Pfaffian structures and certain solutions to BKP hierarchies I. Sums over partitions A. Yu. Orlov∗ T. Shiota† K. Takasaki‡ January 24, 2012 Abstract 2 1 WeintroduceausefulandrathersimpleclassofBKPtaufunctionswhichwhichweshallcall“easy 0 tau functions”. Weconsidertwo versions of BKPhierarchy,onewe will call “small BKPhierarchy” 2 (sBKP)related toO(∞)introducedin [4]and“large BKPhierarchy”(lBKP) related toO(2∞+1) n introduced in [13] (which is closely related to the large O(2∞) DKP hierarchy (lDKP) introduced a in[6]). Actually“easytaufunctions”ofthesBKPhierarchywerealreadyconsideredin[26],herewe J are more interested in the lBKP case and also the mixed small-large BKP tau functions [13]. Tau 1 functionsunderconsiderationareequaltocertainsumsoverpartitionsandtocertainmulti-integrals 2 over cone domains. In this way they may be applicable in models of random partitions and models of random matrices. Here is the first part of the paper where sums of Schur and projective Schur ] functions overpartitions are considered. h p - h Key words: integrable systems, Pfaffians, symmetric functions, Schur and projective Schur func- t tions, random partitions, random matrices, orthogonalensemble, symplectic ensembles a m [ 1 Introduction 1 v In the seminal papers of Kyoto school KP hierarchies related to different symmetry groups were intro- 8 duced. In such a way DKP and BKP hierarchies appeared as KP hierarchies related to D and B 1 typerootsystems,whiletheoriginalKPhierarchyofDryuma-Zakharov-Shabatwasassigned∞totheroo∞t 5 system of type A . Howeverdifferent realizationsof these hierarchiesare possible. The BKP and DKP 4 ∞ hierarchies presented in [4] are subhierarchies of the standard KP one: it is related to O( ) subgroup . 1 of GL( ) symmetry group of KP. Authors of [13] refer these BKP and DKP hierarchiesas∞respectively 0 ∞ neutral BKP and DKP hierarchies. We shall call them respectively small BKP (sBKP) and small DKP 2 1 (sDKP) hierarchies. There is also different DKP hierarchy presented in the paper [5] 1 and related to : O(2 ) GL( ) which contains KP as the subhierarchy. We shall this hierarchy as large DKP one v ∞ ⊃ ∞ (lDKP). At last in [13] the BKP hierarchy related to O(2 +1) GL( ) which also contains KP as i ∞ ⊃ ∞ X a subhierarchy was introduced. We shall refer it as large BKP hierachy2 These ”large” hierarchies are r rather interesting and much less studied than the ”small” ones. In [5] and [13] the fermionic represen- a tation for sDKP, sBKP, lDKP and lBKP tau function was written down and bilinear equation (’Hirota equations’)were presented. The tau function of these hierarchiesappearedin a number of various prob- lems. In the paper [14] it was shown that under certain restrictions lBKP (and lDKP) tau functions coincide with the so-called Pfaff lattice tau function [3] which in particular describes the orthogonal ensemble of random matrices. In [14] nice fermionic representations for orthogonal and for symplectic ensembles were found and in this way it was shown that the partition function of these ensembles are ∗Institute ofOceanology, NahimovskiiProspekt36,Moscow117997, Russia,email: orlovs55@mail.ru †KyotoUniversity,Kyoto,Japan,Emailaddress: shiota@math.kyoto-u.ac.jp ‡Graduate School of Human and Environmental Studies, Kyoto University, Yoshida, Sakyo, Kyoto, 606-8501, Japan E-mailaddress: takasaki@math.h.kyoto-u.ac.jp 1Wemeanthehierarchyreferredin[5],[6]astheD′ one. ∞ 2In [13] the large DKP and the large BKP hierarchies were called fermionic (also charged) DKP and BKP ones, and thesmallDKPandBKPhierarchieswerecalledneutralDKPandBKPones;wefoundthesenamesalittlebitmisleading 1 examples