New Solvable Matrix Integrals

Details New Solvable Matrix Integrals New Solvable Matrix Integrals

2002-09-30

arxiv.org/abs/nlin/0209063v4

Nonlinear Sciences

Exactly Solvable and Integrable Systems

Latex, 14 pages, no figures

Scientific paper

We generalize Harish-Chandra-Itzykson-Zuber and certain other integrals
(Gross-Witten integral and integrals over complex matrices) using the notion of
tau function of matrix argument. In this case one can reduce the matrix
integral to the integral over eigenvalues, which in turn is certain tau
function. We also consider a generalization of the Kontsevich integral.

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