Symmetric random matrices and the Pfaff lattice

dc.creatorAdler, M.
dc.creatorvan Moerbeke, P.
dc.date1999-03-08
dc.date.accessioned2026-07-07T06:17:47Z
dc.date.available2026-07-07T06:17:47Z
dc.descriptionConsider a symmetric (finite) matrix ensemble, with a certain probability distribution. What is the probability that the spectrum belongs to a certain interval or union of intervals on the real line? In this paper, we show that, upon introducing an appropriate time parameter, this probability is intimately related to Pfaffians, which as a vector satisfy the so-called Pfaff lattice. The latter is a particular reduction of the 2d-Toda lattice. In particular, they satisfy a KP-like equation, but with a right hand side, depending on nearest neighbors. They also satisfy Virasoro constraints, which combined with the KP-like equation lead to inductive equations for the probabilities.
dc.description44 pages
dc.identifierhttps://arxiv.org/abs/solv-int/9903009
dc.identifierhttp://arxiv.org/abs/solv-int/9903009
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/94505
dc.subjectExactly Solvable and Integrable Systems
dc.titleSymmetric random matrices and the Pfaff lattice
dc.typetext

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