We establish a new connection between moments of n × n random matrices Xn and hypergeometric orthogonal polynomials. Specifically, we consider moments E Tr X −s n as a function of the complex variable s ∈ C, whose analytic structure we describe completely. We discover several remarkable features, including a reflection symmetry (or functional equation), zeros on a critical line in the complex plane, and orthogonality relations. An application of the theory resolves part of an integrality conjecture of Cunden et al. [F. D. Cunden, F. Mezzadri, N. J. Simm and P. Vivo, J. Math. Phys. 57 (2016)] on the time-delay matrix of chaotic cavities. In each of the classical ensembles of random matrix theory (Gaussian, Laguerre, Jacobi) we characterise the moments in terms of the Askey scheme of hypergeometric orthogonal polynomials. We also calculate the leading order n → ∞ asymptotics of the moments and discuss their symmetries and zeroes. We discuss aspects of these phenomena beyond the random matrix setting, including the Mellin transform of products and Wronskians of pairs of classical orthogonal polynomials. When the random matrix model has orthogonal or symplectic symmetry, we obtain a new duality formula relating their moments to hypergeometric orthogonal polynomials. Contents 48References 50 1 arXiv:1805.08760v5 [math-ph]
We consider the 1/N -expansion of the moments of the proper delay times for a ballistic chaotic cavity supporting N scattering channels. In the random matrix approach, these moments correspond to traces of negative powers of Wishart matrices. For systems with and without broken time reversal symmetry (Dyson indices β = 1 and β = 2) we obtain a recursion relation, which efficiently generates the coefficients of the 1/N -expansion of the moments. The integrality of these coefficients and their possible diagrammatic interpretation is discussed.
The free energy at zero temperature of Coulomb gas systems in generic dimension is considered as a function of a volume constraint. The transition between the 'pulled' and the 'pushed' phases is characterised as a third-order phase transition, in all dimensions and for a rather large class of isotropic potentials. This suggests that the critical behaviour of the free energy at the 'pulled-to-pushed' transition may be universal, i.e., to some extent independent of the dimension and the details of the pairwise interaction.
In the last decade, spectral linear statistics on large dimensional random matrices have attracted significant attention. Within the physics community, a privileged role has been played by invariant matrix ensembles for which a two dimensional Coulomb gas analogy is available. We present a critical revision of the Coulomb gas method in Random Matrix Theory (RMT) borrowing language and tools from Large Deviations Theory. This allows us to formalize an equivalent, but more effective and quicker route toward RMT free energy calculations. Moreover, we argue that this more modern viewpoint is likely to shed further light on the interesting issues of weak phase transitions and evaporation phenomena recently observed in RMT.
There is a close connection between the ground state of non-interacting fermions in a box with classical (absorbing, reflecting, and periodic) boundary conditions and the eigenvalue statistics of the classical compact groups. The associated determinantal point processes can be extended in two natural directions: (i) we consider the full family of admissible quantum boundary conditions (i.e., self-adjoint extensions) for the Laplacian on a bounded interval, and the corresponding projection correlation kernels; (ii) we construct the grand canonical extensions at finite temperature of the projection kernels, interpolating from Poisson to random matrix eigenvalue statistics. The scaling limits in the bulk and at the edges are studied in a unified framework, and the question of universality is addressed. Whether the finite temperature determinantal processes correspond to the eigenvalue statistics of some matrix models is, a priori, not obvious. We complete the picture by constructing a finite temperature extension of the Haar measure on the classical compact groups. The eigenvalue statistics of the resulting grand canonical matrix models (of random size) corresponds exactly to the grand canonical measure of free fermions with classical boundary conditions.
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