Chiral Random Matrix Model for Critical Statistics

We propose a random matrix model that interpolates between the chiral random matrix ensembles and the chiral Poisson ensemble. By mapping this model on a non-interacting Fermi-gas we show that for energy differences less than a critical energy $E_c$ the spectral correlations are given by chiral Random Matrix Theory whereas for energy differences larger than $E_c$ the number variance shows a linear dependence on the energy difference with a slope that depends on the parameters of the model. If the parameters are scaled such that the slope remains fixed in the thermodynamic limit, this model provides a description of QCD Dirac spectra in the universality class of critical statistics. In this way a good description of QCD Dirac spectra for gauge field configurations given by a liquid of instantons is obtained.Comment: 21 pages, 3 figures, Latex; added two references and minor correction

Universal correlations in random matrices: quantum chaos, the 1/r21/r^2 integrable model, and quantum gravity

Random matrix theory (RMT) provides a common mathematical formulation of distinct physical questions in three different areas: quantum chaos, the 1-d integrable model with the $1/r^2$ interaction (the Calogero-Sutherland-Moser system), and 2-d quantum gravity. We review the connection of RMT with these areas. We also discuss the method of loop equations for determining correlation functions in RMT, and smoothed global eigenvalue correlators in the 2-matrix model for gaussian orthogonal, unitary and symplectic ensembles.Comment: 26 pages, LaTe

Random Matrix Theories in Quantum Physics: Common Concepts

We review the development of random-matrix theory (RMT) during the last decade. We emphasize both the theoretical aspects, and the application of the theory to a number of fields. These comprise chaotic and disordered systems, the localization problem, many-body quantum systems, the Calogero-Sutherland model, chiral symmetry breaking in QCD, and quantum gravity in two dimensions. The review is preceded by a brief historical survey of the developments of RMT and of localization theory since their inception. We emphasize the concepts common to the above-mentioned fields as well as the great diversity of RMT. In view of the universality of RMT, we suggest that the current development signals the emergence of a new "statistical mechanics": Stochasticity and general symmetry requirements lead to universal laws not based on dynamical principles.Comment: 178 pages, Revtex, 45 figures, submitted to Physics Report

Spectral Properties of Wigner Matrices

In these notes we review recent progress (and, in Section \ref{sec:ados}, we announce a new result) concerning the statistical properties of the spectrum of Wigner random matrices.Comment: 14 pages, contribution to the Proceedings of the Conference QMath 11 held in Hradec Kralove (Czechia) in September 201

A note on biorthogonal ensembles

We consider ensembles of random matrices, known as biorthogonal ensembles, whose eigenvalue probability density function can be written as a product of two determinants. These systems are closely related to multiple orthogonal functions. It is known that the eigenvalue correlation functions of such ensembles can be written as a determinant of a kernel function. We show that the kernel is itself an average of a single ratio of characteristic polynomials. In the same vein, we prove that the type I multiple polynomials can be expressed as an average of the inverse of a characteristic polynomial. We finally introduce a new biorthogonal matrix ensemble, namely the chiral unitary perturbed by a source term.Comment: 20 page