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This paper is devoted to revealing the relationship between matrix-valued $θ$-deformed bi-orthogonal polynomials and non-commutative Toda-type hierarchies. In this procedure, Wronski quasi-determinants are widely used and play the role of non-commutative $τ$-functions. At the same time, Bäcklund transformations are realized by using a moment modification method and non-commutative $θ$-deformed Volterra hierarchies are obtained, which contain the known examples of the Itoh-Narita-Bogoyavlensky lattices and the fractional Volterra hierarchy., 30 pages. Comments are welcome

In this paper, we introduce multiple skew-orthogonal polynomials and investigate their connections with classical integrable systems. By using Pfaffian techniques, we show that multiple skew-orthogonal polynomials can be expressed by multi-component Pfaffian tau-functions upon appropriate deformations. Moreover, a two-component Pfaff lattice hierarchy, which is equivalent to the Pfaff-Toda hierarchy studied by Takasaki, is obtained by considering the recurrence relations and Cauchy transforms of multiple skew-orthogonal polynomials., Comment: 30 pages, comments are welcome!

Matrix-valued Cauchy bi-orthogonal polynomials were proposed in this paper, together with its quasideterminant expression. It is shown that the coefficients in four-term recurrence relation for matrix-valued Cauchy bi-orthogonal polynomials should satisfy a novel noncommutative integrable system, whose Lax pair is given by fractional differential operators with non-abelian variables., 18 pages. Comments are welcome

In a recent work the present authors have shown that the eigenvalue probability density function for Dyson Brownian motion from the identity on $U(N)$ is an example of a newly identified class of random unitary matrices called cyclic P\'olya ensembles. In general the latter exhibit a structured form of the correlation kernel. Specialising to the case of Dyson Brownian motion from the identity on $U(N)$ allows the moments of the spectral density, and the spectral form factor $S_N(k;t)$, to be evaluated explicitly in terms of a certain hypergeometric polynomial. Upon transformation, this can be identified in terms of a Jacobi polynomial with parameters $(N(\mu - 1),1)$, where $\mu = k/N$ and $k$ is the integer labelling the Fourier coefficients. From existing results in the literature for the asymptotics of the latter, the asymptotic forms of the moments of the spectral density can be specified, as can $\lim_{N \to \infty} {1 \over N} S_N(k;t) |_{\mu = k/N}$. These in turn allow us to give a quantitative description of the large $N$ behaviour of the average $ \langle | \sum_{l=1}^N e^{ i k x_l} |^2 \rangle$. The latter exhibits a dip-ramp-plateau effect, which is attracting recent interest from the viewpoints of many body quantum chaos, and the scrambling of information in black holes., Comment: 34 pages, 4 figures; v3 update following referee reports

Inspired by Aomoto's $q$-Selberg integral, the orthogonal ensemble in the exponential lattice is considered in this paper. By introducing a skew symmetric kernel, the configuration space of this ensemble is constructed to be symmetric and thus, corresponding skew inner product, skew orthogonal polynomials as well as correlation functions are explicitly formulated. Examples including Al-Salam & Carlitz, $q$-Laguerre, little $q$-Jacobi and big $q$-Jacobi cases are considered., 32 pages. Comments are welcome

A connection between matrix orthogonal polynomials and non-abelian integrable lattices is investigated in this paper. The normalization factors of matrix orthogonal polynomials expressed by quasi-determinant are shown to be solutions of non-abelian Toda lattice in semi-discrete and full-discrete cases. Moreover, with a moment modification method, we demonstrate that the B��cklund transformation of non-abelian Toda given by Popowicz is equivalent to the non-abelian Volterra lattice, whose solutions could be expressed by quasi-determinants as well., 21 pages. Comments are welcome

The framework of spherical transforms and P\'olya ensembles is of utility in deriving structured analytic results for sums and products of random matrices in a unified way. In the present work, we will carry over this framework to study products of unitary matrices. Those are not distributed via the Haar measure, but still are drawn from distributions where the eigenvalue and eigenvector statistics factorise. They include the circular Jacobi ensemble, known in relation to the Fisher-Hartwig singularity in the theory of Toeplitz determinants, as well as the heat kernel for Brownian motion on the unitary group. We define cyclic P\'olya frequency functions and show their relation to the cyclic P\'olya ensembles, give a uniqueness statement for the corresponding weights, and derive the determinantal point processes of the eigenvalue statistics at fixed matrix dimension. An outline is given of problems one may encounter when investigating the local spectral statistics.

Inspired by the connection between the Dodgson's condensation algorithm and Hirota's difference equation, we consider condensation algorithms for Pfaffians from the perspectives of discrete integrable systems. The discretisation of Pfaffian elements demonstrate its effectiveness to the Pfaffian $\tau$-functions and discrete integrable systems. The free parameter in the discretisation allows us in particular to obtain explicit, one-parameter condensation algorithms for the Pfaffians., Comment: 14 pages; comments are welcome!

