Supersymmetry is nowadays indispensable for many problems in Random Matrix Theory. It is presented here with an emphasis on conceptual and structural issues. An introduction to supermathematics is given. The Hubbard-Stratonovich transformation as well as its generalization and superbosonization are explained. The supersymmetric non-linear sigma model, Brownian motion in superspace and the color-flavor transformation are discussed.
The supersymmetry method pioneered by Wegner and Efetov (1979-1983) is reviewed for the case of Hermitian band random matrices, with special attention given to the original method of Schaefer and Wegner and a recent variant due to Fyodorov. Particular emphasis is placed on correctness of the mathematical reasoning.
Recently, the supersymmetry method was extended from Gaussian ensembles to arbitrary unitarily invariant matrix ensembles by generalizing the Hubbard-Stratonovich transformation. Here, we complete this extension by including arbitrary orthogonally and unitary-symplectically invariant matrix ensembles. The results are equivalent to, but the approach is different from the superbosonization formula. We express our results in a unifying way. We also give explicit expressions for all one-point functions and discuss features of the higher order correlations.
The class of norm-dependent Random Matrix Ensembles is studied in the presence of an external field. The probability density in those ensembles depends on the trace of the squared random matrices, but is otherwise arbitrary. An exact mapping to superspace is performed. A transformation formula is derived which gives the probability density in superspace as a single integral over the probability density in ordinary space. This is done for orthogonal, unitary and symplectic symmetry. In the case of unitary symmetry, some explicit results for the correlation functions are derived.
We generalize the supersymmetry method in Random Matrix Theory to arbitrary rotation invariant ensembles. Our exact approach further extends a previous contribution in which we constructed a supersymmetric representation for the class of norm-dependent Random Matrix Ensembles. Here, we derive a supersymmetric formulation under very general circumstances. A projector is identified that provides the mapping of the probability density from ordinary to superspace. Furthermore, it is demonstrated that setting up the theory in Fourier superspace has considerable advantages. General and exact express…
In the last few years, the supersymmetry method was generalized to real-symmetric, Hermitean, and Hermitean self-dual random matrices drawn from ensembles invariant under the orthogonal, unitary, and unitary symplectic group, respectively. We extend this supersymmetry approach to chiral random matrix theory invariant under the three chiral unitary groups in a unifying way. Thereby we generalize a projection formula providing a direct link and, hence, a `short cut' between the probability density in ordinary space and the one in superspace. We emphasize that this point was one of the main probl…
We study the supersymmetry $U_q(\hat{sl}(M+1|N+1))$ analogue of the supersymmetric t-J model with a boundary, in the framework of the algebraic analysis method. We diagonalize the commuting transfer matrix by using the bosonization of the vertex operator associated with the quantum affine supersymmetry.
There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a new approach to calculate averages over ratios of characteristic polynomials. At first sight paradoxically, one can coin our approach "supersymmetry without supersymmetry" because we use structures from supersymmetry without actually mapping onto superspaces. We address two kinds of integrals which cover a wide range of applications for random matrix ensemble…
We formulate N-fold supersymmetry in quantum mechanical matrix models. As an example, we construct general two-by-two Hermitian matrix 2-fold supersymmetric quantum mechanical systems. We find that there are two inequivalent such systems, both of which are characterized by two arbitrary scalar functions, and one of which does not reduce to the scalar system. The obtained systems are all weakly quasi-solvable.
In this paper we continue studying of matrix $n\times n$ linear differential intertwining operators. The problems of minimization and of reducibility of matrix intertwining operators are considered and criterions of weak minimizability and of regular reducibility are proven. It is shown that in contrast to the scalar case $n=1$ there are for any $n\geqslant2$ regularly absolutely irreducible matrix intertwining operators of any order $N\geqslant2$, {\it i.e.} operators which cannot be factorized into a product of a matrix intertwining operators of lower orders even with a pole singularity(-ies…
Intertwining relations for $N$-particle Calogero-like models with internal degrees of freedom are investigated. Starting from the well known Dunkl-Polychronakos operators, we construct new kind of local (without exchange operation) differential operators. These operators intertwine the matrix Hamiltonians corresponding to irreducible representations of the permutation group $S_N$. In particular cases, this method allows to construct a new class of exactly solvable Dirac-like equations and a new class of matrix models with shape invariance. The connection with approach of multidimensional super…
The notions of weak and strong minimizability of a matrix intertwining operator are introduced. Criterion of strong minimizability of a matrix intertwining operator is revealed. Criterion and sufficient condition of existence of a constant symmetry matrix for a matrix Hamiltonian are presented. A method of constructing of a matrix Hamiltonian with a given constant symmetry matrix in terms of a set of arbitrary scalar functions and eigen- and associated vectors of this matrix is offered. Examples of constructing of $2\times2$ matrix Hamiltonians with given symmetry matrices for the cases of dif…
