B. Eynard, CORRELATION-FUNCTIONS OF EIGENVALUES OF MULTIMATRIX MODELS, AND THE LIMIT OF A TIME-DEPENDENT MATRIX, Journal of physics. A, mathematical and general (Print), 31(40), 1998, pp. 8081-8102
The universality of correlation functions of eigenvalues of large rand
om matrices has been observed in various physical systems, and proved
in some particular cases, as the Hermitian one-matrix model with polyn
omial potential. Here, we consider the more difficult case of a unidim
ensional chain of Hermitian matrices with first-neighbour couplings an
d polynomial potentials. An asymptotic expression of the orthogonal po
lynomials and a generalization of the Darboux-Christoffel theorem allo
w us to find new results for the correlations of eigenvalues of differ
ent matrices of the chain. Eventually, we consider the limit of the in
finite chain of matrices, which can be interpreted as a time-dependent
Hermitian one-matrix model, and give the correlation functions of eig
envalues at different times.