Matrix integral solutions to the discrete KP hierarchy and its Pfaffianized version

Abstract: Matrix integrals used in random matrix theory for the study of eigenvalues of Hermitian ensembles have been shown to provide $\tau$-functions for several hierarchies of integrable equations. In this article, we extend this relation by showing that such integrals can also provide $\tau$-functions for the discrete KP hierarchy and a coupled version of the same hierarchy obtained through the process of Pfaffianization. To do so, we consider the first equation of the discrete KP hierarchy, the Hirota-Miwa equation. We write the Wronskian determinant solutions to the Hirota-Miwa equation and consider a particular form of matrix integrals, which we show is an example of those Wronskian solutions. The argument is then generalized to the whole hierarchy. A similar strategy is used for the Pfaffianized version of the hierarchy except that in that case, the solutions are written in terms of Pfaffians rather than determinants.