Painlev\'e V and time dependent Jacobi polynomials

In this paper we study the simplest deformation on a sequence of orthogonal polynomials, namely, replacing the original (or reference) weight $w_0(x)$ defined on an interval by $w_0(x)e^{-tx}.$ It is a well-known fact that under such a deformation the recurrence coefficients denoted as $\alpha_n$ and $\beta_n$ evolve in $t$ according to the Toda equations, giving rise to the time dependent orthogonal polynomials, using Sogo's terminology. The resulting "time-dependent" Jacobi polynomials satisfy a linear second order ode. We will show that the coefficients of this ode are intimately related to a particular Painlev\'e V. In addition, we show that the coefficient of $z^{n-1}$ of the monic orthogonal polynomials associated with the "time-dependent" Jacobi weight, satisfies, up to a translation in $t,$ the Jimbo-Miwa $\sigma$-form of the same $P_{V};$ while a recurrence coefficient $\alpha_n(t),$ is up to a translation in $t$ and a linear fractional transformation $P_{V}(\alpha^2/2,-\beta^2/2, 2n+1+\alpha+\beta,-1/2).$ These results are found from combining a pair of non-linear difference equations and a pair of Toda equations. This will in turn allow us to show that a certain Fredholm determinant related to a class of Toeplitz plus Hankel operators has a connection to a Painlev\'e equation

QCD in One Dimension at Nonzero Chemical Potential

Using an integration formula recently derived by Conrey, Farmer and Zirnbauer, we calculate the expectation value of the phase factor of the fermion determinant for the staggered lattice QCD action in one dimension. We show that the chemical potential can be absorbed into the quark masses; the theory is in the same chiral symmetry class as QCD in three dimensions at zero chemical potential. In the limit of a large number of colors and fixed number of lattice points, chiral symmetry is broken spontaneously, and our results are in agreement with expressions based on a chiral Lagrangian. In this limit, the eigenvalues of the Dirac operator are correlated according to random matrix theory for QCD in three dimensions. The discontinuity of the chiral condensate is due to an alternative to the Banks-Casher formula recently discovered for QCD in four dimensions at nonzero chemical potential. The effect of temperature on the average phase factor is discussed in a schematic random matrix model.Comment: Latex, 23 pages and 5 figures; Added two references and corrected several typo

Introduction to Random Matrices

These notes provide an introduction to the theory of random matrices. The central quantity studied is $\tau(a)= det(1-K)$ where $K$ is the integral operator with kernel 1/\pi} {\sin\pi(x-y)\over x-y} \chi_I(y). Here $I=\bigcup_j(a_{2j-1},a_{2j})$ and $\chi_I(y)$ is the characteristic function of the set $I$. In the Gaussian Unitary Ensemble (GUE) the probability that no eigenvalues lie in $I$ is equal to $\tau(a)$. Also $\tau(a)$ is a tau-function and we present a new simplified derivation of the system of nonlinear completely integrable equations (the $a_j$'s are the independent variables) that were first derived by Jimbo, Miwa, M{\^o}ri, and Sato in 1980. In the case of a single interval these equations are reducible to a Painlev{\'e} V equation. For large $s$ we give an asymptotic formula for $E_2(n;s)$, which is the probability in the GUE that exactly $n$ eigenvalues lie in an interval of length $s$.Comment: 44 page

Entanglement in Quantum Spin Chains, Symmetry Classes of Random Matrices, and Conformal Field Theory

We compute the entropy of entanglement between the first $N$ spins and the rest of the system in the ground states of a general class of quantum spin-chains. We show that under certain conditions the entropy can be expressed in terms of averages over ensembles of random matrices. These averages can be evaluated, allowing us to prove that at critical points the entropy grows like $\kappa\log_2 N + {\tilde \kappa}$ as $N\to\infty$, where $\kappa$ and ${\tilde \kappa}$ are determined explicitly. In an important class of systems, $\kappa$ is equal to one-third of the central charge of an associated Virasoro algebra. Our expression for $\kappa$ therefore provides an explicit formula for the central charge.Comment: 4 page

Applications and generalizations of Fisher-Hartwig asymptotics

Fisher-Hartwig asymptotics refers to the large $n$ form of a class of Toeplitz determinants with singular generating functions. This class of Toeplitz determinants occurs in the study of the spin-spin correlations for the two-dimensional Ising model, and the ground state density matrix of the impenetrable Bose gas, amongst other problems in mathematical physics. We give a new application of the original Fisher-Hartwig formula to the asymptotic decay of the Ising correlations above $T_c$, while the study of the Bose gas density matrix leads us to generalize the Fisher-Hartwig formula to the asymptotic form of random matrix averages over the classical groups and the Gaussian and Laguerre unitary matrix ensembles. Another viewpoint of our generalizations is that they extend to Hankel determinants the Fisher-Hartwig asymptotic form known for Toeplitz determinants.Comment: 25 page

The Probability of an Eigenvalue Number Fluctuation in an Interval of a Random Matrix Spectrum

We calculate the probability to find exactly $n$ eigenvalues in a spectral interval of a large random $N \times N$ matrix when this interval contains $s \ll N$ eigenvalues on average. The calculations exploit an analogy to the problem of finding a two-dimensional charge distribution on the interface of a semiconductor heterostructure under the influence of a split gate.Comment: 4 pages, postscrip

Eigenvalue correlations on Hyperelliptic Riemann surfaces

In this note we compute the functional derivative of the induced charge density, on a thin conductor, consisting of the union of g+1 disjoint intervals, $J:=\cup_{j=1}^{g+1}(a_j,b_j),$ with respect to an external potential. In the context of random matrix theory this object gives the eigenvalue fluctuations of Hermitian random matrix ensembles where the eigenvalue density is supported on J.Comment: latex 2e, seven pages, one figure. To appear in Journal of Physics

Gaussian Fluctuation in Random Matrices

Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal N}\rightarrow\infty$. We prove that $[N(L) - \langle N(L)\rangle]/\sqrt{\log L}$ has a Gaussian distribution when $L\rightarrow\infty$. This theorem, which requires control of all the higher moments of the distribution, elucidates numerical and exact results on chaotic quantum systems and on the statistics of zeros of the Riemann zeta function. \noindent PACS nos. 05.45.+b, 03.65.-wComment: 13 page

The two-dimensional two-component plasma plus background on a sphere : Exact results

An exact solution is given for a two-dimensional model of a Coulomb gas, more general than the previously solved ones. The system is made of a uniformly charged background, positive particles, and negative particles, on the surface of a sphere. At the special value $\Gamma = 2$ of the reduced inverse temperature, the classical equilibrium statistical mechanics is worked out~: the correlations and the grand potential are calculated. The thermodynamic limit is taken, and as it is approached the grand potential exhibits a finite-size correction of the expected universal form.Comment: 23 pages, Plain Te