Characteristic polynomials of real symmetric random matrices

Citation
E. Brezin et S. Hikami, Characteristic polynomials of real symmetric random matrices, COMM MATH P, 223(2), 2001, pp. 363-382
Citations number
24
Categorie Soggetti
Physics
Journal title
COMMUNICATIONS IN MATHEMATICAL PHYSICS
ISSN journal
00103616 → ACNP
Volume
223
Issue
2
Year of publication
2001
Pages
363 - 382
Database
ISI
SICI code
0010-3616(200110)223:2<363:CPORSR>2.0.ZU;2-9
Abstract
The correlation functions of the random variables det(lambda - X), in which X is an hermitian N x N random matrix, are known to exhibit universal loca l statistics in the large N limit. We study here the correlation of those s ame random variables for real symmetric matrices (GOE). The derivation reli es on an exact dual representation of the problem: the k-point functions ar e expressed in terms of finite integrals over (quaternionic) k x k matrices . However the control of the Dyson limit, in which the distance of the vari ous parameters X's is of the order of the mean spacing, requires an integra tion over the symplectic group. It is shown that a generalization of the It zykson-Zuber method holds for this problem, but contrary to the unitary cas e, the semi-classical result requires a finite number of corrections to be exact. We have also considered the problem of an external matrix source cou pled to the random matrix, and obtain explicit integral formulae, which are useful for the analysis of the large N limit.