The heat flow conjecture for random matrices

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Abstract: Recent results by various authors have established a "model deformation phenomenon" in random matrix theory. Specifically, it is possible to construct pairs of random matrix models such that the limiting eigenvalue distributions are connected by push-forward under an explicitly constructible map of the plane to itself. In this paper, we argue that the analogous transformation at the finite-N level can be accomplished by applying an appropriate heat flow to the characteristic polynomial of the first model. Let the "second moment" of a random polynomial p denote the expectation value of the square of the absolute value of p. We find certain pairs of random matrix models and we apply a certain heat-type operator to the characteristic polynomial p1 of the first model, giving a new polynomial q. We prove that the second moment of q is equal to the second moment of the characteristic polynomial p2 of the second model. This result leads to several conjectures of the following sort: when N is large, the zeros of q have the same bulk distribution as the zeros of p2, namely the eigenvalues of the second random matrix model. At a more refined level, we conjecture that, as the characteristic polynomial of the first model evolves under the appropriate heat flow, its zeros will evolve close to the characteristic curves of a certain PDE. All conjectures are formulated in "additive" and "multiplicative" forms. As a special case, suppose we apply the standard heat operator for time 1/N to the characteristic polynomial p of an NimesN GUE matrix, giving a new polynomial q. We conjecture that the zeros of q will be asymptotically uniformly distributed over the unit disk. That is, the heat operator converts the distribution of zeros from semicircular to circular.














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