Averages of characteristic polynomials in random matrix theory

DOI10.1002/CPA.20092zbMATH Open1155.15304arXivmath-ph/0407065OpenAlexW2044699574MaRDI QIDQ3376583FDOQ3376583

Authors: Alexei Borodin, Eugene Strahov 

Publication date: 24 March 2006

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Abstract: We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the bulk scaling asymptotic limits are found for ensembles with Gaussian weights. Classical results for the correlation functions of the random matrix ensembles and their bulk scaling limits are deduced from these formulas by a simple computation. We employ a discrete approximation method: the problem is solved for discrete analogues of random matrix ensembles originating from representation theory, and then a limit transition is performed. Exact pfaffian/determinantal formulas for the discrete averages are proved using standard tools of linear algebra; no application of orthogonal or skew-orthogonal polynomials is needed.

Full work available at URL: https://arxiv.org/abs/math-ph/0407065

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Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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