Integrable lattice hierarchies behind Cauchy two-matrix model and Bures ensemble

Abstract

Abstract This paper focuses on different reductions of the two-dimensional (2d)-Toda hierarchy. Symmetric and skew-symmetric moment matrices are first considered, resulting in 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 the symmetric case and rank-two shift condition in the skew-symmetric case, from which the C-Toda and B-Toda hierarchies are determined, together with their special Lax matrices and integrable structures.