Mixed Correlation Functions of the Two-Matrix Model

We compute the correlation functions mixing the powers of two non-commuting random matrices within the same trace. The angular part of the integration was partially known in the literature: we pursue the calculation and carry out the eigenvalue integration reducing the problem to the construction of the associated biorthogonal polynomials. The generating function of these correlations becomes then a determinant involving the recursion coefficients of the biorthogonal polynomials.Comment: 16 page

Large deviations of the maximal eigenvalue of random matrices

We present detailed computations of the 'at least finite' terms (three dominant orders) of the free energy in a one-cut matrix model with a hard edge a, in beta-ensembles, with any polynomial potential. beta is a positive number, so not restricted to the standard values beta = 1 (hermitian matrices), beta = 1/2 (symmetric matrices), beta = 2 (quaternionic self-dual matrices). This model allows to study the statistic of the maximum eigenvalue of random matrices. We compute the large deviation function to the left of the expected maximum. We specialize our results to the gaussian beta-ensembles and check them numerically. Our method is based on general results and procedures already developed in the literature to solve the Pastur equations (also called "loop equations"). It allows to compute the left tail of the analog of Tracy-Widom laws for any beta, including the constant term.Comment: 62 pages, 4 figures, pdflatex ; v2 bibliography corrected ; v3 typos corrected and preprint added ; v4 few more numbers adde

Universality of Nonperturbative Effects in c<1 Noncritical String Theory

Nonperturbative effects in c<1 noncritical string theory are studied using the two-matrix model. Such effects are known to have the form fixed by the string equations but the numerical coefficients have not been known so far. Using the method proposed recently, we show that it is possible to determine the coefficients for (p,q) string theory. We find that they are indeed finite in the double scaling limit and universal in the sense that they do not depend on the detailed structure of the potential of the two-matrix model.Comment: 17 page

Genus one contribution to free energy in hermitian two-matrix model

We compute an the genus 1 correction to free energy of Hermitian two-matrix model in terms of theta-functions associated to spectral curve arising in large N limit. We discuss the relationship of this expression to isomonodromic tau-function, Bergmann tau-function on Hurwitz spaces, G-function of Frobenius manifolds and determinant of Laplacian in a singular metric over spectral curve.Comment: 25 pages, detailed version of hep-th/040116

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

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

1/N21/N^2 correction to free energy in hermitian two-matrix model

Using the loop equations we find an explicit expression for genus 1 correction in hermitian two-matrix model in terms of holomorphic objects associated to spectral curve arising in large N limit. Our result generalises known expression for $F^1$ in hermitian one-matrix model. We discuss the relationship between $F^1$, Bergmann tau-function on Hurwitz spaces, G-function of Frobenius manifolds and determinant of Laplacian over spectral curve

Quantum curves for Hitchin fibrations and the Eynard-Orantin theory

We generalize the topological recursion of Eynard-Orantin (2007) to the family of spectral curves of Hitchin fibrations. A spectral curve in the topological recursion, which is defined to be a complex plane curve, is replaced with a generic curve in the cotangent bundle $T^*C$ of an arbitrary smooth base curve $C$. We then prove that these spectral curves are quantizable, using the new formalism. More precisely, we construct the canonical generators of the formal $\hbar$-deformation family of $D$-modules over an arbitrary projective algebraic curve $C$ of genus greater than $1$, from the geometry of a prescribed family of smooth Hitchin spectral curves associated with the $SL(2,\mathbb{C})$-character variety of the fundamental group $\pi_1(C)$. We show that the semi-classical limit through the WKB approximation of these $\hbar$-deformed $D$-modules recovers the initial family of Hitchin spectral curves.Comment: 34 page

Matrices coupled in a chain. I. Eigenvalue correlations

The general correlation function for the eigenvalues of $p$ complex hermitian matrices coupled in a chain is given as a single determinant. For this we use a slight generalization of a theorem of Dyson.Comment: ftex eynmeh.tex, 2 files, 8 pages Submitted to: J. Phys.

Correlation Functions of Harish-Chandra Integrals over the Orthogonal and the Symplectic Groups

The Harish-Chandra correlation functions, i.e. integrals over compact groups of invariant monomials prod tr{X^{p_1} Omega Y^{q_1} Omega^dagger X^{p_2} ... with the weight exp tr{X Omega Y Omega^dagger} are computed for the orthogonal and symplectic groups. We proceed in two steps. First, the integral over the compact group is recast into a Gaussian integral over strictly upper triangular complex matrices (with some additional symmetries), supplemented by a summation over the Weyl group. This result follows from the study of loop equations in an associated two-matrix integral and may be viewed as the adequate version of Duistermaat-Heckman's theorem for our correlation function integrals. Secondly, the Gaussian integration over triangular matrices is carried out and leads to compact determinantal expressions.Comment: 58 pages; Acknowledgements added; small corrections in appendix A; minor changes & Note Adde