HCIZ integral and 2D Toda lattice hierarchy

preprint2002arXivOpen access

Abstract

The expression of the large NN Harish Chandra--Itzykson--Zuber (HCIZ) integral in terms of the moments of the two matrices is investigated using an auxiliary unitary two-matrix model, the associated biorthogonal polynomials and integrable hierarchy. We find that the large NN HCIZ integral is governed by the dispersionless Toda lattice hierarchy and derive its string equation. We use this to obtain various exact results on its expansion in powers of the moments.

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