Characteristic polynomials of real symmetric random matrices

DOI10.1007/S002200100547MaRDI QIDQ5953704zbMATH OpenOpenAlexFDO

Authors E. Brézin, Shinobu Hikami

Publication date 27 January 2002

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

Full work available at URL https://arxiv.org/abs/math-ph/0103012

zbMATH Keywords

characteristic polynomialscorrelation functionsDyson limitItzykson-Zuber methodreal symmetric random matricessymplectic group

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Abstract: It is shown that the correlation functions of the random variables $det(lambda-X)$, in which $X$ is a real symmetric $NimesN$ random matrix, exhibit universal local statistics in the large $N$ limit. The derivation relies on an exact dual representation of the problem: the $k$-point functions are expressed in terms of finite integrals over (quaternionic) $kimesk$ matrices. However the control of the Dyson limit, in which the distance of the various parameters $la$'s is of the order of the mean spacing, requires an integration over the symplectic group. It is shown that a generalization of the Itzykson-Zuber method holds for this problem, but contrary to the unitary case, the semi-classical result requires a {it finite} number of corrections to be exact. We have also considered the problem of an external matrix source coupled to the random matrix, and obtain explicit integral formulae, which are useful for the analysis of the large $N$ limit.

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