Exact and explicit evaluation of Brézin-Hikami kernels

DOI10.1016/J.NUCLPHYSB.2013.04.005MaRDI QIDQ2438166zbMATHOpenAlexWikidataFDO

Authors K. Górska, K. A. Penson

Publication date 10 March 2014

Published in Nuclear Physics B (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1211.4478

zbMATH Keywords

density of statesHermitian random matricessigned Lévy stable functions

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random matrices (algebraic aspects) (15B52) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

Abstract: We present exact and explicit form of the kernels $hatK(x,y)$ appearing in the theory of energy correlations in the ensembles of Hermitian random matrices with Gaussian probability distribution, see E. Brezin and S. Hikami, Phys. Rev. E 57, 4140 and E 58, 7176 (1998). In obtaining this result we have exploited the analogy with the method of producing exact forms of two-sided, symmetric Levy stable laws, presented by us recently. This result is valid for arbitrary values of parameters in question. We furnish analytical and graphical representations of physical quantities calculated from $hatK(x,y)$'s.

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Cited in

(4)

• Thek-point random matrix kernels obtained from one-point supermatrix models
• Theory of relativistic heat polynomials and one-sided Lévy distributions
• Hausdorff moment problem for combinatorial numbers of Brown and Tutte: exact solution
• On fundamental solutions of higher-order space-fractional Dirac equations

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