We apply symmetric function theory to study random processes formed by singular values of products of truncations of Haar distributed symplectic and orthogonal matrices. These product matrix processes are degenerations of Macdonald processes introduced by Borodin and Corwin. Through this connection, we obtain explicit formulae for the distribution of singular values of a deterministic matrix multiplied by a truncated Haar orthogonal or symplectic matrix under conditions where the latter factor acts as a rank $1$ perturbation. Consequently, we generalize the recent Kieburg-Kuijlaars-Stivigny formula for the joint singular value density of a product of truncated unitary matrices to symplectic and orthogonal symmetry classes. Specializing to products of two symplectic matrices with a rank $1$ perturbative factor, we show that the squared singular values form a Pfaffian point process.
Particular class of skew orthogonal polynomials are introduced and investigated, which possess Laurent symmetry. They are also shown to appear as eigenfunctions of symplectic generalized eigenvalue problems. The modification of these polynomials gives some symplectic eigenvalue problem and the corresponding matrix is shown to be equivalent to butterfly matrix, which is a canonical form of symplectic matrices.
H. Widom derived formulae expressing correlation functions of orthogonal and symplectic ensembles of random matrices in terms of orthogonal polynomials (H. Widom. J. Stat. Phys. 94, (1999) 347-363). We obtain similar results for discrete ensembles whose weights have rational discrete logarithmic derivatives, and compute explicitly correlation kernels associated to the classical Meixner and Charlier orthogonal polynomials.
We establish formulae for the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices in terms of certain lattice point count problems. This allows us to establish asymptotic formulae when the matrix-size tends to infinity in terms of the volumes of certain regions involving continuous Gelfand-Tsetlin patterns with constraints. The results we find differ from those in the unitary case considered previously
We study orthogonal and symplectic matrix models with polynomial potentials and multi interval supports of the equilibrium measure. For these models we find the bounds (similar to the case of hermitian matrix models) for the rate of convergence of linear eigenvalue statistics and for the variance of linear eigenvalue statistics and find the logarithms of partition functions up to the order O(1). We prove also universality of local eigenvalue statistics in the bulk.
We derive the limiting matrix kernels for the the Gaussian Orthogonal and Symplectic ensembles scaled at the edge, with proofs of convergence in the operator norms that assure convergence of the determinants.
In this paper we classify the irreducible quasifinite highest weight modules over the orthogonal and symplectic types Lie subalgebras of the Lie algebra of the matrix quantum pseudo differential operators. We also realize them in terms of the irreducible quasifinite highest weight modules of the Lie algebras of infinite matrices with finitely many nonzero diagonals and its classical Lie subalgebras of types B, C and D.
We show that the symplectic and orthogonal character analogues of Okounkov's Schur measure (on integer partitions) are determinantal, with explicit correlation kernels. We apply this to prove certain Borodin-Okounkov-Gessel-type results concerning Toeplitz+Hankel and Fredholm determinants; a Szegő-type limit theorem; an edge Baik-Deift-Johansson-type asymptotical result for certain symplectic and orthogonal analogues of the poissonized Plancherel measure; and a similar result for actual poissonized Plancherel measures supported on "almost symmetric" partitions.
Inter-relations between random matrix ensembles with different symmetry types provide inter-relations between generating functions for the gap probabilites at the spectrum edge. Combining these in the scaled limit with the exact evaluation of the gap probabilities for certain superimposed ensembles with orthogonal symmetry allows for the exact evaluation of the gap probabilities at the hard and soft spectrum edges in the cases of orthogonal and symplectic symmetry. These exact evaluations are given in terms of Painlevé transcendents, and in terms of Fredholm determinants.
Using asymptotics of Toeplitz+Hankel determinants, we establish formulae for the asymptotics of the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices, as the matrix-size tends to infinity. Our results are analogous to those that Fahs obtained for random unitary matrices in [14]. A key feature of the formulae we derive is that the phase transitions in the moments of moments are seen to depend on the symmetry group in question in a significant way.
We study the characteristic polynomials of both the Gaussian Orthogonal and Symplectic Ensembles. We show that for both ensembles, powers of the absolute value of the characteristic polynomials converge in law to Gaussian multiplicative chaos measures after normalization for sufficiently small real powers. The main tool is a new asymptotic relation between the fractional moments of the absolute characteristic polynomials of Gaussian Orthogonal, Unitary, and Symplectic Ensembles.
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.
Consider fixed and bounded trace Gaussian orthogonal, unitary and symplectic ensembles, closely related to Gaussian ensembles without any constraint. For three restricted trace Gaussian ensembles, we prove universal limits of correlation functions at zero and at the edge of the spectrum edge. In addition, by using the universal result in the bulk for fixed trace Gaussian unitary ensemble, which has been obtained by G$\ddot{o}$tze and Gordin, we also prove universal limits of correlation functions for bounded trace Gaussian unitary ensemble.