The theory of P��lya ensembles of positive definite random matrices provides structural formulas for the corresponding biorthogonal pair, and correlation kernel, which are well suited to computing the hard edge large $N$ asymptotics. Such an analysis is carried out for products of Laguerre ensembles, the Laguerre Muttalib-Borodin ensemble, and products of Laguerre ensembles and their inverses. The latter includes as a special case the Jacobi unitary ensemble. In each case the hard edge scaled kernel permits an expansion in powers of $1/N$, with the leading term given in a structured form involving the hard edge scaling of the biorthogonal pair. The Laguerre and Jacobi ensembles have the special feature that their hard edge scaled kernel -- the Bessel kernel -- is symmetric and this leads to there being a choice of hard edge scaling variables for which the rate of convergence of the correlation functions is $O(1/N^2)$., 21 pages

In this article, we consider the Christoffel transformations for skew-orthogonal polynomials and partial-skew-orthogonal polynomials. We demonstrate that the Christoffel transformations can act as spectral problems for discrete integrable hierarchies, and therefore we derive certain integrable hierarchies from these transformations. Some reductional cases are also considered., Comment: 21 pages; comments are welcome

In this article, we consider the generalised two-parameter Cauchy two-matrix model and corresponding integrable lattice equation. It is shown that with parameters chosen as $1/k_i$ when $k_i\in\mathbb{Z}_{>0}$ ($i=1,\,2$), the average characteristic polynomials admit $(k_1+k_2+2)$-term recurrence relations, which provide us spectral problems for integrable lattices. The tau function is then given by the partition function of the generalised Cauchy two-matrix model as well as Gram determinant. The simplest example with exact solvability is demonstrated., 15 pages; comments are welcome

Previous works have considered the leading correction term to the scaled limit of various correlation functions and distributions for classical random matrix ensembles and their $��$ generalisations at the hard and soft edge. It has been found that the functional form of this correction is given by a derivative operation applied to the leading term. In the present work we compute the leading correction term of the correlation kernel at the spectrum singularity for the circular Jacobi ensemble with Dyson indices $��= 1,2$ and 4, and also to the spectral density in the corresponding $��$-ensemble with $��$ even. The former requires an analysis involving the Routh-Romanovski polynomials, while the latter is based on multidimensional integral formulas for generalised hypergeometric series based on Jack polynomials. In all cases this correction term is found to be related to the leading term by a derivative operation., 21 pages

There is a two-component log-gas system with Boltzmann factor which provides an interpolation between the eigenvalue PDF for $\beta = 1$ and $\beta = 4$ invariant random matrix ensembles. The solvability of this log-gas system relies on the construction of particular skew orthogonal polynomials, with the skew inner product a linear combination of the $\beta = 1$ and $\beta = 4$ inner products, each involving weight functions. For suitably related classical weight functions, we seek to express the skew orthogonal polynomials as linear combinations of the underlying orthogonal polynomials. It is found that in each case (Gaussian, Laguerre, Jacobi and generalised Cauchy) the coefficients can be expressed in terms of hypergeometric polynomials with argument relating to the fugacity. In the Jacobi case, for example, these are a special case of the Wilson polynomials., Comment: 21 pages

This paper focuses on different reductions of 2-dimensional (2d-)Toda hierarchy. Symmetric and skew symmetric moment matrices are firstly considered, resulting in the differential relations between symmetric/skew symmetric tau functions and 2d-Toda's tau functions, respectively. Furthermore, motivated by the Cauchy two-matrix model and Bures ensemble from random matrix theory, we study the rank one shift condition in symmetric case and rank two shift condition in skew symmetric case, from which the C-Toda hierarchy and B-Toda hierarchy are found respectively, together with their special Lax matrices and integrable structures., 34 pages, comments are welcome!

A $��$-deformation of the Laguerre weighted Cauchy two-matrix model, and the Bures ensemble, is introduced. Such a deformation is familiar from the Muttalib-Borodin ensemble. The $��$-deformed Cauchy-Laguerre two-matrix model is a two-component determinantal point process. It is shown that the correlation kernel, and its hard edge scaled limit, can be written as the Fox H-functions, generalising the Meijer G-function class known from the study of the case $��= 1$. In the $��=1$ case, it is shown Laguerre-Bures ensemble is related to the Laguerre-Cauchy two-matrix model, notwithstanding the Bures ensemble corresponds to a Pfaffian point process. This carries over to the $��$-deformed case, allowing explicit expressions involving Fox H-functions for the correlation kernel, and its hard edge scaling limit, to be obtained., 24 pages