The Interpolating Airy Kernels for the \beta =1 and \beta =4 Elliptic Ginibre Ensembles

We consider two families of non-Hermitian Gaussian random matrices, namely the elliptic Ginibre ensembles of asymmetric $N$ -by- $N$ matrices with Dyson index $\beta =1$ (real elements) and with $\beta =4$ (quaternion-real elements). Both ensembles have already been solved for finite $N$ using the method of skew-orthogonal polynomials, given for these particular ensembles in terms of Hermite polynomials in the complex plane. In this paper we investigate the microscopic weakly non-Hermitian large- $N$ limit of each ensemble in the vicinity of the largest or smallest real eigenvalue. Specifically, we derive the limiting matrix-kernels for each case, from which all the eigenvalue correlation functions can be determined. We call these new kernels the “interpolating” Airy kernels, since we can recover—as opposing limiting cases—not only the well-known Airy kernels for the Hermitian ensembles, but also the complementary error function and Poisson kernels for the maximally non-Hermitian ensembles at the edge of the spectrum. Together with the known interpolating Airy kernel for $\beta =2$ , which we rederive here as well, this completes the analysis of all three elliptic Ginibre ensembles in the microscopic scaling limit at the spectral edge.     

Edge Universality for Orthogonal Ensembles of Random Matrices

We prove edge universality of local eigenvalue statistics for orthogonal invariant matrix models with real analytic potentials and one interval limiting spectrum. Our starting point is the result of Shcherbina (Commun. Math. Phys. 285, 957–974, 2009) on the representation of the reproducing matrix kernels of orthogonal ensembles in terms of scalar reproducing kernel of corresponding unitary ensemble.     

Correlation Functions, Cluster Functions, and Spacing Distributions for Random Matrices

The usual formulas for the correlation functions in orthogonal and symplectic matrix models express them as quaternion determinants. From this representation one can deduce formulas for spacing probabilities in terms of Fredholm determinants of matrix-valued kernels. The derivations of the various formulas are somewhat involved. In this article we present a direct approach which leads immediately to scalar kernels for the unitary ensembles and matrix kernels for the orthogonal and symplectic ensembles, and the representations of the correlation functions, cluster functions, and spacing distributions in terms of them.     

Fredholm determinants,differential equations and matrix models

Orthogonal polynomial random matrix models ofN×N hermitian matrices lead to Fredholm determinants of integral operators with kernel of the form ((x)(y)–(x)(y))/x–y. This paper is concerned with the Fredholm determinants of integral operators having kernel of this form and where the underlying set is the union of intervals . The emphasis is on the determinants thought of as functions of the end-pointsa _k.We show that these Fredholm determinants with kernels of the general form described above are expressible in terms of solutions of systems of PDE's as long as and satisfy a certain type of differentiation formula. The (, ) pairs for the sine, Airy, and Bessel kernels satisfy such relations, as do the pairs which arise in the finiteN Hermite, Laguerre and Jacobi ensembles and in matrix models of 2D quantum gravity. Therefore we shall be able to write down the systems of PDE's for these ensembles as special cases of the general system.An analysis of these equations will lead to explicit representations in terms of Painlevé transcendents for the distribution functions of the largest and smallest eigenvalues in the finiteN Hermite and Laguerre ensembles, and for the distribution functions of the largest and smallest singular values of rectangular matrices (of arbitrary dimensions) whose entries are independent identically distributed complex Gaussian variables.There is also an exponential variant of the kernel in which the denominator is replaced bye ^bx–e^by, whereb is an arbitrary complex number. We shall find an analogous system of differential equations in this setting. Ifb=i then we can interpret our operator as acting on (a subset of) the unit circle in the complex plane. As an application of this we shall write down a system of PDE's for Dyson's circular ensemble ofN×N unitary matrices, and then an ODE ifJ is an arc of the circle.     

Exact Wigner Surmise Type Evaluation of the Spacing Distribution in the Bulk of the Scaled Random Matrix Ensembles

Random matrix ensembles with orthogonal and unitary symmetry correspond to the cases of real symmetric and Hermitian random matrices, respectively. We show that the probability density function for the corresponding spacings between consecutive eigenvalues can be written exactly in the Wigner surmise type form a(s)e^–b(s) for a simply related to a Painlevé transcendent and b its anti-derivative. A formula consisting of the sum of two such terms is given for the symplectic case (Hermitian matrices with real quaternion elements).     

Random matrix theory for pseudo-Hermitian systems: Cyclic blocks

We discuss the relevance of random matrix theory for pseudo-Hermitian systems, and, for Hamiltonians that break parity P and time-reversal invariance T. In an attempt to understand the random Ising model, we present the treatment of cyclic asymmetric matrices with blocks and show that the nearest-neighbour spacing distributions have the same form as obtained for the matrices with scalar entries. We also summarize the theory for random cyclic matrices with scalar entries. We have also found that for block matrices made of Hermitian and pseudo-Hermitian sub-blocks of the form appearing in Ising model depart from the known results for scalar entries. However, there is still similarity in trends even in log-log plots.     

