Universal relation between Green's functions in random matrix theory

We prove that in random matrix theory there exists a universal relation between the one-point Green's function $G$ and the connected two- point Green's function $G_c$ given by \vfill N^2 G_c(z,w) = {\part^2 \over \part z \part w} \log (({G(z)- G(w) \over z -w}) + {\rm {irrelevant \ factorized \ terms.}} This relation is universal in the sense that it does not depend on the probability distribution of the random matrices for a broad class of distributions, even though $G$ is known to depend on the probability distribution in detail. The universality discussed here represents a different statement than the universality we discovered a couple of years ago, which states that $a^2 G_c(az, aw)$ is independent of the probability distribution, where $a$ denotes the width of the spectrum and depends sensitively on the probability distribution. It is shown that the universality proved here also holds for the more general problem of a Hamiltonian consisting of the sum of a deterministic term and a random term analyzed perturbatively by Br\'ezin, Hikami, and Zee.Comment: 34 pages, macros appended (shorts, defs, boldchar), hard figures or PICT figure files available from: [email protected]

Law of addition in random matrix theory

We discuss the problem of adding random matrices, which enable us to study Hamiltonians consisting of a deterministic term plus a random term. Using a diagrammatic approach and introducing the concept of ``gluon connectedness," we calculate the density of energy levels for a wide class of probability distributions governing the random term, thus generalizing a result obtained recently by Br\'ezin, Hikami, and Zee. The method used here may be applied to a broad class of problems involving random matrices.Comment: 17 pages, Latex with special macro appended, hard figs available from: [email protected]

Universal Spectral Correlation between Hamiltonians with Disorder

We study the correlation between the energy spectra of two disordered Hamiltonians of the form $H_a=H_{0a}+s_{a}\varphi$ ($a=1,2$) with $H_{0a}$ and $\varphi$ drawn from random distributions. We calculate this correlation function explicitly and show that it has a simple universal form for a broad class of random distributions.Comment: 9 pages, Jnl.tex Version 0.3 (version taken from the bulletin board), NSF-ITP-93-13

On an Airy matrix model with a logarithmic potential

The Kontsevich-Penner model, an Airy matrix model with a logarithmic potential, may be derived from a simple Gaussian two-matrix model through a duality. In this dual version the Fourier transforms of the n-point correlation functions can be computed in closed form. Using Virasoro constraints, we find that in addition to the parameters $t_n$, which appears in the KdV hierarchies, one needs to introduce here half-integer indices $t_{n/2}$ . The free energy as a function of those parameters may be obtained from these Virasoro constraints. The large N limit follows from the solution to an integral equation. This leads to explicit computations for a number of topological invariants.Comment: 35 page

Intersection theory from duality and replica

Kontsevich's work on Airy matrix integrals has led to explicit results for the intersection numbers of the moduli space of curves. In this article we show that a duality between k-point functions on $N\times N$ matrices and N-point functions of $k\times k$ matrices, plus the replica method, familiar in the theory of disordered systems, allows one to recover Kontsevich's results on the intersection numbers, and to generalize them to other models. This provides an alternative and simple way to compute intersection numbers with one marked point, and leads also to some new results

Intersection numbers of Riemann surfaces from Gaussian matrix models

We consider a Gaussian random matrix theory in the presence of an external matrix source. This matrix model, after duality (a simple version of the closed/open string duality), yields a generalized Kontsevich model through an appropriate tuning of the external source. The n-point correlation functions of this theory are shown to provide the intersection numbers of the moduli space of curves with a p-spin structure, n marked points and top Chern class. This sheds some light on Witten's conjecture on the relationship with the pth-KdV equation

Oscillating density of states near zero energy for matrices made of blocks with possible application to the random flux problem

We consider random hermitian matrices made of complex blocks. The symmetries of these matrices force them to have pairs of opposite real eigenvalues, so that the average density of eigenvalues must vanish at the origin. These densities are studied for finite $N\times N$ matrices in the Gaussian ensemble. In the large $N$ limit the density of eigenvalues is given by a semi-circle law. However, near the origin there is a region of size $1\over N$ in which this density rises from zero to the semi-circle, going through an oscillatory behavior. This cross-over is calculated explicitly by various techniques. We then show to first order in the non-Gaussian character of the probability distribution that this oscillatory behavior is universal, i.e. independent of the probability distribution. We conjecture that this universality holds to all orders. We then extend our consideration to the more complicated block matrices which arise from lattices of matrices considered in our previous work. Finally, we study the case of random real symmetric matrices made of blocks. By using a remarkable identity we are able to determine the oscillatory behavior in this case also. The universal oscillations studied here may be applicable to the problem of a particle propagating on a lattice with random magnetic flux.Comment: 47 pages, regular LateX, no figure

An Extension of Level-spacing Universality

Dyson's short-distance universality of the correlation functions implies the universality of P(s), the level-spacing distribution. We first briefly review how this property is understood for unitary invariant ensembles and consider next a Hamiltonian H = H_0+ V , in which H_0 is a given, non-random, N by N matrix, and V is an Hermitian random matrix with a Gaussian probability distribution. n-point correlation function may still be expressed as a determinant of an n by n matrix, whose elements are given by a kernel $K(\lambda,\mu)$ as in the H_0=0 case. From this representation we can show that Dyson's short-distance universality still holds. We then conclude that P(s) is independent of H_0.Comment: 12 pages, Revte

Characteristic polynomials of random matrices at edge singularities

We have discussed earlier the correlation functions of the random variables \det(\la-X) in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the appropriate units of the level spacing. When the \la's, instead of belonging to the bulk of the spectrum, approach the edge, a cross-over takes place to an Airy or to a Bessel problem, and we consider here these modified classes of universality. Furthermore, when an external matrix source is added to the probability distribution of $X$, various new phenomenons may occur and one can tune the spectrum of this source matrix to new critical points. Again there are remarkably simple formulae for arbitrary source matrices, which allow us to compute the moments of the characteristic polynomials in these cases as well.Comment: 22 pages, late

Universal singularity at the closure of a gap in a random matrix theory

We consider a Hamiltonian $H = H_0+ V$, in which $H_0$ is a given non-random Hermitian matrix,and $V$ is an $N \times N$ Hermitian random matrix with a Gaussian probability distribution.We had shown before that Dyson's universality of the short-range correlations between energy levels holds at generic points of the spectrum independently of $H_{0}$. We consider here the case in which the spectrum of $H_{0}$ is such that there is a gap in the average density of eigenvalues of $H$ which is thus split into two pieces. When the spectrum of $H_{0}$ is tuned so that the gap closes, a new class of universality appears for the energy correlations in the vicinity of this singular point.Comment: 20pages, Revtex, to be published in Phys. Rev.