Matrix integral solutions to the related Leznov lattice equations

Abstract

Matrix integrals used in random matrix theory for the study of eigenvalues of matrix ensembles have been shown to provide $ \tau $-functions for several hierarchies of integrable equations. In this paper, we construct the matrix integral solutions to the Leznov lattice equation, semi-discrete and full-discrete version and the Pfaffianized Leznov lattice systems, respectively. We demonstrate that the partition function of Jacobi unitary ensemble is a solution to the semi-discrete Leznov lattice and the partition function of Jacobi orthogonal/symplectic ensemble gives solutions of the Pfaffianized Leznov lattice.