The Hermitian two matrix model with an even quartic potential

DOI10.1090/S0065-9266-2011-00639-8MaRDI QIDQ2882489zbMATH OpenFDO

Authors Maurice Duits, Man Yue Mo, Arno B. J. Kuijlaars

Publication date 6 May 2012

Published in Memoirs of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1010.4282

zbMATH Keywords

biorthogonal polynomialseigenvalue distributionHamiltonian matricesHermitian two matrix modelquartic potentialRiemann-Hilbert problemsaddle point equationsteepest descent methodvector equilibrium problem

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Boundary value problems in the complex plane (30E25) Compact Riemann surfaces and uniformization (30F10) Harmonic, subharmonic, superharmonic functions in two dimensions (31A05) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Random matrices (probabilistic aspects) (60B20) Phase transitions (general) in equilibrium statistical mechanics (82B26)

Abstract: We consider the two matrix model with an even quartic potential W(y)=y^4/4+alpha y^2/2 and an even polynomial potential V(x). The main result of the paper is the formulation of a vector equilibrium problem for the limiting mean density for the eigenvalues of one of the matrices M_1. The vector equilibrium problem is defined for three measures, with external fields on the first and third measures and an upper constraint on the second measure. The proof is based on a steepest descent analysis of a 4 x 4 matrix valued Riemann-Hilbert problem that characterizes the correlation kernel for the eigenvalues of M_1. Our results generalize earlier results for the case alpha=0, where the external field on the third measure was not present.

Review text

The Hermitian two matrix model is represented by a probability measure of the form NEWLINE\[NEWLINE\frac{1}{Z_n}(-n \text{Tr}(V(M_1) + W(M_2) - \tau M_1 M_2))dM_1 dM_2,NEWLINE\]NEWLINE defined on the space of pairs \((M_1, M_2)\) of \(n \times n\) Hermitian matrices. In this formula, \(Z_n\) is a normalization constant, \(\tau \in {\mathbb R}\backslash \{0\}\) is a coupling constant, \(dM_1 dM_2\) is the flat Lebesgue measure on the space of pairs of Hermitian matrices and \(V\), \(W\) are the potentials of the matrix model.NEWLINENEWLINEIn this paper, the potential \(V\) is considered to be even polynomial and \(W\) has the form \(W(y)=y^{4}/4 + \alpha y^{2}/2\), \(\alpha \in {\mathbb R}\). Then, the description of the eigenvalues of \(M_1\) in the large \(n\) limit is studied. For that purpose a vector equilibrium problem characterizing the limiting mean density for the eigenvalues of \(M_1\) is formulated. The eigenvalues of the matrices \(M_1\) and \(M_2\) in the two matrix model are a determinantal point process with correlation kernels that are expressed in terms of biorthogonal polynomials. The formulation of a Riemann-Hilbert problem here for biorthogonal polynomials offers new possibilities for the steepest descent method which was applied already very successfully to the Riemann-Hilbert problem for orthogonal polynomials in series of works. The application of the steepest descent method to the Riemann-Hilbert problem of \(4 \times 4\) matrices gives a precise asymptotic analysis of these kernels. The presented results are the generalization of results of \textit{M. Duits} and \textit{A. B. J. Kuijlaars} [Commun. Pure Appl. Math. 62, No. 8, 1076--1153 (2009; Zbl 1221.15052)] with \(\alpha = 0\) to the case of general \(\alpha\).

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