of lBKP tau function. In the recent paper [24] the coupled ”large” 2-DKP hierarchy was introducedandthe quasi-classicallimitofthe lDKPhierarchyandofthe 2-lDKPhierarchywasstudied. General solutions of lDKP and lBKP hierarchy may be found as solutions to Hirota-type equations [6], [13]3; Hirota equations for 2-lBKP hierarchy were written down in [24]. In the present paper we shall study certain ’simple’ classes of solutions of the lBKP and 2-lBKP hierarchies(“easytaufunctions”)singledoutbyequations(199),(200),(201)asitisexplainedinSection5. ActuallythesetaufunctionsontheonehandgeneralizetwoexamplespresentedbyJ.vandeLeurin[14] on the other hand generalize tau functions consideredin [29] andcalled tau functions of hypergeometric type. We believe that such tau functions will have various applications. In addition we find its natural to consider certain solutions of the lBKP hierarchy coupled to sBKP one. Let us mark that special solutionsofsBKPwerestudiedin[10],[11],[31]. sBKPwasusedinstudiesofvariousrandomprocesses, see [61], [67], [68], [69]. A lBKP tau function depends on the same set of higher times t = (t ,t ,...) as a KP tau function 1 2 and on two discrete parameters (discrete times) l and l (instead of one parameter in the KP case), and ′ may be written in form of Schur function expansion τ (t)= s (t)Π (l,l) (1) ll′ λ λ ′ λX∈P where Πλ(l,l′) are certain Pfaffians. In (1) sum runs over the set of all partitions denoted by P. In case of 2-lBKP hierarchy a typical series has the following form τ (t,¯t)= s (t)Π (l,l)s (¯t) (2) ll′ λ λµ ′ µ λX,µ∈P which is an analog of the Takasaki series for 2D TL hierarchy,which is τ (t,¯t)= s (t)π (l)s (¯t) (3) l λ λµ µ λX,µ∈P where π (l) are certain determinants. λµ In the present paper we shall derive (1) from the fermionic representation of the lBKP tau function given in [13] and consider a set of examples and applications. In particular we will introduce a certain class of lBKP tau functions which may be consideredas a generalizationof the hypergeometricfunction (compareto[30]and[31])whichdependsonthelBKPhighertimest=(t ,t ,...)andasetofparameters 1 2 denoted by U = U ,m Z , m { ∈ } τ(t)= e−Uλsλ(t) λX∈P andmoregeneraltaufunctions, seeSection5. Heres aretheSchurfunctions, tarelBKPhighertimes. λ The sum ranges over the set of all partitions denoted by P. An example of such tau functions is τ(t)= s (t) λ λ⊂X(mN) wherethesumrangesoverallYoungdiagramsλwhichcanbearrangedintoambyN rectangularwhere m,N are given numbers. At first sight one can think that it is just a particular case of the well-known series for the KP tau functions [7], [6] τ(t)= s (t)π λ λ λ X This guess is not right: for simplicity take m = N = ; then in KP case the numbers π should solve λ ∞ Plucker relations while π all equal to 1 do not solve. λ 3 ThereisaninterestingremarkbyJ.HarnadthattheHirotaequationforlDKPandlBKPmaybetreatedasanalogues of the Plucker relations for isotropic Grassmannians called Cartan relations [15], see [16] for more details on the topic of Cartanrelations. 2 Another interesting example of the lBKP tau function is as follows. Consider a subset of all partitions P denoted FP (“fat partitions”) which consists of all partitions of even length of form (λ ,λ ,λ ,λ ,λ ,λ ,...)