Matrices coupled in a chain: I. Eigenvalue correlations

DOI10.1088/0305-4470/31/19/010zbMath0938.15012arXivcond-mat/9710230OpenAlexW3103833902MaRDI QIDQ4703714

Madan Lal Mehta, Bertrand Eynard

Publication date: 30 November 1999

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Abstract: The general correlation function for the eigenvalues of $p$ complex hermitian matrices coupled in a chain is given as a single determinant. For this we use a slight generalization of a theorem of Dyson.

Full work available at URL: https://arxiv.org/abs/cond-mat/9710230

zbMATH Keywords

Hermitian matricesrandom matricesdeterminant formulaunitary symmetryeigenvalue probability density function

Mathematics Subject Classification ID

Determinants, permanents, traces, other special matrix functions (15A15) Eigenvalues, singular values, and eigenvectors (15A18) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Random matrices (algebraic aspects) (15B52)

Related Items (93)

Markov processes on partitions ⋮ The Hermitian two matrix model with an even quartic potential ⋮ Bilinear semiclassical moment functionals and their integral representation ⋮ Matrix-valued orthogonal polynomials related to hexagon tilings ⋮ Nonintersecting Brownian motions on the unit circle ⋮ Dynamical correlation functions for products of random matrices ⋮ Differential equations for Dyson processes ⋮ 2-matrix versus complex matrix model, integrals over the unitary group as triangular integrals ⋮ Singular values for products of two coupled random matrices: hard edge phase transition ⋮ Airy Processes and Variational Problems ⋮ Determinantal identity for multilevel ensembles and finite determinantal point processes ⋮ The Pearcey process ⋮ A critical phenomenon in the two-matrix model in the quartic/quadratic case ⋮ Biorthogonal polynomials for two-matrix models with semiclassical potentials ⋮ Nonintersecting random walks in the neighborhood of a symmetric tacnode ⋮ Propagation of singular behavior for Gaussian perturbations of random matrices ⋮ Universality in the two‐matrix model: a Riemann‐Hilbert steepest‐descent analysis ⋮ Periodic Airy process and equilibrium dynamics of edge fermions in a trap ⋮ \(q\)-distributions on boxed plane partitions ⋮ A new chiral two-matrix theory for Dirac spectra with imaginary chemical potential ⋮ On the partial connection between random matrices and interacting particle systems ⋮ Critical measures on higher genus Riemann surfaces ⋮ Determinantal martingales and noncolliding diffusion processes ⋮ TASEP and generalizations: method for exact solution ⋮ Biased \(2 \times 2\) periodic Aztec diamond and an elliptic curve ⋮ Critical behavior of non-intersecting Brownian motions ⋮ The Bessel line ensemble ⋮ Integrable fluctuations in the KPZ universality class ⋮ Rare events in random matrix theory ⋮ Non-equilibrium dynamics of Dyson's model with an infinite number of particles ⋮ On the domino shuffle and matrix refactorizations ⋮ Non-colliding Brownian motions and the extended tacnode process ⋮ The PDEs of biorthogonal polynomials arising in the two-matrix model ⋮ Free fermion six vertex model: symmetric functions and random domino tilings ⋮ Discrete polynuclear growth and determinantal processes ⋮ Cauchy-Laguerre two-matrix model and the Meijer-\(G\) random point field ⋮ Solution of the Kolmogorov equation for TASEP ⋮ Double Aztec diamonds and the tacnode process ⋮ A matrix model for the topological string. I: Deriving the matrix model ⋮ Gap probabilities for the generalized Bessel process: a Riemann-Hilbert approach ⋮ Dynamics of a tagged particle in the asymmetric exclusion process with the step initial condition ⋮ One-sided reflected Brownian motions and the KPZ fixed point ⋮ Random matrix central limit theorems for nonintersecting random walks ⋮ Nonintersecting Brownian excursions ⋮ Painlevé kernels in Hermitian matrix models ⋮ The tacnode Riemann-Hilbert problem ⋮ Determinantal process starting from an orthogonal symmetry is a Pfaffian process ⋮ Fermionic construction of the partition function for multimatrix models and the multicomponent Toda lattice hierarchy ⋮ Elliptic determinantal process of type A ⋮ Coloured combinatorial maps and quartic bi-tracial 2-matrix ensembles from noncommutative geometry ⋮ Airy kernel with two sets of parameters in directed percolation and random matrix theory ⋮ Nonintersecting Brownian bridges between reflecting or absorbing walls ⋮ Elliptically distributed lozenge tilings of a hexagon ⋮ Fluctuation properties of the TASEP with periodic initial configuration ⋮ Pfaffian expressions for random matrix correlation functions ⋮ Airy processes with wanderers and new universality classes ⋮ Cauchy biorthogonal polynomials ⋮ Correlation functions for multi-matrix models and quaternion determinants ⋮ Generalizations of TASEP in discrete and continuous inhomogeneous space ⋮ Multiplicative functionals on ensembles of non-intersecting paths ⋮ Janossy densities of coupled random matrices ⋮ Eynard-Mehta theorem, Schur process, and their Pfaffian analogs ⋮ A Riemann-Hilbert problem for biorthogonal polynomials ⋮ The \(k\)-tacnode process ⋮ Generalizations of orthogonal polynomials ⋮ Product matrix processes for coupled multi-matrix models and their hard edge scaling limits ⋮ Tilted biorthogonal ensembles, Grothendieck random partitions, and determinantal tests ⋮ Fay identities of Pfaffian type for hyperelliptic curves ⋮ The two-periodic Aztec diamond and matrix valued orthogonal polynomials ⋮ The Cauchy two-matrix model ⋮ Multiple skew-orthogonal polynomials and 2-component Pfaff lattice hierarchy ⋮ Nonintersecting paths and the Hahn orthogonal polynomial ensemble ⋮ Determinantal structures in space-inhomogeneous dynamics on interlacing arrays ⋮ Shuffling algorithm for boxed plane partitions ⋮ A matrix model for plane partitions ⋮ Central limit theorems for biorthogonal ensembles and asymptotics of recurrence coefficients ⋮ Dynamical correlations for circular ensembles of random matrices ⋮ Noncolliding Jacobi processes as limits of Markov chains on the Gelfand-Tsetlin graph ⋮ Quaternion determinant expressions for multilevel dynamical correlation functions of parametric random matrices ⋮ A periodic hexagon tiling model and non-Hermitian orthogonal polynomials ⋮ Correlation functions for determinantal processes defined by infinite block Toeplitz minors ⋮ Universality in the two matrix model with a monomial quartic and a general even polynomial potential ⋮ The AKS theorem, A.C.I. systems and random matrix theory ⋮ Correlation function of the Schur process with a fixed final partition ⋮ Non-intersecting, simple, symmetric random walks and the extended Hahn kernel. ⋮ Average characteristic polynomials in the two-matrix model ⋮ Loop equations and topological recursion for the arbitrary-\(\beta\) two-matrix model ⋮ MATRIX MODELS AND QCD WITH CHEMICAL POTENTIAL ⋮ Universality conjecture and results for a model of several coupled positive-definite matrices ⋮ Noncolliding Brownian motion with drift and time-dependent Stieltjes-Wigert determinantal point process ⋮ Determinantal martingales and correlations of noncolliding random walks ⋮ Riemann-Hilbert approach to gap probabilities for the Bessel process ⋮ The Airy₂ process and the 3D Ising model

This page was built for publication: Matrices coupled in a chain: I. Eigenvalue correlations