Classically, a single weight on an interval of the real line leads to moments, orthogonal polynomials and tridiagonal matrices. Appropriately deforming this weight with times t = (t 1 , t 2 , ...), leads to the standard Toda lattice and τ -functions, expressed as Hermitian matrix integrals.This paper is concerned with a sequence of t-perturbed weights, rather than one single weight. This sequence leads to moments, polynomials and a (fuller) matrix evolving according to the discrete KPhierarchy. The associated τ -functions have integral, as well as vertex operator representations. Among the examples considered, we mention: nested Calogero-Moser systems, concatenated solitons and mperiodic sequences of weights. The latter lead to 2m+1-band matrices and generalized orthogonal polynomials, also arising in the context of * Appeared in: Comm. Math. Phys., 207, 589-620 (1999) † Department of Mathematics, Brandeis University, Waltham, Mass 02454, USA. Email: adler@math.brandeis.edu. The support of a National Science Foundation grant # DMS-98-4-50790 is gratefully acknowledged.‡ Department of Mathematics, Université de Louvain, 1348 Louvain-la-Neuve, Belgium and Brandeis University, Waltham, Mass 02454, USA. E-mail: vanmoerbeke@geom.ucl.ac.be and @math.brandeis.edu. The support of a National Science Foundation grant # DMS-98-4-50790, a Nato, a FNRS and a Francqui Foundation grant is gratefully acknowledged. Some of the present work was done at the Centre Emile Borel, Paris (fall 96).
1Adler-van Moerbeke:Polyn/RH-problems Aug 24, 1998 §0, p.2 a Riemann-Hilbert problem. We show the Riemann-Hilbert factorization is tantamount to the factorization of the moment matrix into the product of a lower-times upper-triangular matrix.