Abstract
The relationship between matrix integrals and integrable systems was revealed more than 20 years ago. As is known, matrix integrals over a Gaussian ensemble used in random matrix theory could act as the τ-function of several hierarchies of integrable systems. In this article, we will show that the time-dependent partition function of the Bures ensemble, whose measure has many interesting geometric properties, could act as the τ-function of BKP and DKP hierarchies. In addition, if discrete time variables are introduced, then this partition function could act as the τ-function of discrete BKP and DKP hierarchies. In particular, there are some links between the partition function of the Bures ensemble and Toda-type equations.
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