We consider the universality of the nearest neighbour eigenvalue spacing distribution in invariant random matrix ensembles. Focussing on orthogonal and symplectic invariant ensembles, we show that the empirical spacing distribution converges in a uniform way. More precisely, the main result states that the expected Kolmogorov distance of the empirical spacing distribution from its universal limit converges to zero as the matrix size tends to infinity.
Orthogonal or symplectic Yangians are defined by the Yang-Baxter $RLL$ relation involving the fundamental $R$ matrix with $so(n)$ or $sp(2m)$ symmetry. Simple $L$ operators with linear or quadratic dependence on the spectral parameter exist under restrictive conditions. These conditions are investigated in general form.
We give a streamlined proof of a quantitative version of a result from [DG1] which is crucial for the proof of universality in the bulk [DG1] and also at the edge [DG2] for orthogonal and symplectic ensembles of random matrices. As a byproduct, this result gives asymptotic information on a certain ratio of the beta=1,2,4 partition functions for log gases.
The eigenvalue probability density function for symplectic invariant random matrix ensembles can be generalised to discrete settings involving either a linear or exponential lattice. The corresponding correlation functions can be expressed in terms of certain discrete, and $q$, skew orthogonal polynomials respectively. We give a theory of both of these classes of polynomials, and the correlation kernels determining the correlation functions, in the cases that the weights for the corresponding discrete unitary ensembles are classical. Crucial for this are certain difference operators which rela…
Orthogonal and symplectic matrix integrals are investigated. It is shown that the matrix integrals can be considered as a $τ$-function of the coupled KP hierarchy, whose solution can be expressed in terms of pfaffians.
It has recently been emphasized that all known exact evaluations of gap probabilities for classical unitary matrix ensembles are in fact $τ$-functions for certain Painlevé systems. We show that all exact evaluations of gap probabilities for classical orthogonal matrix ensembles, either known or derivable from the existing literature, are likewise $τ$-functions for certain Painlevé systems. In the case of symplectic matrix ensembles all exact evaluations, either known or derivable from the existing literature, are identified as the mean of two $τ$-functions, both of which correspond to Hamilton…
In this paper we study the sp(2m)-invariant Dirac operator Ds which acts on symplectic spinors, from an orthogonal point of view. By this we mean that we will focus on the subalgebra so(m), as this will allow us to derive branching rules for the space of 1-homogeneous polynomial solutions for the operator Ds (hence generalising the classical Fischer decomposition in harmonic analysis for a vector variable in Rm). To arrive at this result we use techniques from representation theory, including the transvector algebra Z(sp(4),so(4)) and tensor products of Verma modules.
We revisit the work of the first named author and using simpler algebraic arguments we calculate integrals of polynomial functions with respect to the Haar measure on the unitary group U(d). The previous result provided exact formulas only for 2d bigger than the degree of the integrated polynomial and we show that these formulas remain valid for all values of d. Also, we consider the integrals of polynomial functions on the orthogonal group O(d) and the symplectic group Sp(d). We obtain an exact character expansion and the asymptotic behavior for large d. Thus we can show the asymptotic freene…
Exteded Yangian algebras of orthogonal and symplectic types are defined by the Yang-Baxter RLL relation involving the fundamental R-matrix with $so(n)$ or $sp(2m)$ symmetry. We study representations of highest weight characterized by weight function ratios. We consider the algebra relations for the linear and the quadratic evaluations and the resulting conditions imposed on the representation weights. We present expressions of L-operators constructed on underlying Clifford and Heisenberg algebras and characterize their representations.
Orthogonal - unitary and symplectic - unitary crossover ensembles of random matrices are relevant in many contexts, especially in the study of time reversal symmetry breaking in quantum chaotic systems. Using skew-orthogonal polynomials we show that the same generic form of n-level correlation functions are obtained for the Jacobi family of crossover ensembles, including the Laguerre and Gaussian cases. For large matrices we find universal forms of unfolded correlation functions when expressed in terms of a rescaled transition parameter with arbitrary initial level density.
