Discrete Integrable Systems and Random Lax Matrices

Abstract We study properties of Hamiltonian integrable systems with random initial data by considering their Lax representation. Specifically, we investigate the spectral behaviour of the corresponding Lax matrices when the number N of degrees of freedom of the system goes to infinity and the initial data is sampled according to a properly chosen Gibbs measure. We give an exact description of the limit density of states for the exponential Toda lattice and the Volterra lattice in terms of the Laguerre and antisymmetric Gaussian $$\beta $$ β -ensemble in the high temperature regime. For generalizations of the Volterra lattice to short range interactions, called INB additive and multiplicative lattices, the focusing Ablowitz–Ladik lattice and the focusing Schur flow, we derive numerically the density of states. For all these systems, we obtain explicitly the density of states in the ground states.