dorsal/arxiv
View SchemaThe spectrum of random matrices and integrable systems
| Authors | Pierre van Moerbeke |
|---|---|
| Categories | |
| ArXiv ID | solv-int/9706009 |
| URL | https://arxiv.org/abs/solv-int/9706009 |
| Journal | Group21, Physical applications and Mathematical aspects of Geometry, Groups and Algebras, Vol II, 835--852, Eds.: Doebner, Scherer, Schulte, World Scientific, Singapore, 1997 |
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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"abstract": "What is the connection of random matrices with integrable systems? Is this\nconnection really useful? Introducing apprpriate times in the distribution of\nthe ensemble of matrices, one shows that the corresponding distribution of the\neigenvalues satisfies the KP-equation, the 1-Toda lattice or the 2-Toda\nlattice, depending on the original distribution. The probability distribution\nalso satisfies Virasoro type constraints, which contain a time-part and a\nboundary-part. These equations taken together lead to a system of PDE\u0027s for the\ndistribution of the spectrum in terms of the boundary of the set, under\nconsideration.",
"arxiv_id": "solv-int/9706009",
"authors": [
"Pierre van Moerbeke"
],
"categories": [
"solv-int",
"nlin.SI"
],
"journal_ref": "Group21, Physical applications and Mathematical aspects of\n Geometry, Groups and Algebras, Vol II, 835--852, Eds.: Doebner, Scherer,\n Schulte, World Scientific, Singapore, 1997",
"title": "The spectrum of random matrices and integrable systems",
"url": "https://arxiv.org/abs/solv-int/9706009"
},
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