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) 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 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 arbitrary invariant ensemble of $\beta=2$ symmetry class.Comment: 34page

An exact formula for general spectral correlation function of random Hermitian matrices

We have found an exact formula expressing a general correlation function containing both products and ratios of characteristic polynomials of random Hermitian matrices. The answer is given in the form of a determinant. An essential difference from the previously studied correlation functions (of products only) is the appearance of non-polynomial functions along with the orthogonal polynomials. These non-polynomial functions are the Cauchy transforms of the orthogonal polynomials. The result is valid for any ensemble of beta=2 symmetry class and generalizes recent asymptotic formulae obtained for GUE and its chiral counterpart by different methods..Comment: published version, with a few misprints correcte

Spectra of observables in the q-oscillator and q-analogue of the Fourier transform

Spectra of the position and momentum operators of the Biedenharn-Macfarlane q-oscillator (with the main relation aa^+-qa^+a=1) are studied when q>1. These operators are symmetric but not self-adjoint. They have a one-parameter family of self-adjoint extensions. These extensions are derived explicitly. Their spectra and eigenfunctions are given. Spectra of different extensions do not intersect. The results show that the creation and annihilation operators a^+ and a of the q-oscillator for q>1 cannot determine a physical system without further more precise definition. In order to determine a physical system we have to choose appropriate self-adjoint extensions of the position and momentum operators.Comment: Published in SIGMA (Symmetry, Integrability and Geometry: Methods and Applications) at http://www.emis.de/journals/SIGMA

Moment determinants as isomonodromic tau functions

We consider a wide class of determinants whose entries are moments of the so-called semiclassical functionals and we show that they are tau functions for an appropriate isomonodromic family which depends on the parameters of the symbols for the functionals. This shows that the vanishing of the tau-function for those systems is the obstruction to the solvability of a Riemann-Hilbert problem associated to certain classes of (multiple) orthogonal polynomials. The determinants include Haenkel, Toeplitz and shifted-Toeplitz determinants as well as determinants of bimoment functionals and the determinants arising in the study of multiple orthogonality. Some of these determinants appear also as partition functions of random matrix models, including an instance of a two-matrix model.Comment: 24 page

Semiclassical asymptotics of orthogonal polynomials, Riemann-Hilbert problem, and universality in the matrix model

We derive semiclassical asymptotics for the orthogonal polynomials P_n(z) on the line with respect to the exponential weight \exp(-NV(z)), where V(z) is a double-well quartic polynomial, in the limit when n, N \to \infty. We assume that \epsilon \le (n/N) \le \lambda_{cr} - \epsilon for some \epsilon > 0, where \lambda_{cr} is the critical value which separates orthogonal polynomials with two cuts from the ones with one cut. Simultaneously we derive semiclassical asymptotics for the recursive coefficients of the orthogonal polynomials, and we show that these coefficients form a cycle of period two which drifts slowly with the change of the ratio n/N. The proof of the semiclassical asymptotics is based on the methods of the theory of integrable systems and on the analysis of the appropriate matrix Riemann-Hilbert problem. As an application of the semiclassical asymptotics of the orthogonal polynomials, we prove the universality of the local distribution of eigenvalues in the matrix model with the double-well quartic interaction in the presence of two cuts.Comment: 82 pages, published versio

Fibonacci numbers and orthogonal polynomials

We prove that the sequence $(1/F_{n+2})_{n\ge 0}$ of reciprocals of the Fibonacci numbers is a moment sequence of a certain discrete probability, and we identify the orthogonal polynomials as little $q$-Jacobi polynomials with $q=(1-\sqrt{5})/(1+\sqrt{5})$. We prove that the corresponding kernel polynomials have integer coefficients, and from this we deduce that the inverse of the corresponding Hankel matrices $(1/F_{i+j+2})$ have integer entries. We prove analogous results for the Hilbert matrices.Comment: A note dated June 2007 has been added with some historical comments. Some references have been added and complete

A Survey of Finite Algebraic Geometrical Structures Underlying Mutually Unbiased Quantum Measurements

The basic methods of constructing the sets of mutually unbiased bases in the Hilbert space of an arbitrary finite dimension are discussed and an emerging link between them is outlined. It is shown that these methods employ a wide range of important mathematical concepts like, e.g., Fourier transforms, Galois fields and rings, finite and related projective geometries, and entanglement, to mention a few. Some applications of the theory to quantum information tasks are also mentioned.Comment: 20 pages, 1 figure to appear in Foundations of Physics, Nov. 2006 two more references adde