-functions correspond to, and use them to compute the…

We study \tau-functions of the KP hierarchy in terms of abelian group actions on finite dimensional Grassmannians, viewed as subquotients of the Hilbert space Grassmannians of Sato, Segal and Wilson. A determinantal formula of Gekhtman and…

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 show that the generating series of some Hodge integrals involving one or two partitions are tau-functions of the KP hierarchy or the 2-Toda hierarchy respectively. We also formulate a conjecture on the connection between relative…

We define the set of almost-intertwining matrices to be all triples(X,Y,Z) of n x n matrices for which XZ=YX+T for some rank one matrix T. A surprisingly simple formula is given for tau-functions of the KP hierarchy in terms of such…