Effective inverse spectral problem for rational Lax matrices and applications

We reconstruct a rational Lax matrix of size R+1 from its spectral curve (the desingularization of the characteristic polynomial) and some additional data. Using a twisted Cauchy--like kernel (a bi-differential of bi-weight (1-nu,nu)) we provide a residue-formula for the entries of the Lax matrix in terms of bases of dual differentials of weights nu and 1-nu respectively. All objects are described in the most explicit terms using Theta functions. Via a sequence of ``elementary twists'', we construct sequences of Lax matrices sharing the same spectral curve and polar structure and related by conjugations by rational matrices. Particular choices of elementary twists lead to construction of sequences of Lax matrices related to finite--band recurrence relations (i.e. difference operators) sharing the same shape. Recurrences of this kind are satisfied by several types of orthogonal and biorthogonal polynomials. The relevance of formulae obtained to the study of the large degree asymptotics for these polynomials is indicated.Comment: 33 pages. Version 2 with added references suggested by the refere

Biorthogonal Laurent polynomials, Toeplitz determinants, minimal Toda orbits and isomonodromic tau functions

We consider the class of biorthogonal polynomials that are used to solve the inverse spectral problem associated to elementary co-adjoint orbits of the Borel group of upper triangular matrices; these orbits are the phase space of generalized integrable lattices of Toda type. Such polynomials naturally interpolate between the theory of orthogonal polynomials on the line and orthogonal polynomials on the unit circle and tie together the theory of Toda, relativistic Toda, Ablowitz-Ladik and Volterra lattices. We establish corresponding Christoffel-Darboux formulae . For all these classes of polynomials a 2x2 system of Differential-Difference-Deformation equations is analyzed in the most general setting of pseudo measures with arbitrary rational logarithmic derivative. They provide particular classes of isomonodromic deformations of rational connections on the Riemann sphere. The corresponding isomonodromic tau function is explicitly related to the shifted Toeplitz determinants of the moments of the pseudo-measure. In particular the results imply that any (shifted) Toeplitz (Hankel) determinant of a symbol (measure) with arbitrary rational logarithmic derivative is an isomonodromic tau function.Comment: 35 pages, 1 figur

Cauchy Biorthogonal Polynomials

The paper investigates the properties of certain biorthogonal polynomials appearing in a specific simultaneous Hermite-Pade' approximation scheme. Associated to any totally positive kernel and a pair of positive measures on the positive axis we define biorthogonal polynomials and prove that their zeroes are simple and positive. We then specialize the kernel to the Cauchy kernel 1/{x+y} and show that the ensuing biorthogonal polynomials solve a four-term recurrence relation, have relevant Christoffel-Darboux generalized formulae, and their zeroes are interlaced. In addition, these polynomial solve a combination of Hermite-Pade' approximation problems to a Nikishin system of order 2. The motivation arises from two distant areas; on one side, in the study of the inverse spectral problem for the peakon solution of the Degasperis-Procesi equation; on the other side, from a random matrix model involving two positive definite random Hermitian matrices. Finally, we show how to characterize these polynomials in term of a Riemann-Hilbert problem.Comment: 38 pages, partially replaces arXiv:0711.408

The PDEs of biorthogonal polynomials arising in the two-matrix model

The two-matrix model can be solved by introducing bi-orthogonal polynomials. In the case the potentials in the measure are polynomials, finite sequences of bi-orthogonal polynomials (called "windows") satisfy polynomial ODEs as well as deformation equations (PDEs) and finite difference equations (Delta-E) which are all Frobenius compatible and define discrete and continuous isomonodromic deformations for the irregular ODE, as shown in previous works of ours. In the one matrix model an explicit and concise expression for the coefficients of these systems is known and it allows to relate the partition function with the isomonodromic tau-function of the overdetermined system. Here, we provide the generalization of those expressions to the case of bi-orthogonal polynomials, which enables us to compute the determinant of the fundamental solution of the overdetermined system of ODE+PDEs+Delta-E.Comment: 20 pages v1 18 Nov 2003; v2 9 Jan 2004: trivial Latex mistake correcte

Free Energy of the Two-Matrix Model/dToda Tau-Function

We provide an integral formula for the free energy of the two-matrix model with polynomial potentials of arbitrary degree (or formal power series). This is known to coincide with the tau-function of the dispersionless two--dimensional Toda hierarchy. The formula generalizes the case studied by Kostov, Krichever, Mineev-Weinstein, Wiegmann, Zabrodin and separately Takhtajan in the case of conformal maps of Jordan curves. Finally we generalize the formula found in genus zero to the case of spectral curves of arbitrary genus with certain fixed data.Comment: Ver 2: 18 pages added important formulas for higher genus spectral curves, few typos removed (and few added). Ver 3: 19 pages (minor changes). Typos removed, added appendix and improved exposition Ver 4: 19 pages, minor corrections. Version submitted Ver 4; corrections prompted by referee and accepted in Nuclear Phys.