=λ λ. Then 1 1 2 2 3 3 ∪ τ(t)= e−Uλsλ(t) λ FP X∈ whichisalsoanexampleofthelBKPtaufunctionandwhichwewillrelatetoadiscreteversionofβ =4 ensembles. This tau function will be used in Section 7 in a problem related to random motion. Wealsopresentdifferentexamplesoftaufunctionswhicharewrittenasmultipleintegralsoveracone domain. Such integrals appear in the theory of random matrices [17], [89]. Let us point out the pioneer paper[2],[3]whichrelatesthe orthogonalensemble toPfafflatticeandalsothe veryhelpfulpaperbyJ/ van de Leur who haveshownthat both ensembles of real β =1 and β =4 areexamples oflBKP theory. In [1] we modify some results of [14] to the case of sBKP andconsideredalso the cases of three different β =1, β =2 , and β =4 ensembles We shall explain what is the meaning of ”independent variables” U = U and what are equations i { } withrespecttothesevariables. ItissuitabletoparameterizeU bynewvariablest ,see(105)and(106), ∗ then for certain specifications of t (see (99)- (102)) we find that τ(t,U(t∗))= e−Uλ(t∗)sλ(t) λX∈P areagainlBKPtaufunctionsnowwithrespecttoparameterst whichplaytheroleofhighertimes. Let ∗ us mark that this tau function turned out to be a partitionfunction for a model of random turn motion of vicious walkers introduced by M.Fisher [70]. This problem is considered in Section 7. Thesetimesmaybealsoconsideredasgrouptimesforconvolutionflows[22]andrelatedtotheaction of vertex operators. Hamiltonians of these flows act in a diagonalway on the basis of Schur functions 4. These convolution flows on arbitrary lBKP tau function may be also interpreted in terms of ’dual’ multisoliton lBKP tau functions whose higher times t are related to parameters U =U(t ) mentioned ∗ ∗ above (see Section 6). This link between two lBKP tau functions is quite similar to the case studied in KP where such link between two tau functions was used for technical purposes in papers [47] and [56] and was clarified in [27] and in [23]. We found it is pertinent to present certain small BKP tau functions such as τ(t′,U)= e−UλQλ(12t′) λ DP X∈ and also lBKP tau functions coupled to sBKP tau functions (Section ref), the simplest example τ(t,t′)= sλ(t)Qλ−(12t′) ℓ(Xλλ∈)≤PN where Q are projective Schur functions, λ denotes a strict partition whose parts are shifted parts of λ− − a partition λ. This expression is a lBKP tau function with respect to the set t = (t ,t ,...) of higher 1 2 times. At the same time it is sBKP tau function with respect to the times t. ′ 2 Sums of Schur functions Subsets of partitions. Inthefollowing,weconsidersumsoverpartitionsandstrictpartitions,which will be denoted by Greek letters α, β. Recall [18] that a strict partition α is a set of integers (parts) (α ,...,α ) with α > > α 0. The length of a partition α, denoted ℓ(α), is the number of 1 k 1 k ··· ≥ non-vanishing parts, thus it is either k or k 1. − Let P be the set of all partitions. We shall need two special subsets of P. The first one consists of all partitions λ=(λ ,...,λ ), 0 n Z, λ 0, which satisfy 1 2n 2n ≤ ∈ ≥ λ +λ is independent of i, i=1,...,2n, i 2n+1 i − 4FirstsimilarHamiltonianswereconsideredinthestudyofgeneralizedKontsevichmodelin[40]. 3 or equivalently h +h =2c is independent of i (hence =h +h 2n 1), i=1,...,2n, (4) i 2n+1 i 1 2n − ≥ − where h = λ i+2n, and 2c is a natural number conditioned by 2c 2n. This subset consists of i i − ≥ all partitions λ of length l(λ) 2n whose Young diagram satisfies the property that its complement ≤ in the rectangular Young diagram Y corresponding to (λ +λ )2n coincides with itself rotated 180 1 2n degrees around the center of Y. This set of partitions will be denoted by SCP(c) or simply SCP, for “self-complementary partitions”. If we introduce h +h yi :=hi c, c= 1 2n−1 , (5) − 2 then relation (4) may be rewritten as y +y =0. (6) i 2n+1 i − The second subset we need consists of the partitions λ which satisfy, equivalently, λ =λ , i=1,2,..., (7) 2i 2i 1 − or λ=µ µ:= (µ1,µ1,µ2,µ2,...,µk,µk) ( µ =(µ1,µ2,...,µk) P), or that the conjugate partitions ∪ ∃ ∈ of λ are even, i.e., the ones whose parts are even numbers. This set of partitions will be denoted by FP, for “fat partitions”. Following [18] we will denote by DP the set of all strict partitions (partitions with distinct parts), namely, partitions (α ,α ,...,α ), 1 k Z with the strict inequalities α >α > >α >0. 