The Pfaff lattice and skew-orthogonal polynomials

Abstract

Consider a semi-infinite skew-symmetric moment matrix, $m_{\iy}$ evolving according to the vector fields $\pl m / \pl t_k=\Lb^k m+m \Lb^{\top k} ,$ where $\Lb$ is the shift matrix. Then the skew-Borel decomposition $ m_{\iy}:= Q^{-1} J Q^{\top -1} $ leads to the so-called Pfaff Lattice, which is integrable, by virtue of the AKS theorem, for a splitting involving the affine symplectic algebra. The tau-functions for the system are shown to be pfaffians and the wave vectors skew-orthogonal polynomials; we give their explicit form in terms of moments. This system plays an important role in symmetric and symplectic matrix models and in the theory of random matrices (beta=1 or 4).