Average characteristic polynomials in the two-matrix model

DOI10.1063/1.3542498MaRDI QIDQ5256197zbMATH OpenOpenAlexFDO

Authors Steven Delvaux

Publication date 22 June 2015

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1009.2447

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Perturbative methods of renormalization applied to problems in quantum field theory (81T15) Statistical thermodynamics (82B30)

Abstract: The two-matrix model is defined on pairs of Hermitian matrices $(M_1,M_2)$ of size $nimesn$ by the probability measure ${\displaystyle }$frac{1}{Z_n} expleft( extrm{Tr} (-V(M_1)-W(M_2)+ au M_1M_2) ight) dM_1 dM_2, ${\displaystyle }$ where $V$ and $W$ are given potential functions and $auiner$. We study averages of products and ratios of characteristic polynomials in the two-matrix model, where both matrices $M_1$ and $M_2$ may appear in a combined way in both numerator and denominator. We obtain determinantal expressions for such averages. The determinants are constructed from several building blocks: the biorthogonal polynomials $p_n(x)$ and $q_n(y)$ associated to the two-matrix model; certain transformed functions $P_n(w)$ and $Q_n(v)$; and finally Cauchy-type transforms of the four Eynard-Mehta kernels $K_{1,1}$, $K_{1,2}$, $K_{2,1}$ and $K_{2,2}$. In this way we generalize known results for the $1$-matrix model. Our results also imply a new proof of the Eynard-Mehta theorem for correlation functions in the two-matrix model, and they lead to a generating function for averages of products of traces.

Recommendations

• The Hermitian two matrix model with an even quartic potential
• Characteristic polynomials
• Universality in the two‐matrix model: a Riemann‐Hilbert steepest‐descent analysis
• Mixed correlation functions of the two-matrix model
• Universality in the two matrix model with a monomial quartic and a general even polynomial potential

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Cited in

(5)

• Universality conjecture and results for a model of several coupled positive-definite matrices
• Replicas, averaging and factorization in the IIB matrix model
• The Hermitian two matrix model with an even quartic potential
• Averages of characteristic polynomials in random matrix theory
• Mixed correlation functions of the two-matrix model

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