The averaged characteristic polynomial for the Gaussian and chiral Gaussian ensembles with a source

DOI10.1088/1751-8113/46/34/345204zbMATH Open1279.15029arXiv1203.5838OpenAlexW2019695249MaRDI QIDQ2848014FDOQ2848014

Authors: Peter J. Forrester 

Publication date: 25 September 2013

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

Abstract: In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $$, complex ($$ and real quaternion $$) elements. We use the Dyson Brownian motion model to give a meaning for general $$. In the Gaussian case a further construction valid for $$ is given, as the eigenvalue PDF of a recursively defined random matrix ensemble. In the case of real or complex elements, a combinatorial argument is used to compute the averaged characteristic polynomial. The resulting functional forms are shown to be a special cases of duality formulas due to Desrosiers. New derivations of the general case of Desrosiers' dualities are given. A soft edge scaling limit of the averaged characteristic polynomial is identified, and an explicit evaluation in terms of so-called incomplete Airy functions is obtained.

Full work available at URL: https://arxiv.org/abs/1203.5838

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zbMATH Keywords

random matrix theoryGaussian orthogonal ensembleDyson Brownian motion model

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Other special orthogonal polynomials and functions (33C47)

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