Random matrices with external source and KP τ functions

DOI10.1063/1.3167802MaRDI QIDQ4907599zbMATHOpenAlexFDO

Authors Dong Wang

Publication date 4 February 2013

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0810.0280

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10)

Abstract: In this paper we prove that the partition function in the random matrix model with external source is a KP $au$ function.

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Cited in

(3)

• Moment matrices and multi-component KP, with applications to random matrix theory
• The KPZ Equation and Moments of Random Matrices
• Random matrices with equispaced external source

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