Double scaling limits of random matrices and minimal (2m,1) models: the merging of two cuts in a degenerate case

In this article, we show that the double scaling limit correlation functions of a random matrix model when two cuts merge with degeneracy $2m$ (i.e. when $y\sim x^{2m}$ for arbitrary values of the integer $m$) are the same as the determinantal formulae defined by conformal $(2m,1)$ models. Our approach follows the one developed by Berg\`{e}re and Eynard in \cite{BergereEynard} and uses a Lax pair representation of the conformal $(2m,1)$ models (giving Painlev\'e II integrable hierarchy) as suggested by Bleher and Eynard in \cite{BleherEynard}. In particular we define Baker-Akhiezer functions associated to the Lax pair to construct a kernel which is then used to compute determinantal formulae giving the correlation functions of the double scaling limit of a matrix model near the merging of two cuts.Comment: 37 pages, 4 figures. Presentation improved, typos corrected. Published in Journal Of Statistical Mechanic

Correlation Functions of Complex Matrix Models

For a restricted class of potentials (harmonic+Gaussian potentials), we express the resolvent integral for the correlation functions of simple traces of powers of complex matrices of size $N$, in term of a determinant; this determinant is function of four kernels constructed from the orthogonal polynomials corresponding to the potential and from their Cauchy transform. The correlation functions are a sum of expressions attached to a set of fully packed oriented loops configurations; for rotational invariant systems, explicit expressions can be written for each configuration and more specifically for the Gaussian potential, we obtain the large $N$ expansion ('t Hooft expansion) and the so-called BMN limit.Comment: latex BMN.tex, 7 files, 6 figures, 30 pages (v2 for spelling mistake and added reference) [http://www-spht.cea.fr/articles/T05/174

Mixed correlation function and spectral curve for the 2-matrix model

We compute the mixed correlation function in a way which involves only the orthogonal polynomials with degrees close to $n$, (in some sense like the Christoffel Darboux theorem for non-mixed correlation functions). We also derive new representations for the differential systems satisfied by the biorthogonal polynomials, and we find new formulae for the spectral curve. In particular we prove the conjecture of M. Bertola, claiming that the spectral curve is the same curve which appears in the loop equations.Comment: latex, 1 figure, 55 page

Enumeration of maps with self avoiding loops and the O(n) model on random lattices of all topologies

We compute the generating functions of a O(n) model (loop gas model) on a random lattice of any topology. On the disc and the cylinder, they were already known, and here we compute all the other topologies. We find that the generating functions (and the correlation functions of the lattice) obey the topological recursion, as usual in matrix models, i.e they are given by the symplectic invariants of their spectral curve.Comment: pdflatex, 89 pages, 12 labelled figures (15 figures at all), minor correction

Some properties of angular integrals

We find new representations for Itzykson-Zuber like angular integrals for arbitrary beta, in particular for the orthogonal group O(n), the unitary group U(n) and the symplectic group Sp(2n). We rewrite the Haar measure integral, as a flat Lebesge measure integral, and we deduce some recursion formula on n. The same methods gives also the Shatashvili's type moments. Finally we prove that, in agreement with Brezin and Hikami's observation, the angular integrals are linear combinations of exponentials whose coefficients are polynomials in the reduced variables (x_i-x_j)(y_i-y_j).Comment: 43 pages, Late

Higher Order Analogues of Tracy-Widom Distributions via the Lax Method

We study the distribution of the largest eigenvalue in formal Hermitian one-matrix models at multicriticality, where the spectral density acquires an extra number of k-1 zeros at the edge. The distributions are directly expressed through the norms of orthogonal polynomials on a semi-infinite interval, as an alternative to using Fredholm determinants. They satisfy non-linear recurrence relations which we show form a Lax pair, making contact to the string literature in the early 1990's. The technique of pseudo-differential operators allows us to give compact expressions for the logarithm of the gap probability in terms of the Painleve XXXIV hierarchy. These are the higher order analogues of the Tracy-Widom distribution which has k=1. Using known Backlund transformations we show how to simplify earlier equivalent results that are derived from Fredholm determinant theory, valid for even k in terms of the Painleve II hierarchy.Comment: 24 pages. Improved discussion of Backlund transformations, in addition to other minor improvements in text. Typos corrected. Matches published versio

Large N expansions and Painlev\'e hierarchies in the Hermitian matrix model

We present a method to characterize and compute the large N formal asymptotics of regular and critical Hermitian matrix models with general even potentials in the one-cut and two-cut cases. Our analysis is based on a method to solve continuum limits of the discrete string equation which uses the resolvent of the Lax operator of the underlying Toda hierarchy. This method also leads to an explicit formulation, in terms of coupling constants and critical parameters, of the members of the Painlev\'e I and Painlev\'e II hierarchies associated with one-cut and two-cut critical models respectively

A Matrix model for plane partitions

We construct a matrix model equivalent (exactly, not asymptotically), to the random plane partition model, with almost arbitrary boundary conditions. Equivalently, it is also a random matrix model for a TASEP-like process with arbitrary boundary conditions. Using the known solution of matrix models, this method allows to find the large size asymptotic expansion of plane partitions, to ALL orders. It also allows to describe several universal regimes.Comment: Latex, 41 figures. Misprints and corrections. Changing the term TASEP to self avoiding particle porces

Skew-orthogonal Laguerre polynomials for chiral real asymmetric random matrices

We apply the method of skew-orthogonal polynomials (SOP) in the complex plane to asymmetric random matrices with real elements, belonging to two different classes. Explicit integral representations valid for arbitrary weight functions are derived for the SOP and for their Cauchy transforms, given as expectation values of traces and determinants or their inverses, respectively. Our proof uses the fact that the joint probability distribution function for all combinations of real eigenvalues and complex conjugate eigenvalue pairs can be written as a product. Examples for the SOP are given in terms of Laguerre polynomials for the chiral ensemble (also called the non-Hermitian real Wishart-Laguerre ensemble), both without and with the insertion of characteristic polynomials. Such characteristic polynomials play the role of mass terms in applications to complex Dirac spectra in field theory. In addition, for the elliptic real Ginibre ensemble we recover the SOP of Forrester and Nagao in terms of Hermite polynomials

On the large N limit of matrix integrals over the orthogonal group

We reexamine the large N limit of matrix integrals over the orthogonal group O(N) and their relation with those pertaining to the unitary group U(N). We prove that lim_{N to infty} N^{-2} \int DO exp N tr JO is half the corresponding function in U(N), and a similar relation for lim_{N to infty} \int DO exp N tr(A O B O^t), for A and B both symmetric or both skew symmetric.Comment: 12 page