Bulk universality and related properties of Hermitian matrix models

DOI10.1007/S10955-007-9434-6MaRDI QIDQ2473363zbMATH OpenOpenAlexFDO

Publication date 27 February 2008

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

Full work available at URL https://arxiv.org/abs/0705.1050

determinant formula eigenvalue probability density Hermitian matrix models limiting normalized counting measure local eigenvalue statistics nonlinear integro-differential equation orthogonal polynomial techniques probability law random matrix ensembles universality

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Integro-partial differential equations (45K05)

Abstract: We give a new proof of universality properties in the bulk of spectrum of the hermitian matrix models, assuming that the potential that determines the model is globally

C^{2}

and locally

C^{3}

function (see Theorem ef{t:U.t1}). The proof as our previous proof in cite{Pa-Sh:97} is based on the orthogonal polynomial techniques but does not use asymptotics of orthogonal polynomials. Rather, we obtain the

s i n

-kernel as a unique solution of a certain non-linear integro-differential equation that follows from the determinant formulas for the correlation functions of the model. We also give a simplified and strengthened version of paper cite{BPS:95} on the existence and properties of the limiting Normalized Counting Measure of eigenvalues. We use these results in the proof of universality and we believe that they are of independent interest.

Review text

An asymptotic analysis is provided for a class of random matrix ensembles, defined by the probability law \[ P_{n,\beta}(d_{\beta}M)=Z_{n,\beta}^{-1}\exp \biggl\{-\frac{\beta n}{2}\operatorname {tr}V(M) \biggr\}d_{\beta}M.\tag{1} \] where \(M=[M_{jk}]\) is an \(n\times n\) real symmetric \((\beta=1)\) or Hermitian \((\beta=2)\) matrix, the potential \(V:\mathbb{R}\rightarrow\mathbb{R}_+\) is a continuous function and \(Z_{n,\beta}\) is a normalization constant. A new proof is given for the universality properties in the bulk of spectrum of the Hermitian matrix models \((\beta=2)\). The proof is valid under the assumptions that the potential is a globally \(C^2\) and locally \(C^3\) function. This proof is based on the orthogonal polynomial techniques but does not use asymptotics of the orthogonal polynomials. The \textit{sin}-kernel is obtained as a unique solution of a certain nonlinear integro-differential equation that follows from the determinant formula for all marginals of the joint eigenvalue probability density. Motivated by the use in the proof of some facts on the limiting normalized counting measure of the eigenvalues of the matrix models, the authors provide an updated and simplified version of some known results on the existence and the properties of the measure.

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