The PDEs of biorthogonal polynomials arising in the two-matrix model

The two-matrix model can be solved by introducing bi-orthogonal polynomials. In the case the potentials in the measure are polynomials, finite sequences of bi-orthogonal polynomials (called "windows") satisfy polynomial ODEs as well as deformation equations (PDEs) and finite difference equations (Delta-E) which are all Frobenius compatible and define discrete and continuous isomonodromic deformations for the irregular ODE, as shown in previous works of ours. In the one matrix model an explicit and concise expression for the coefficients of these systems is known and it allows to relate the partition function with the isomonodromic tau-function of the overdetermined system. Here, we provide the generalization of those expressions to the case of bi-orthogonal polynomials, which enables us to compute the determinant of the fundamental solution of the overdetermined system of ODE+PDEs+Delta-E.Comment: 20 pages v1 18 Nov 2003; v2 9 Jan 2004: trivial Latex mistake correcte

The Cauchy two-matrix model

We introduce a new class of two(multi)-matrix models of positive Hermitean matrices coupled in a chain; the coupling is related to the Cauchy kernel and differs from the exponential coupling more commonly used in similar models. The correlation functions are expressed entirely in terms of certain biorthogonal polynomials and solutions of appropriate Riemann-Hilbert problems, thus paving the way to a steepest descent analysis and universality results. The interpretation of the formal expansion of the partition function in terms of multicolored ribbon-graphs is provided and a connection to the O(1) model. A steepest descent analysis of the partition function reveals that the model is related to a trigonal curve (three-sheeted covering of the plane) much in the same way as the Hermitean matrix model is related to a hyperelliptic curve.Comment: 34 pages, 2 figures. V2: changes only to metadat

Large N expansion of the 2-matrix model

We present a method, based on loop equations, to compute recursively all the terms in the large $N$ topological expansion of the free energy for the 2-hermitian matrix model. We illustrate the method by computing the first subleading term, i.e. the free energy of a statistical physics model on a discretized torus.Comment: 41 pages, 9 figures eps

Second and Third Order Observables of the Two-Matrix Model

In this paper we complement our recent result on the explicit formula for the planar limit of the free energy of the two-matrix model by computing the second and third order observables of the model in terms of canonical structures of the underlying genus g spectral curve. In particular we provide explicit formulas for any three-loop correlator of the model. Some explicit examples are worked out.Comment: 22 pages, v2 with added references and minor correction

Spectra of random Hermitian matrices with a small-rank external source: supercritical and subcritical regimes

Random Hermitian matrices with a source term arise, for instance, in the study of non-intersecting Brownian walkers \cite{Adler:2009a, Daems:2007} and sample covariance matrices \cite{Baik:2005}. We consider the case when the $n\times n$ external source matrix has two distinct real eigenvalues: $a$ with multiplicity $r$ and zero with multiplicity $n-r$. The source is small in the sense that $r$ is finite or $r=\mathcal O(n^\gamma)$, for $0< \gamma<1$. For a Gaussian potential, P\'ech\'e \cite{Peche:2006} showed that for $|a|$ sufficiently small (the subcritical regime) the external source has no leading-order effect on the eigenvalues, while for $|a|$ sufficiently large (the supercritical regime) $r$ eigenvalues exit the bulk of the spectrum and behave as the eigenvalues of $r\times r$ Gaussian unitary ensemble (GUE). We establish the universality of these results for a general class of analytic potentials in the supercritical and subcritical regimes.Comment: 41 pages, 4 figure

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

The dependence on the monodromy data of the isomonodromic tau function

[Note: important Corrigendum now available at arXiv:1601.04790] The isomonodromic tau function defined by Jimbo-Miwa-Ueno vanishes on the Malgrange's divisor of generalized monodromy data for which a vector bundle is nontrivial, or, which is the same, a certain Riemann-Hilbert problem has no solution. In their original work, Jimbo, Miwa, Ueno did not derive the dependence on the (generalized) monodromy data (i.e. monodromy representation and Stokes' parameters). We fill the gap by providing a (simpler and more general) description in which all the parameters of the problem (monodromy-changing and monodromy-preserving) are dealt with at the same level. We thus provide variational formulae for the isomonodromic tau function with respect to the (generalized) monodromy data. The construction applies more generally: given any (sufficiently well-behaved) family of Riemann-Hilbert problems (RHP) where the jump matrices depend arbitrarily on deformation parameters, we can construct a one-form Omega (not necessarily closed) on the deformation space (Malgrange's differential), defined off Malgrange's divisor. We then introduce the notion of discrete Schlesinger transformation: it means that we allow the solution of the RHP to have poles (or zeros) at prescribed point(s). Even if Omega is not closed, its difference evaluated along the original solution and the transformed one, is shown to be the logarithmic differential (on the deformation space) of a function. As a function of the position of the points of the Schlesinger transformation, yields a natural generalization of Sato formula for the Baker-Akhiezer vector even in the absence of a tau function, and it realizes the solution of the RHP as such BA vector. Some exemples (Painleve' II and finite Toplitz/Hankel determinants) are provided.Comment: 34 pages, 7 figures. An important "Corrigendum" is now available as arXiv:1601.0479

Meromorphic differentials with imaginary periods on degenerating hyperelliptic curves

We provide a direct and explicit proof that imaginary (real) normalized differentials of the second kind with prescribed polar part do not develop additional singularities as the underlying hyperelliptic Riemann surface degenerates in an arbitrary way

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