We study intertwining relations for matrix one-dimensional, in general, non-Hermitian Hamiltonians by matrix differential operators of arbitrary order. It is established that for any matrix intertwining operator Q_N^- of minimal order N there is a matrix operator Q_{N'}^+ of different, in general, order N' that intertwines the same Hamiltonians as Q_N^- in the opposite direction and such that the products Q_{N'}^+Q_N^- and Q_N^-Q_{N'}^+ are identical polynomials of the corresponding Hamiltonians. The related polynomial algebra of supersymmetry is constructed. The problems of minimization and o…
We construct quasi-solvable quantum mechanical matrix models by employing two different methods, the one is universal enveloping algebra of Lie superalgebra and the other is N-fold supersymmetry. For the former we examine the q(2) and osp(2/2) Lie-superalgebraic quasi-solvable matrix operators in the literature, and then compare them with the corresponding N-fold supersymmetric matrix systems. In the q(2) case, Lie-superalgebraic construction and the intertwining relation lead to the identical result. In the osp(2/2) case, however, some novel features emerge due to the difference in dimension …
We consider the singular value statistics of products of independent random matrices. In particular we compute the corresponding averages of products of characteristic polynomials. To this aim we apply the projection formula recently introduced for chiral random matrix ensembles which serves as a short cut of the supersymmetry method. The projection formula enables us to study the local statistics where free probability currently fails. To illustrate the projection formula and underlining the power of our approach we calculate the hard edge scaling limit of the Meijer G-ensembles comprising th…
It is described how one comes to the Wigner-Dyson random matrix theory (RMT) starting from a model of a disordered metal. The lectures start with a historical introduction where basic ideas of the RMT and theory of disordered metals are reviewed. This part is followed by an introduction into supermathematics (mathematics operating with both commuting and anticommuting variables). The main ideas of the supersymmetry method are given and basic formulae are derived. As an example, level-level correlations and fluctuations of amplitudes of wave functions are discussed. It is shown how one can both…
Building on work on Miura's transformation by Kappeler, Perry, Shubin, and Topalov, we develop a detailed spectral theoretic treatment of Schrödinger operators with matrix-valued potentials, with special emphasis on distributional potential coefficients. Our principal method relies on a supersymmetric (factorization) formalism underlying Miura's transformation, which intimately connects the triple of operators $(D, H_1, H_2)$ of the form [D= (0 & A^*, A & 0) \text{in} L^2(\mathbb{R})^{2m} \text{and} H_1 = A^* A, H_2 = A A^* \text{in} L^2(\mathbb{R})^m.] Here $A= I_m (d/dx) + ϕ$ in $L^2(\mathbb…
For the classical compact Lie groups K = U(N) the autocorrelation functions of ratios of random characteristic polynomials are studied. Basic to our treatment is a property shared by the spinor representation of the spin group with the Shale-Weil representation of the metaplectic group: in both cases the character is the analytic square root of a determinant or the reciprocal thereof. By combining this fact with Howe's theory of supersymmetric dual pairs (g,K), we express the K-Haar average product of p ratios of characteristic polynomials and q conjugate ratios as a character which is associa…
We develop a supersymmetric field theoretical description of the Gaussian ensemble of the almost diagonal Hermitian Random Matrices. The matrices have independent random entries H_{ij} with parametrically small off-diagonal elements H_{ij}/H_{ii} ~ B << 1. We derive a regular virial expansion of correlation functions in the number of ``interacting'' supermatrices associated with different sites in the real space and demonstrate that the perturbation theory constructed in this way is controlled by a small parameter B. General form of the integral expression for the m-th virial coefficient gover…
We present a study of D=4 supersymmetric Yang-Mills matrix models with SO(3) mass terms based on the Monte Carlo method. In the bosonic models we show the existence of an exotic first/second order transition from a phase with a well defined background geometry (the fuzzy sphere) to a phase with commuting matrices with no geometry in the sense of Connes. At the transition point the sphere expands abruptly to infinite size then it evaporates as we increase the temperature (the gauge coupling constant). The transition looks first order due to the discontinuity in the action whereas it looks secon…
We present a study of D=4 supersymmetric Yang-Mills matrix models with SO(3) mass terms based on the cohomological approach and the Monte Carlo method. In the bosonic models we show the existence of an exotic first/second order transition from a phase with a well defined background geometry (the fuzzy sphere) to a phase with commuting matrices with no geometry in the sense of Connes. At the transition point the sphere expands abruptly to infinite size then it evaporates as we increase the temperature (the gauge coupling constant). The transition looks first order due to the discontinuity in th…
We study stochastic dynamics of an inverted pendulum subject to a random force in the horizontal direction (Whitney's problem). Considered on the entire time axis, the problem admits a unique solution that always remains in the upper half plane. We formulate the problem of statistical description of this never-falling trajectory and solve it by a field-theoretical technique assuming a white-noise driving. In our approach based on the supersymmetric formalism of Parisi and Sourlas, statistic properties of the never-falling trajectory are expressed in terms of the zero mode of the corresponding …
We present an analytic expression of the nonperturbative free energy of a double-well supersymmetric matrix model in its double scaling limit, which corresponds to two-dimensional type IIA superstring theory on a nontrivial Ramond-Ramond background. To this end we draw upon the wisdom of random matrix theory developed by Tracy and Widom, which expresses the largest eigenvalue distribution of unitary ensembles in terms of a Painleve II transcendent. Regularity of the result at any value of the string coupling constant shows that the third-order phase transition between a supersymmetry-preservin…
