相关论文: Integrals over classical Groups, Random permutatio…
What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…
We show that the Kontsevich integral on $n\times n$ matrices ($n< \infty$) is the isomonodromic tau function associated to a $2\times 2$ Riemann--Hilbert problem. The approach allows us to gain control of the analysis of the convergence as…
In a recent breakthrough Kanzieper showed that it is possible to obtain exact nonperturbative Random Matrix results from the replica limit of the corresponding Painlev\'e equation. In this article we analyze the replica limit of the Toda…
The Pfaff lattice is an integrable system arising from the SR-group factorization in an analogous way to how the Toda lattice arises from the QR-group factorization. In our recent paper [{\it Intern. Math. Res. Notices}, (2007) rnm120], we…
We obtain the collection of symmetric and symplectic matrix integrals and the collection of Pfaffian tau-functions, recently described by Peng and Adler and van Moerbeke, as specific elements in the Spin-group orbit of the vacuum vector of…
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…
The $\tau$-function theory of Painlev\'e systems is used to derive recurrences in the rank $n$ of certain random matrix averages over U(n). These recurrences involve auxilary quantities which satisfy discrete Painlev\'e equations. The…
With $<\cdot>$ denoting an average with respect to the eigenvalue PDF for the Laguerre unitary ensemble, the object of our study is $ \tilde{E}_N(I;a,\mu) := < \prod_{l=1}^N \chi_{(0,\infty)\backslash I}^{(l)} (\lambda - \lambda_l)^\mu>$…
A Toda equation is specified by a choice of a Lie group and a $\mathbb Z$-gradation of its Lie algebra. The Toda equations associated with loop groups of complex classical Lie groups, whose Lie algebras are endowed with integrable $\mathbb…
Universal $T$-matrices, or Hopf algebra dual forms, for quantum groups are revisited, and their contraction theory is developed. As a first illustrative example, the (1+1) timelike $\kappa$-Poincar\'e $T$-matrix is explicitly worked out.…
We show that the method of splitting the operator ${\rm e}^{\epsilon(T+V)}$ to fourth order with purely positive coefficients produces excellent algorithms for solving the time-dependent Schr\"odinger equation. These algorithms require…
In this paper we discuss the relation between the functions that give first integrals of full symmetric Toda system (an important Hamilton system on the space of traceless real symmetric matrices) and the vector fields on the group of…
Results on the finite nonperiodic Toda lattice are extended to some generalizations of the system: The relativistic Toda lattice, the generalized Toda lattice associated with simple Lie groups and the full Kostant-Toda lattice. The areas…
We study the asymptotic behavior of the partition function and the correlation kernel in random matrix ensembles of the form $\frac{1}{Z_n} \big|\det \big( M^2-tI \big)\big|^{\alpha} e^{-n\operatorname{Tr} V(M)}dM$, where $M$ is an $n\times…
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 study a classical iterative algorithm for balancing matrices in the $L_\infty$ norm via a scaling transformation. This algorithm, which goes back to Osborne and Parlett \& Reinsch in the 1960s, is implemented as a standard preconditioner…
The masses of affine Toda theories are known to correspond to the entries of a Perron-Frobenius eigenvector of the relevant Cartan matrix. The Lagrangian of the theory can be expressed in terms of a suitable eigenvector of a Coxeter element…
We study random vectors of the form $(\operatorname {Tr}(A^{(1)}V),...,\operatorname {Tr}(A^{(r)}V))$, where $V$ is a uniformly distributed element of a matrix version of a classical compact symmetric space, and the $A^{(\nu)}$ are…
We propose several different types of construction principles for new classes of Toda field theories based on root systems defined on Lorentzian lattices. In analogy to conformal and affine Toda theories based on root systems of semi-simple…
This paper is concerned with integrals which integrands are the monomials of matrix elements of irreducible representations of classical groups. Based on analysis on Young tableaux, we discuss some related duality theorems and compute the…