Janossy Densities. I. Determinantal Ensembles

We derive an elementary formula for Janossy densities for determinantal point processes with a finite rank projection-type kernel. In particular, for =2 polynomial ensembles of random matrices we show that the Janossy densities on an interval I can be expressed in terms of the Christoffel–Darboux kernel for the orthogonal polynomials on the complement of I.     

Electrodynamics Under a Possible Alternative to the Lorentz Transformation

A generalization of the classical electrodynamics for systems in absolute motion in presented using a possible alternative to the Lorentz transformation. The main hypothesis assumed in this work are: a) The inertial transformations relate two inertial frames: the privileged frame S and the moving frame S with velocity v with respect to S. b) The transformation of the fields from S to the moving frame S is given by H = a(H – v × D) and E = a(E + v × B), where a is a matrix whose elements depend of the absolute velocity of the system. c) The constitutive relations in the moving frame S are given by D = E, B = H and J = E. It is found that Maxwell's equations, which are transformed to the moving frame, take a new form depending on the absolute velocity of the system. Moreover, differing from classical electrodynamics, it is proven that the electrodynamics proposed explains satisfactorily the Wilson effect.     

Universal Results for Correlations of Characteristic Polynomials: Riemann-Hilbert Approach

We prove that general correlation functions of both ratios and products of characteristic polynomials of Hermitian random matrices are governed by integrable kernels of three different types: a) those constructed from orthogonal polynomials, b) those constructed from Cauchy transforms of the same orthogonal polynomials, and finally c) those constructed from both orthogonal polynomials and their Cauchy transforms. These kernels are related with the Riemann-Hilbert problem for orthogonal polynomials. For the correlation functions we obtain exact expressions in the form of determinants of these kernels. Derived representations enable us to study asymptotics of correlation functions of characteristic polynomials via the Deift-Zhou steepest-descent/stationary phase method for Riemann-Hilbert problems, and in particular to find negative moments of characteristic polynomials. This reveals the universal parts of the correlation functions and moments of characteristic polynomials for an arbitrary invariant ensemble of =2 symmetry class.     

Universality of a Double Scaling Limit near Singular Edge Points in Random Matrix Models

We consider unitary random matrix ensembles on the space of Hermitian n × n matrices M, where the confining potential V _s,t is such that the limiting mean density of eigenvalues (as n→∞ and s,t→ 0) vanishes like a power 5/2 at a (singular) endpoint of its support. The main purpose of this paper is to prove universality of the eigenvalue correlation kernel in a double scaling limit. The limiting kernel is built out of functions associated with a special solution of the P _I ² equation, which is a fourth order analogue of the Painlevé I equation. In order to prove our result, we use the well-known connection between the eigenvalue correlation kernel and the Riemann-Hilbert (RH) problem for orthogonal polynomials, together with the Deift/Zhou steepest descent method to analyze the RH problem asymptotically. The key step in the asymptotic analysis will be the construction of a parametrix near the singular endpoint, for which we use the model RH problem for the special solution of the P _I ² equation. In addition, the RH method allows us to determine the asymptotics (in a double scaling limit) of the recurrence coefficients of the orthogonal polynomials with respect to the varying weights on . The special solution of the P _I ² equation pops up in the n ^−2/7-term of the asymptotics.     

Singular Values of Products of Ginibre Random Matrices,Multiple Orthogonal Polynomials and Hard Edge Scaling Limits

Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation kernel that can be expressed in terms of Meijer G-functions. We show that this point process can be interpreted as a multiple orthogonal polynomial ensemble. We give integral representations for the relevant multiple orthogonal polynomials and a new double contour integral for the correlation kernel, which allows us to find its scaling limits at the origin (hard edge). The limiting kernels generalize the classical Bessel kernels. For M = 2 they coincide with the scaling limits found by Bertola, Gekhtman, and Szmigielski in the Cauchy–Laguerre two-matrix model, which indicates that these kernels represent a new universality class in random matrix theory.     

On the Law of Multiplication of Random Matrices

We recover Voiculescu's results on multiplicative free convolutions of probability measures by different techniques which were already developed by Pastur and Vasilchuk for the law of addition of random matrices. Namely, we study the normalized eigenvalue counting measure of the product of two n×n unitary matrices and the measure of the product of three n×n Hermitian (or real symmetric) positive matrices rotated independently by random unitary (or orthogonal) Haar distributed matrices. We establish the convergence in probability as n to a limiting nonrandom measure and obtain functional equations for the Herglotz and Stieltjes transforms of that limiting measure.     

