The k-point correlation functions of the Gaussian Random Matrix Ensembles are certain determinants of functions which depend on only two arguments. They are referred to as kernels, since they are the building blocks of all correlations. We show that the kernels are obtained, for arbitrary level number, directly from supermatrix models for one-point functions. More precisely, the generating functions of the one-point functions are equivalent to the kernels. This is surprising, because it implies that already the one-point generating function holds essential information about the k-point correlations. This also establishes a link to the averaged ratios of spectral determinants, i.e. of characteristic polynomials.
We study the Hermitian supermatrix model involving an external source. We derive the determinantal formula for the supermatrix partition function, and also for the expectation value of the characteristic polynomial ratio, which yields the duality between the characteristic polynomial and the external source with an arbitrary matrix potential function. We also show that the supermatrix integral satisfies the one and two dimensional Toda lattice equations as well as the ordinary matrix model.
The diagonalization of Hermitian supermatrices is studied. Such a change of coordinates is inevitable to find certain structures in random matrix theory. However it still poses serious problems since up to now the calculation of all Rothstein contributions known as Efetov-Wegner terms in physics was quite cumbersome. We derive the supermatrix Bessel function with all Efetov-Wegner terms for an arbitrary rotation invariant probability density function. As applications we consider representations of generating functions for Hermitian random matrices with and without an external field as integral…
We study a $U(N|M)$ supermatrix Chern-Simons model with an $SU(p|q)$ internal symmetry. We propose that the model describes a system consisting of $N$ vortices and $M$ antivortices involving $SU(p|q)$ internal spin degrees of freedom. We present both classical and quantum ground state solutions, and demonstrate the relation to Calogero models. We present evidence that a large $N$ limit describes $SU(p|q)$ WZW models. In particular, we derive $\widehat{\mathfrak{su}}(p|q)$ Kac-Moody algebras. We also present some results on the calculation of the partition function involving a supersymmetric ge…
A family of random models for bosonic quasi-particle excitations, e.g. the vibrations of a disordered solid, is introduced. The generator of the linearized phase space dynamics of these models is the sum of a deterministic and a random part. The former may describe any model of N identical phonon bands, while the latter is a d-dimensional generalization of the random matrix model of Lueck, Sommers, and Zirnbauer (LSZ). The models are constructed so as to exclude the unphysical occurrence of runaway solutions. By using the Efetov-Wegner supersymmetry method in combination with the new technique…
In the past we have considered Gaussian random matrix ensembles in the presence of an external matrix source. The reason was that it allowed, through an appropriate tuning of the eigenvalues of the source, to obtain results on non-trivial dual models, such as Kontsevich's Airy matrix models and generalizations. The techniques relied on explicit computations of the k-point functions for arbitrary N (the size of the matrices) and on an N-k duality. Numerous results on the intersection numbers of the moduli space of curves were obtained by this technique. In order to generalize these results to i…
We consider the problem of computation of the correlation functions for the z-measures with the deformation (Jack) parameters 2 or 1/2. Such measures on partitions are originated from the representation theory of the infinite symmetric group, and in many ways are similar to the ensembles of Random Matrix Theory of $β=4$ or $β=1$ symmetry types. For a certain class of such measures we show that correlation functions can be represented as Pfaffians including $2\times 2$ matrix valued kernels, and compute these kernels explicitly. We also give contour integral representations for correlation kern…
Earlier in the study of the combinatorial properties of the heat kernel of Laplace operator with covariant derivative diagram technique and matrix formalism were constructed. In particular, this formalism allows you to control the coefficients of the heat kernel, which is useful for calculations. In this paper, a simple case is considered with abelian connection in two-dimensional space. This model allows us to give a mathematical description of operators and find relation between operators and generating functions of numbers.
We give expansions of reproducing kernels of the Christoffel-Darboux type in terms of Schur polynomials. For this, we use evaluations of averages of characteristic polynomials and Schur polynomials in random matrix ensembles. We explicitly compute new Schur averages, such as the Schur average in a $q$-Laguerre ensemble, and the ensuing expansions of random matrix kernels. In addition to classical and $q$-deformed cases on the real line, we use extensions of Dotsenko-Fateev integrals to obtain expressions for kernels on the complex plane. Moreover, a known interplay between Wronskians of Laguer…
A $θ$-deformation of the Laguerre weighted Cauchy two-matrix model, and the Bures ensemble, is introduced. Such a deformation is familiar from the Muttalib-Borodin ensemble. The $θ$-deformed Cauchy-Laguerre two-matrix model is a two-component determinantal point process. It is shown that the correlation kernel, and its hard edge scaled limit, can be written as the Fox H-functions, generalising the Meijer G-function class known from the study of the case $θ= 1$. In the $θ=1$ case, it is shown Laguerre-Bures ensemble is related to the Laguerre-Cauchy two-matrix model, notwithstanding the Bures e…
The Pearcey kernel is a classical and universal kernel arising from random matrix theory, which describes the local statistics of eigenvalues when the limiting mean eigenvalue density exhibits a cusp-like singularity. It appears in a variety of statistical physics models beyond matrix models as well. We consider the Fredholm determinant of a trace class operator acting on $L^2\left(-s, s\right)$ with the Pearcey kernel. Based on a steepest descent analysis for a $3\times 3$ matrix-valued Riemann-Hilbert problem, we obtain asymptotics of the Fredholm determinant as $s\to +\infty$, which is also…
Matrix bordering structure of the Faddeev-Jackiw algorithm: kernel reduction and symbolic automation
División Académica de Ciencias Básicas, Universidad Juárez Autónoma de Tabasco (UJAT)（塔巴索自治朱阿雷斯大学基础科学学院）；Instituto de Ciencias Nucleares, Universidad Nacional Autónoma de México (ICN-UNAM)（墨西哥国立自治大学核科学研究所）
We compute the multiplicative constant in the large gap asymptotics of the Meijer-G point process. This point process generalizes the Bessel point process and appears at the hard edge of Cauchy--Laguerre multi-matrix models and of certain product random matrix ensembles.
