KdV integrability in GUE correlators

Abstract

Okounkov [36] proved a remarkable formula relating $n$-point GUE (Gaussian unitary ensemble) correlators of a fixed genus to Witten's intersection numbers of the same genus. The partition function of GUE correlators is a tau-function for the Toda lattice hierarchy. In this note, based on the knowledge of these two statements we give a new proof of the Witten--Kontsevich theorem, that relates Witten's intersection numbers to the KdV (Korteweg--de Vries) integrable hierarchy.