Laser-Induced Flourescence Excitation Spectroscopy and Photophysics of Naphthalene Bichromophoric Molecules in Supersonic Jets

We present studies of interchromophore interactions under supersonic jet conditions in a large number of dinaphthyl bichromophoric molecules by measuring their laser-induced fluorescence (LIF) excitation spectra. The molecules are composed of two naphthalene chromophores connected by an n-methylene bridge. The length of the bridge was varied as a function of the number of methylene units (n = 0, 1, 2, 4, 6), of the general type NnN(i,j), were N denotes naphthalene moiety, n the number of methylene units in the bridge, and (i,j) are the or positions of the bridge at each of the chromophores. We obtained high-quality LIF spectra of these bichromophoric olecules. In the molecules N1N(2,2), N1N(1,2), N2N(2,2), and N2N(1,2), the spectrum is characterized by an intense 0–0 region, with series of low-frequency progressions. These progressions are assigned as vibrational modes of the bridge. The appearance of several series of progressions is explained either by the excitation of different chromophores (in the mixed molecules) or by the excitation of different populated conformers. The spectrum of N4N(1,1) is different in several aspects from these spectra. The origin is shifted farther to the red, to 31,402 cm^–1. Low-frequency progressions or other transitions are not observed near the origin, but typical intrachromophore naphthalene vibrations are intense. The spectra of N6N(1,1) and N6N(2,2) are also characterized by intense intrachromophore vibrations, however, the spectrum of N6N(2,2) is very complicated due to many populated conformations, while that of N6N(1,1) is more simple.     

Universality in Orthogonal and Symplectic Invariant Matrix Models with Quartic Potential

In this work, we develop an orthogonal-polynomials approach for random matrices with orthogonal or symplectic invariant laws, called one-matrix models with polynomial potential in theoretical physics, which are a generalization of Gaussian random matrices. The representation of the correlation functions in these matrix models, via the technique of quaternion determinants, makes use of matrix kernels. We get new formulas for matrix kernels, generalizing the known formulas for Gaussian random matrices, which essentially express them in terms of the reproducing kernel of the theory of orthogonal polynomials. Finally, these formulas allow us to prove the universality of the local statistics of eigenvalues, both in the bulk and at the edge of the spectrum, for matrix models with two-band quartic potential by using the asymptotics given by Bleher and Its for the corresponding orthogonal polynomials.     

Green's functions in Bianchi type-I spaces. Relation between Minkowski and Euclidean approaches

A theory is considered for a free scalar field with a conformal connection in a curved space-time with a Bianchi type-I metric. A representation is obtained for the Green's functionGin<0¦T(x)(x)¦0> _in in the form of an integral of a Schwinger-DeWitt kernel along a contour in a plane of complex-valued proper time. It is shown how a transition may be accomplished from Green's functions in space with the Euclidean signature to Green's functions in space with Minkowski signature and vice versa.Translated from Izvestiya Vyssnikh Uchebnykh Zavedenii, Fizika, No. 6, pp. 20–27, June, 1988.     

Universality for Orthogonal and Symplectic Laguerre-Type Ensembles

We give a proof of the Universality Conjecture for orthogonal (β=1) and symplectic (β=4) random matrix ensembles of Laguerre-type in the bulk of the spectrum as well as at the hard and soft spectral edges. Our results are stated precisely in the Introduction (Theorems 1.1, 1.4, 1.6 and Corollaries 1.2, 1.5, 1.7). They concern the appropriately rescaled kernels K _{n, β}, correlation and cluster functions, gap probabilities and the distributions of the largest and smallest eigenvalues. Corresponding results for unitary (β=2) Laguerre-type ensembles have been proved by the fourth author in Ref. 23. The varying weight case at the hard spectral edge was analyzed in Ref. 13 for β=2: In this paper we do not consider varying weights. Our proof follows closely the work of the first two authors who showed in Refs. 7, 8 analogous results for Hermite-type ensembles. As in Refs. 7, 8 we use the version of the orthogonal polynomial method presented in Refs. 22, 25, to analyze the local eigenvalue statistics. The necessary asymptotic information on the Laguerre-type orthogonal polynomials is taken from Ref. 23.     

Taylor and Padé analysis of the level spacing distributions of random-matrix ensembles

We construct the distributionP(S) of nearest-neighbor level spacings for the orthogonal, unitary, and symplectic ensembles of (Hermitian and unitary) random matrices in the limit of large dimension. The Taylor expansion ofP(S) aroundS=0 is given explicitly to arbitrarily high orders. By employing a diagonal Padé approximation we interpolate between the small-S behavior given by the Taylor expansion and the rigorously known asymptotic form at largeS.