Products and Ratios of Characteristic Polynomials of Random Hermitian Matrices

We present new and streamlined proofs of various formulae for products and ratios of characteristic polynomials of random Hermitian matrices that have appeared recently in the literature.Comment: 18 pages, LaTe

Integrable theory of quantum transport in chaotic cavities

The problem of quantum transport in chaotic cavities with broken time-reversal symmetry is shown to be completely integrable in the universal limit. This observation is utilised to determine the cumulants and the distribution function of conductance for a cavity with ideal leads supporting an arbitrary number $n$ of propagating modes. Expressed in terms of solutions to the fifth Painlev\'e transcendent and/or the Toda lattice equation, the conductance distribution is further analysed in the large-$n$ limit that reveals long exponential tails in the otherwise Gaussian curve.Comment: 4 pages; final version to appear in Physical Review Letter

Fermionic construction of partition functions for two-matrix models and perturbative Schur function expansions

A new representation of the 2N fold integrals appearing in various two-matrix models that admit reductions to integrals over their eigenvalues is given in terms of vacuum state expectation values of operator products formed from two-component free fermions. This is used to derive the perturbation series for these integrals under deformations induced by exponential weight factors in the measure, expressed as double and quadruple Schur function expansions, generalizing results obtained earlier for certain two-matrix models. Links with the coupled two-component KP hierarchy and the two-component Toda lattice hierarchy are also derived.Comment: Submitted to: "Random Matrices, Random Processes and Integrable Systems", Special Issue of J. Phys. A, based on the Centre de recherches mathematiques short program, Montreal, June 20-July 8, 200

Compact smallest eigenvalue expressions in Wishart-Laguerre ensembles with or without fixed-trace

The degree of entanglement of random pure states in bipartite quantum systems can be estimated from the distribution of the extreme Schmidt eigenvalues. For a bipartition of size M\geq N, these are distributed according to a Wishart-Laguerre ensemble (WL) of random matrices of size N x M, with a fixed-trace constraint. We first compute the distribution and moments of the smallest eigenvalue in the fixed trace orthogonal WL ensemble for arbitrary M\geq N. Our method is based on a Laplace inversion of the recursive results for the corresponding orthogonal WL ensemble by Edelman. Explicit examples are given for fixed N and M, generalizing and simplifying earlier results. In the microscopic large-N limit with M-N fixed, the orthogonal and unitary WL distributions exhibit universality after a suitable rescaling and are therefore independent of the constraint. We prove that very recent results given in terms of hypergeometric functions of matrix argument are equivalent to more explicit expressions in terms of a Pfaffian or determinant of Bessel functions. While the latter were mostly known from the random matrix literature on the QCD Dirac operator spectrum, we also derive some new results in the orthogonal symmetry class.Comment: 25 pag., 4 fig - minor changes, typos fixed. To appear in JSTA

Derivation of determinantal structures for random matrix ensembles in a new way

There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a new approach to calculate averages over ratios of characteristic polynomials. At first sight paradoxically, one can coin our approach "supersymmetry without supersymmetry" because we use structures from supersymmetry without actually mapping onto superspaces. We address two kinds of integrals which cover a wide range of applications for random matrix ensembles. For probability densities factorizing in the eigenvalues we find determinantal structures in a unifying way. As a new application we derive an expression for the k-point correlation function of an arbitrary rotation invariant probability density over the Hermitian matrices in the presence of an external field.Comment: 36 pages; 2 table

Correlation Functions for \beta=1 Ensembles of Matrices of Odd Size

Using the method of Tracy and Widom we rederive the correlation functions for \beta=1 Hermitian and real asymmetric ensembles of N x N matrices with N odd.Comment: 15 page