We study the distribution of the largest eigenvalue in the "Pfaffian" classical ensembles of random matrix theory, namely in the Gaussian orthogonal (GOE) and Gaussian symplectic (GSE) ensembles, using semi-classical skew-orthogonal polynomials, in analogue to the approach of Nadal and Majumdar (NM) for the Gaussian unitary ensemble (GUE). Generalizing the techniques of Adler, Forrester, Nagao and van Moerbeke, and using "overlapping Pfaffian" identities due to Knuth, we explicitly construct these semi-classical skew-orthogonal polynomials in terms of the semi-classical orthogonal polynomials …
Let $X$ be a compact Riemann surface of genus $g \geq 2$, and let $D \subset X$ be a fixed finite subset. Let $\mathcal{M}(r,d,α)$ denote the moduli space of stable parabolic $G$-bundles (where $G$ is a complex orthogonal or symplectic group) of rank $r$, degree $d$ and weight type $α$ over $X$. Hitchin discovered that the cotangent bundle of the moduli space of stable bundles on an algebraic curve is an algebraically completely integrable system fibered, over a space of invariant polynomials, either by a Jacobian or a Prym variety of spectral curves. In this paper we study the Hitchin fibers …
The generating function for the orbifold Euler characteristic of the moduli space of real algebraic curves of genus $2g$ (locally orientable surfaces) with $n$ marked points $χ^r(\mathfrak{M}_{2g,n})$, is identified with a simple formula. It is shown that the free energy in the continuum limit of both the symplectic and the orthogonal Penner models are almost identical, with the structure $F^{SP/SO}(μ)=1/2F(μ)\mp F^{NO}(μ)$, where $F(μ)$ is the Penner free energy and $F^{NO}(μ)$ is the free energy contributions from the non-orientable surfaces. Both of these models have the same critical point…
The article presents four identities containing the spatio-temporal differential operator also known as four-divergence. These equations are used to prove the invariance of wave equation under orthogonal paravector transformations. Moreover, the transformation of equations containing spatio-temporal differential operators under the rotation of reference frame has been presented.
In a recent study we have obtained correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk and at the soft edge of the spectrum. In the present study these results are used to similarly analyze the eigenvalue density for Gaussian and Laguerre random matrix ensembles with orthogonal and symplectic symmetry. As in the case of unitary symmetry, a matching is exhibited between the asymptotic expansion of the bulk density, expanded about the edge, and the asymptotic expansion …
We show, using either Fock space techniques or Macdonald difference operators, that certain symplectic and orthogonal analogues of Okounkov's Schur measure are determinantal with kernels given by explicit double contour integrals. We give two applications: one equates certain Toeplitz+Hankel determinants of random matrix theory with appropriate Fredholm determinants and computes Szegő asymptotics for the former; another finds that the simplest examples of said measures exhibit discrete sine kernel asymptotics in the bulk and Airy 2 to 1 kernel---along with a certain dual---asymptotics at the e…
We give a proof of the Universality Conjecture for orthogonal (beta=1) and symplectic (beta=4) random matrix ensembles of Laguerre-type in the bulk of the spectrum as well as at the hard and soft spectral edges. Our results are stated precisely in the Introduction (Theorems 1.1, 1.4, 1.6 and Corollaries 1.2, 1.5, 1.7). They concern the appropriately rescaled kernels K_{n,beta}, correlation and cluster functions, gap probabilities and the distributions of the largest and smallest eigenvalues. Corresponding results for unitary (beta=2) Laguerre-type ensembles have been proved by the fourth autho…
We construct exact eigenvectors and eigenvalues for $U_q(\mathfrak{sp}_{2n})$- and $U_q(\mathfrak{so}_{2n})$-symmetric closed spin chains by means of a nested algebraic Bethe ansatz method. We use a fusion procedure to construct higher-dimensional Lax operators. Our approach generalises and extends the results obtained by Reshetikhin and De Vega-Karowski. We also present a generalisation of Tarasov-Varchenko trace formula for nested Bethe vectors.
Yang-Baxter R operators symmetric with respect to the orthogonal and symplectic algebras are considered in an uniform way. Explicit forms for the spinorial and metaplectic R operators are obtained. L operators, obeying the RLL relation with the orthogonal or symplectic fundamental R matrix, are considered in the interesting cases, where their expansion in inverse powers of the spectral parameter is truncated. Unlike the case of special linear algebra symmetry the truncation results in additional conditions on the Lie algebra generators of which the L operators is built and which can be fulfill…
We give a proof of the Universality Conjecture for orthogonal and symplectic ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. For such weights the associated equilibrium measure is supported on a single interval. The precise statement of our results is given in Theorem 1.1 below. For a proof of the Universality Conjecture for unitary ensembles, for the same class of weights, see [DKMVZ2]. Our starting point is Widom's representation [W] of the orthogonal and symplectic correlation kernels …
We present a nested algebraic Bethe ansatz for one-dimensional open so(2n)- and sp(2n)-symmetric spin chains with diagonal boundary conditions and described by the extended twisted Yangian. We use a generalization of the Bethe ansatz introduced by De Vega and Karowski which allows us to relate the spectral problem of a so(2n)- or sp(2n)-symmetric open spin chain to that of a gl(n)-symmetric open spin chain. We explicitly derive the structure of Bethe vectors and the nested Bethe equations.