This paper deals with a polymeric matrix composite material. The matrix behaviour is described by the modified Rabotnov's nonlinear viscoelastic model assuming the material is nonlinear viscoelastic. The parameters of creep and stress-relaxation kernels of the model are determined. From the experimental data related to kernels approximated by spline functions and by means of the method of weighted residual, the formulas for the determination of viscoelastic parameters are derived.
In this paper we studied the double scaling limit of a random unitary matrix ensemble near a singular point where a new cut is emerging from the support of the equilibrium measure. We obtained the asymptotic of the correlation kernel by using the Riemann-Hilbert approach. We have shown that the kernel near the critical point is given by the correlation kernel of a random unitary matrix ensemble with weight $e^{-x^{2ν}}$. This provides a rigorous proof of the previous results of Eynard.
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.
We introduce a generalization of the extended Airy kernel with two sets of real parameters. We show that this kernel arises in the edge scaling limit of correlation kernels of determinantal processes related to a directed percolation model and to an ensemble of random matrices.
We consider a point process on one-dimensional lattice originated from the harmonic analysis on the infinite symmetric group, and defined by the z-measures with the deformation (Jack) parameter 2. We derive an exact Pfaffian formula for the correlation function of this process. Namely, we prove that the correlation function is given as a Pfaffian with a matrix kernel. The kernel is given in terms of the Gauss hypergeometric functions, and can be considered as a matrix analogue of the Hypergeometric kernel introduced by A. Borodin and G. Olshanski. Our result holds for all values of admissible …
After reviewing the Hermitian one matrix model, we will give a brief introduction to the Hermitian two matrix model and present a summary of some recent results on the asymptotic behavior of the two matrix model with a quartic potential. In particular, we will discuss a limiting kernel in the quartic/quadratic case that is constructed out of a $4\times 4$ Riemann-Hilbert problem related to Painlevé II equation. Also an open problem will be presented.
In this paper we study two multicritical correlation kernels and prove that they converge to the Pearcey kernel in a certain double scaling limit. The first kernel appears in a model of non-intersecting Brownian motions at a tacnode. The second arises as a triple scaling limit of the eigenvalue correlation kernel in the Hermitian two-matrix model with quartic/quadratic potentials. The two kernels are different but can be expressed in terms of the same tacnode Riemann-Hilbert problem. The proof is based on a steepest descent analysis of this Riemann-Hilbert problem. A special feature in the ana…
We use the steepest descents method to study the integral kernel of a family of normal random matrix ensembles with eigenvalue distribution P_{N}(z_{1},...,z_{N}) = Z_{N}^{-1} e^{-NΣ_{i=1}^{N}V_α(z_{i})} Π_{1\leqi<j\leqN}|z_{i}-z_{j}|^{2} where V_α(z)=|z|^α, z \in C and α\in ]0,\infty[. Asymptotic analysis with error estimates are obtained. A corollary of this expansion is a scaling limit for the n-point function in terms of the integral kernel for the classical Segal--Bargmann space.
We show that near a point where the equilibrium density of eigenvalues of a matrix model behaves like y ~ x^{p/q}, the correlation functions of a random matrix, are, to leading order in the appropriate scaling, given by determinants of the universal (p,q)-minimal models kernels. Those (p,q) kernels are written in terms of functions solutions of a linear equation of order q, with polynomial coefficients of degree at most p. For example, near a regular edge y ~ x^{1/2}, the (1,2) kernel is the Airy kernel and we recover the Airy law. Those kernels are associated to the (p,q) minimal model, i.e. …
We obtain a family of matrix integrals which decompose to a product of Gamma-functions (they have some relations with S.G.Gindikin 'Beta', but generally speaking essentially differ from it). We obtain Plancherel formula for Berezin representations for all series of classical groups (for large values of parameters of representations). The Berezin representations are deformations of L^2 on Riemann noncompact symmetric spaces G/K defined by Berezin kernels, i.e powers of |det(1-zu^*)| (in matrix ball models). These representations also can be obtained by restrictions of holomorphic representation…
We consider two Lax systems for the homogeneous Painlevé II equation: one of size $2\times 2$ studied by Flaschka and Newell in the early 1980's, and one of size $4\times 4$ introduced by Delvaux-Kuijlaars-Zhang and Duits-Geudens in the early 2010's. We prove that solutions to the $4\times 4$ system can be derived from those to the $2\times 2$ system via an integral transform, and consequently relate the Stokes multipliers for the two systems. As corollaries we are able to express two kernels for determinantal processes as contour integrals involving the Flaschka-Newell Lax system: the tacnode…
Let $X$ be a random matrix whose squared singular value density is a polynomial ensemble. We derive double contour integral formulas for the correlation kernels of the squared singular values of $GX$ and $TX$, where $G$ is a complex Ginibre matrix and $T$ is a truncated unitary matrix. We also consider the product of $X$ and several complex Ginibre/truncated unitary matrices. As an application, we derive the precise condition for the squared singular values of the product of several truncated unitary matrices to follow a polynomial ensemble. We also consider the sum $H + M$ where $H$ is a GUE …
Consider the pseidounitary group $G=U(p,q)$ and its compact subgroup $K=U(p)$. We construct an explicit unitary intertwining operator from the tensor product of a holomorphic representation and a antiholomorphic representation of $G$ to the space $L^2(G/K)$. This implies the existense of a canonical action of the group $G\times G$ in $L^2(G/K)$. We also give a survey of analysis of Berezin kernels and their relations with special functions.