1 2 k 1 2 k ≤ ∈ ··· Strict partitions α with the property α =α +1 for 2i 1 l(α), (8) 2i 2i 1 − − ≤ wherewesetα =0ifl(α)=2i 1,willbecalledfatstrictpartitions. Thesetofallfatstrictpartitions 2i − will be denoted by FDP.5 The set of all self-complementary strict partitions will be denoted by SCDP. Let R denote the set of all partitions whose Young diagram may be placed into the rectangle NM N M, namely, R is the set of all partitions λ restricted by the conditions λ M and ℓ(λ) N. NM 1 × ≤ ≤ Sums over partitions. Consider the following sums (for t := (t ,t ,...), t := (t ,t ,...), ¯t := 1 3 ∗ ∗1 ∗3 (t¯ ,t¯,...), t:=(t ,t ,...), t :=(t ,t ,...), ¯t:=(t¯ ,t¯,...)), N). 1 3 1 3 ∗ ∗1 ∗3 1 3 S(1)(t,N;U,A¯) := A¯h(λ)e−U{h}sλ(t) (9) ℓ(Xλλ∈)≤PN where h(λ) = λ i+N. The factors A¯ on the right-hand side of (9) are determined in terms a pair i h (A,a)=:A¯ where−A is an infinite skew symmetric matrix and a an infinite vector. For a strict partition h=(h ,...,h ), the numbers A¯ are defined as the Pfaffian of an antisymmetric 2n 2n matrix A˜ as 1 N h × follows: A¯ := Pf[A˜] (10) h where for N =2n even A˜ = A˜ :=A , 1 iL, it will be the same 1 n as if we deals with the finite L by L matrix A, given by (14). Example 1 A = (A ) := 1, i > α 0 and β = (β ,...,β ) may be 1 k 1 k 1 k 1 k 1 k | ··· ≥ viewed as strict partitions. It is clear that ℓ(α) = ℓ(β),ℓ(β) 1, and we imply this restriction in sums ± over pairs of strict partitions below. Now we consider S(2)(t;U,A¯,B¯) := 1+ eU{−β−1}−U{α}A¯αs(αβ)(t)B¯β (42) | α,β DP X∈ wheregiveninfiniteskewmatricesAandB andgivenvectorsaandb,thefactorsA¯ andB¯ aredefined α α in the same way as before. k k U = U , U = U (43) {α} αi {−β−1} −βi−1 i=1 i=1 X X We introduce the following notation S(2)(t;U) := S(2)(t;U,A¯ ,A¯ ) (44) ij i j where i,j = 1,...,7 and matrices A are taken from the Examples 1-7 above. In particular we obtain i series S1(21)(t;U) := e−Uλsλ(t) (45) λX∈P S2(22)(t;U) := 1+ eU{β}−U{α}s(αβ)(t) (46) | α,β SCDP X∈ S2(24)(t;U) := 1+ eU{β}−U{α}s(αβ)(t) (47) | α SCDP,β FDP ∈ X∈ S3(21)(t,t′;U) := 1+ eU{β}−U{α}Qα¯(α)(12t′)s(αβ)(t) (48) | α,β DP X∈ S4(21)(t;U) := 1+ eU{β}−U{α}s(αβ)(t) (49) | α FDP,β DP ∈ X∈ S4(24)(t;U) := 1+ eU{β}−U{α}s(αβ)(t) (50) | α,β FDP X∈ S3(23)(t,t′,t′′;U) := 1+ eU{β}−U{α}Qα¯(α)(12t′)s(αβ)(t)Qβ¯(β)(12t′′) (51) | α,β DP X∈ S3(24)(t,t′;U) := 1+ eU{β}−U{α}Qα¯(α)(21t′)s(αβ)(t) (52) | α DP,β FDP ∈ X∈ Si(j2)(t;U,f) := 1+ eU{β}−U{α}∆(i)(f(α))s(αβ)(t)∆(j)(f(β)), i,j =5,6,7 (53) | α DP,β DP ∈ X∈ Each Q (1t) is known to be a BKP [4], [6] tau function. (This was a nice observationof [10], [11]). α 2 ′ ThefactthatonlyoddsubscriptsappearintheBKPhighertimest isrelatedtothe reductionfrom 2m 1 − the KP hierarchy. Proposition 2. Sums (42),(44) are tau functions of the “large” BKP hierarchy introduced in [13] with respect to the time variables t. Sums (48) are tau functions of the BKP hierarchy introduced in [6] with respect to the time variables t. Sums (51) are tau functions of the two-componentBKP hierarchy ′ introduced in [6] with respect to the time variables t and t . ′ ′′ 7 Remark 4. Let us remind that for the small BKP hierarchy obtained from KP we have the following [26] S = A¯ Q (t′) (54) α α αX∈DP By specification of the data A¯ we obtain e−U{α}Qα(21t′), e−U{α}Qα(21t′)Qα(12t′′), e−U{α}Qα(21t′) (55) αX∈DP αX∈DP αX∈DP′ Thesums (55)areparticularexamples(see[26])ofBKPtaufunctions,asintroducedin[4],definingsolutions to what was called the small BKP hierarchy in [13]. The coupled small BKP yields series S (t′,t′′,D):= Q (1t′)D Q (1t′′) (56) 5 α 2 α,β β 2 ℓα(α,Xβ)=∈ℓD(Pβ) The coefficients D in (56) are defined as determinants: α,β D =det D (57) α,β αi,βj where D is a given infinite matrix. Taking Dnm =eUm−U(cid:0)ns(n|m)((cid:1)t) we reproduce (51). 