The spectrum of random matrices and integrable systems
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Publication:6511234
arXivsolv-int/9706009MaRDI QIDQ6511234FDOQ6511234
Authors: Pierre van Moerbeke 
Abstract: 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 eigenvalues satisfies the KP-equation, the 1-Toda lattice or the 2-Toda lattice, depending on the original distribution. The probability distribution also satisfies Virasoro type constraints, which contain a time-part and a boundary-part. These equations taken together lead to a system of PDE's for the distribution of the spectrum in terms of the boundary of the set, under consideration.
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