Correlations of RMT characteristic polynomials and integrability: Hermitean matrices

DOI10.1016/J.AOP.2010.04.005zbMATH Open1245.60009arXiv1003.0757OpenAlexW1996191898MaRDI QIDQ710479FDOQ710479

Authors: Vladimir Osipov, Eugene Kanzieper 

Publication date: 19 October 2010

Published in: Annals of Physics (Search for Journal in Brave)

Abstract: Integrable theory is formulated for correlation functions of characteristic polynomials associated with invariant non-Gaussian ensembles of Hermitean random matrices. By embedding the correlation functions of interest into a more general theory of tau-functions, we (i) identify a zoo of hierarchical relations satisfied by tau-functions in an abstract infinite-dimensional space, and (ii) present a technology to translate these relations into hierarchically structured nonlinear differential equations describing the correlation functions of characteristic polynomials in the physical, spectral space. Implications of this formalism for fermionic, bosonic, and supersymmetric variations of zero-dimensional replica field theories are discussed at length. A particular emphasis is placed on the phenomenon of fermionic-bosonic factorisation of random-matrix-theory correlation functions.

Full work available at URL: https://arxiv.org/abs/1003.0757

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zbMATH Keywords

random matrix theoryintegrable hierarchiescharacteristic polynomialsbilinear identityspectral correlationsVirasoro constraintsmatrix integralsreplica field theoriesreplica limitPainlevé equations

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10) Quantum chaos (81Q50)

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Cited In (15)

• Power spectrum of the circular unitary ensemble
• On Airy solutions of the second Painlevé equation
• An exact formula for general spectral correlation function of random Hermitian matrices
• Replica field theories, Painlevé transcendents, and exact correlation functions
• Characteristic polynomials of random Hermitian matrices and Duistermaat-Heckman localisation on non-compact Kähler manifolds
• Painlevé IV with both Parameters Zero: A Numerical Study
• Universal results for correlations of characteristic polynomials: Riemann-Hilbert approach
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