2.1 Action of ΨDO algebra on sums Here we shall discribe certain group transformation properties of sums S(1) and S(2). We shall also present some Virasoro invariant sums S(1). Consider the following operator acting on the space of functions of infinitely many variables t = (t ,t ,...) 1 2 Wˆ(g) :=res xk(g(D ) Z(y,x)) (58) k x x · |y=x where Z(x,y) is the vertex operator [6] Z(y,x):= eP∞n=1(yn−xn)tneP∞n=1(nx1n−ny1n)∂∂tn − 1 +∞ yxn+n1 (59) (cid:16) (cid:17)nX=0 and where D := x∂ + 1 is the Euler operator and g is a given function of one variable. We assume x x 2 that g(D ) xn =g(n+ 1)xn. x · 2 The operators Wˆ(g) act as symmetry transformation generators on tau functions, and this action k may be embedded into the algebra of infinite matrices with the central extension, see [6] and references therein. The matrix which corresponds to Wˆ(g) is as follows k 1 W(g) := Λkg(D), (Λ) =δ , (D) = n+ δ (60) k nm n,m−1 nm 2 n,m (cid:18) (cid:19) Remark 5. Operators Wˆ(g) may be also viewed as the element xkg(D ) of the algebra of pseudodifferential k x operators (ΨDO) on the circle with a central extension, see Appendix D InthePrepositionbelowweshallusethenotation(A) todenotetheantisymmetricpartofamatrix − A. Proposition 3. For any data A¯ = (A,a), B¯ = (B,b) where A,B are (infinte) antisymmetric matrices and a,b are (infinite) column vectors, consider the following one-parameter family of A¯(U,t):= etWk(g)eUAeUetWk(g) ,etWk(g)eUa , B¯(U,t):= etWk(g)eUBeUetWk(g) ,etWk(g)eUb (cid:18)(cid:16) (cid:17)− (cid:19) (cid:18)(cid:16) (cid:17)− (6(cid:19)1) where U =diag(U ) and where we assume that matrices and vectors in the right hand sides of equalities n do exist as formal series in a parameter t. Then etWˆk(g) S(1)(t,N,U,A¯) = S(1)(t,N,0,A¯(U,t)), k >0 (62) · etWˆk(g) S(2)(t,N,U,A¯,B¯) = S(2)(t,N,0,A¯(U,t),B¯(U,t)), k >0 (63) · where Wˆk(g) and Wk(g) are given respectively by (58) and (60), and the exponential etWˆk(g) is considered as formal Taylor series in the parameter t. 8 2.2 Pfaffian representations For t=t(x(M))=:[x ]+ +[x ] (64) 1 M ··· we have for any N M =1 ≥ S(1)(t(xi);N,U,A¯) = ∞ ane−Unxni (65) n=0 X and for any N M =2 we have ≥ S(1)(t(xi,xj);N,U,A¯) = x 1 x ∞ Anme−Un−Um xmi xnj −xnixmj (66) i j − m>n 0 X≥ (cid:0) (cid:1) Proposition 4. For M =N we have 1 S(1)(t(x(M));N,U,A¯) = Pf[S˜] (67) ∆ (x) N where for N =2n even S˜ = S˜ :=(x x )S(1)(t(x ,x ),N,U,A¯), 1 iXn≥0 ∞ S(1)(t(x ),N,U)= e−Unxn (72) 1 i i n=0 X ∞ S(1)(t(x ,x ),2n,U)=(x −x )−1 e−Un−Uc−n(xc−nxn−xc−nx ) (73) 2 i j i j i j j i n=0 X ∞ S(1)(t(x ,x ),N,U)=(x −x )−1 e−Un−UmQ (t′)(xnxm−xnxm) (74) 3 i j i j (n,m) i j j i m>Xn≥0 ∞ S(1)(t(x ),N,U)= e−UnQ (t′)xn (75) 3 i (n) i nX≥0 ∞ S(1)(t(x ,x ),N‘,U)=(x −x )−1 e−Un−Un+1(xnxn+1−xnxn+1) (76) 4 i j i j i j j i nX≥0 ∞ S(1)(t(x ),N,U)= e−Unxn (77) 4 i i nX≥0 In particular substituting (15),(22) we obtain 1 x x S(1)(t,N,U =0)= Pf j − i (78) 1 ∆ (x) (1 x )(1 x )(1 x x ) N i j i j − − − 9 1 x x S(1)(t,N,U =0)= Pf j − i (79) 4 ∆ (x) 1 x x N i j − Then it follows that N s (t(xN)) = (1 x ) 1 (1 x x ) 1 (80) λ i − i j − − − λX∈P Yi=1 i

Pfaffian structures and certain solutions to BKP hierarchies I. Sums over partitions

Similar Pfaffian structures and certain solutions to BKP hierarchies I. Sums over partitions