Quadratic and quartic integrals using the method of brackets

We use the method of brackets to evaluate quadratic and quartic type integrals. We recall the operational rules of the method and give examples to illustrate its working. The method is then used to evaluate the quadratic type integrals which occur in entries 3.251.1,3,4 in the table of integrals by Gradshteyn and Ryzhik and obtain closed form expressions in terms of hypergeometric functions. The method is further used to evaluate the quartic integrals, entry 2.161.5 and 6 in the table. We also present generalization of both types of integrals with closed form expression in terms of hypergeometric functions.

Generalizations of some integrals over the unitary group

Using the character expansion method, we generalize several well-known integrals over the unitary group to the case where general complex matrices appear in the integrand. These integrals are of interest in the theory of random matrices and may also find applications in lattice gauge theory.

Topological expansion of the chain of matrices

We solve the loop equations to all orders in $1/N^2$, for the Chain of Matrices matrix model (with possibly an external field coupled to the last matrix of the chain). We show that the topological expansion of the free energy, is, like for the 1 and 2-matrix model, given by the symplectic invariants of the associated spectral curve. As a consequence, we find the double scaling limit explicitly, and we discuss modular properties, large $N$ asymptotics. We also briefly discuss the limit of an infinite chain of matrices (matrix quantum mechanics).

Higher genera Catalan numbers and Hirota equations for extended nonlinear Schroedinger hierarchy

We consider the Dubrovin--Frobenius manifold of rank $2$ whose genus expansion at a special point controls the enumeration of a higher genera generalization of the Catalan numbers, or, equivalently, the enumeration of maps on surfaces, ribbon graphs, Grothendiecks dessins denfants, strictly monotone Hurwitz numbers, or lattice points in the moduli spaces of curves. Liu, Zhang, and Zhou conjectured that the full partition function of this Dubrovin--Frobenius manifold is a tau-function of the extended nonlinear Schrodinger hierarchy, an extension of a particular rational reduction of the Kadomtsev--Petviashvili hierarchy. We prove a version of their conjecture specializing the Givental--Milanov method that allows to construct the Hirota quadratic equations for the partition function, and then deriving from them the Lax representation.

The sine-law gap probability, Painleve 5, and asymptotic expansion by the topological recursion

The goal of this article is to rederive the connection between the Painleve $5$ integrable system and the universal eigenvalues correlation functions of double-scaled hermitian matrix models, through the topological recursion method. More specifically we prove, textbf{to all orders}, that the WKB asymptotic expansions of the $tau$-function as well as of determinantal formulas arising from the Painleve $5$ Lax pair are identical to the large $N$ double scaling asymptotic expansions of the partition function and correlation functions of any hermitian matrix model around a regular point in the bulk. In other words, we rederive the sine-law universal bulk asymptotic of large random matrices and provide an alternative perturbative proof of universality in the bulk with only algebraic methods. Eventually we exhibit the first orders of the series expansion up to $O(N^{-5})$.