The Cauchy Two-Matrix Model, C-Toda Lattice and CKP Hierarchy

Abstract

This paper mainly talks about the Cauchy two-matrix model and its corresponding integrable hierarchy with the help of orthogonal polynomial theory and Toda-type equations. Starting from the symmetric reduction in Cauchy biorthogonal polynomials, we derive the Toda equation of CKP type (or the C-Toda lattice) as well as its Lax pair by introducing time flows. Then, matrix integral solutions to the C-Toda lattice are extended to give solutions to the CKP hierarchy which reveals the time-dependent partition function of the Cauchy two-matrix model is nothing but the τ-function of the CKP hierarchy. At last, the connection between the Cauchy two-matrix model and Bures ensemble is established from the point of view of integrable systems.