A $q$-analogue of the tau function of the modified KP hierarchy is defined by a change of independent variables. This tau function satisfies a system of bilinear $q$-difference equations. These bilinear equations are translated to the language of wave functions, which turn out to satisfy a system of linear $q$-difference equations. These linear $q$-difference equations are used to formulate the Lax formalism and the description of quasi-classical limit. These results can be generalized to a $q$-analogue of the Toda hierarchy. The results on the $q$-analogue of the Toda hierarchy might have an application to the random partition calculus in gauge theories and topological strings.
Categories: nlin.SI hep-th math-ph math.MP math.QA