We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. The precise statement of our results is given in Theorem 1.1 and Corollaries 1.2, 1.3 below. For a proof of universality in the bulk of the spectrum, for the same class of weights, for unitary ensembles see [DKMVZ2], and for orthogonal and symplectic ensembles see [DG]. Our starting point in the unitary case is [DKMVZ2], and fo…
In this paper, we highlight the role played by orthogonal and symplectic Harish-Chandra integrals in the study of real-valued matrix product ensembles. By making use of these integrals and the matrix-valued Fourier-Laplace transform, we find the explicit eigenvalue distributions for particular Hermitian anti-symmetric matrices and particular Hermitian anti-self dual matrices, involving both sums and products. As a consequence of these results, the eigenvalue probability density function of the random product structure $X_M \cdots X_1( iA) X_1^T \cdots X_M^T$, where each $X_i$ is a standard rea…
The Harish-Chandra correlation functions, i.e. integrals over compact groups of invariant monomials prod tr{X^{p_1} Omega Y^{q_1} Omega^dagger X^{p_2} ... with the weight exp tr{X Omega Y Omega^dagger} are computed for the orthogonal and symplectic groups. We proceed in two steps. First, the integral over the compact group is recast into a Gaussian integral over strictly upper triangular complex matrices (with some additional symmetries), supplemented by a summation over the Weyl group. This result follows from the study of loop equations in an associated two-matrix integral and may be viewed …
The transition from a classical to quantum theory is investigated within the context of orthogonal and symplectic Clifford algebras, first for particles, and then for fields. It is shown that the generators of Clifford algebras have the role of quantum mechanical operators that satisfy the Heisenberg equations of motion. For quadratic Hamiltonians, the latter equations are obtained from the classical equations of motion, rewritten in terms of the phase space coordinates and the corresponding basis vectors. Then, assuming that such equations hold for arbitrary path, i.e., that coordinates and m…
The focus of this paper is on the probability, $E_β(0;J)$, that a set $J$ consisting of a finite union of intervals contains no eigenvalues for the finite $N$ Gaussian Orthogonal ($β=1$) and Gaussian Symplectic ($β=4$) Ensembles and their respective scaling limits both in the bulk and at the edge of the spectrum. We show how these probabilities can be expressed in terms of quantities arising in the corresponding unitary ($β=2$) ensembles. Our most explicit new results concern the distribution of the largest eigenvalue in each of these ensembles. In the edge scaling limit we show that these lar…
We study a model of N-component complex fermions with a kinetic term that is second order in derivatives. This symplectic fermion model has an Sp(2N) symmetry, which for any N contains an SO(3) subgroup that can be identified with rotational spin of spin-1/2 particles. Since the spin-1/2 representation is not promoted to a representation of the Lorentz group, the model is not fully Lorentz invariant, although it has a relativistic dispersion relation. The hamiltonian is pseudo-hermitian, H^\dagger = C H C, which implies it has a unitary time evolution. Renormalization-group analysis shows the …
We discuss the exceptional Laguerre and the exceptional Jacobi orthogonal polynomials in the framework of the supersymmetric quantum mechanics (SUSYQM). We express the differential equations for the Jacobi and the Laguerre exceptional orthogonal polynomials (EOP) as the eigenvalue equations and make an analogy with the time independent Schrödinger equation to define "Hamiltonians" enables us to study the EOPs in the framework of the SUSYQM and to realize the underlying shape invariance associated with such systems. We show that the underlying shape invariance symmetry is responsible for the so…
We construct rational extensions of the Darboux-Pöschl-Teller and isotonic potentials via two-step confluent Darboux transformations. The former are strictly isospectral to the initial potential, whereas the latter are only quasi-isospectral. Both are associated to new families of orthogonal polynomials, which, in the first case, depend on a continuous parameter. We also prove that these extended potentials possess an enlarged shape invariance property.
Non-Hermitian random matrices with symplectic symmetry provide examples for Pfaffian point processes in the complex plane. These point processes are characterised by a matrix valued kernel of skew-orthogonal polynomials. We develop their theory in providing an explicit construction of skew-orthogonal polynomials in terms of orthogonal polynomials that satisfy a three-term recurrence relation, for general weight functions in the complex plane. New examples for symplectic ensembles are provided, based on recent developments in orthogonal polynomials on planar domains or curves in the complex pla…
Consider the Wronskians of the classical Hermite polynomials $$H_{λ, l}(x):=\mathrm{Wr}(H_l(x),H_{k_1}(x),\ldots, H_{k_n}(x)), \quad l \in \mathbb Z_{\geq 0},$$ where $k_i=λ_i+n-i, \,\, i=1,\dots, n$ and $λ=(λ_1, \dots, λ_n)$ is a partition. Gómez-Ullate et al showed that for a special class of partitions the corresponding polynomials are orthogonal and dense among all polynomials with certain inner product, but in contrast to the usual case have some degrees missing (so called exceptional orthogonal polynomials). We generalise their results to all partitions by considering complex contours of…
