Random Matrix Theory and Quantum Chromodynamics

These notes are based on the lectures delivered at the Les Houches Summer School in July 2015. They are addressed at a mixed audience of physicists and mathematicians with some basic working knowledge of random matrix theory. The first part is devoted to the solution of the chiral Gaussian Unitary Ensemble in the presence of characteristic polynomials, using orthogonal polynomial techniques. This includes all eigenvalue density correlation functions, smallest eigenvalue distributions and their microscopic limit at the origin. These quantities are relevant for the description of the Dirac operator spectrum in Quantum Chromodynamics with three colours in four Euclidean space-time dimensions. In the second part these two theories are related based on symmetries, and the random matrix approximation is explained. In the last part recent developments are covered including the effect of finite chemical potential and finite space-time lattice spacing, and their corresponding orthogonal polynomials. We also give some open random matrix problems.Comment: Les Houches lecture notes, Session July 2015, 37 pages, 6 figures, v2: typos corrected and grant no. added, version to appea

Non-Hermitian extensions of Wishart random matrix ensembles

We briefly review the solution of three ensembles of non-Hermitian random matrices generalizing the Wishart-Laguerre (also called chiral) ensembles. These generalizations are realized as Gaussian two-matrix models, where the complex eigenvalues of the product of the two independent rectangular matrices are sought, with the matrix elements of both matrices being either real, complex or quaternion real. We also present the more general case depending on a non-Hermiticity parameter, that allows us to interpolate between the corresponding three Hermitian Wishart ensembles with real eigenvalues and the maximally non-Hermitian case. All three symmetry classes are explicitly solved for finite matrix size NxM for all complex eigenvalue correlations functions (and real or mixed correlations for real matrix elements). These are given in terms of the corresponding kernels built from orthogonal or skew-orthogonal Laguerre polynomials in the complex plane. We then present the corresponding three Bessel kernels in the complex plane in the microscopic large-N scaling limit at the origin, both at weak and strong non-Hermiticity with M-N greater or equal to 0 fixed.Comment: 21 pages, 3 figures, presented at "Random Matrices, Statistical Physics and Information Theory", Krakow, 26-30/09/201

Two-colour Lattice QCD with dynamical fermions at non-zero density versus Matrix Models

We provide first evidence that Matrix Models describe the low lying complex Dirac eigenvalues in a theory with dynamical fermions at non-zero density. Lattice data for gauge group SU(2) with staggered fermions are compared to detailed analytical results from Matrix Models in the corresponding symmetry class, the complex chiral Symplectic Ensemble. They confirm the predicted dependence on chemical potential, quark mass and volume.Comment: 6 pages, 8 fig., talk given at Lattice 2005 (Finite Temperature and Density) Dublin and Extreme QCD Swanse

Unquenched complex Dirac spectra at nonzero chemical potential: Two-colour QCD lattice data versus matrix model

We compare analytic predictions of non-Hermitian chiral random matrix theory with the complex Dirac operator eigenvalue spectrum of two-color lattice gauge theory with dynamical fermions at nonzero chemical potential. The Dirac eigenvalues come in complex conjugate pairs, making the action of this theory real and positive for our choice of two staggered flavors. This enables us to use standard Monte Carlo simulations in testing the influence of the chemical potential and quark mass on complex eigenvalues close to the origin. We find excellent agreement between the analytic predictions and our data for two different volumes over a range of chemical potentials below the chiral phase transition. In particular, we detect the effect of unquenching when going to very small quark masses

Universality at weak and strong non-Hermiticity beyond the elliptic Ginibre ensemble

We consider non-Gaussian extensions of the elliptic Ginibre ensemble of complex non-Hermitian random matrices by fixing the trace $\operatorname{Tr}(XX^*)$ of the matrix $X$ with a hard or soft constraint. These ensembles have correlated matrix entries and non-determinantal joint densities of the complex eigenvalues. We study global and local bulk statistics in these ensembles, in particular in the limit of weak non-Hermiticity introduced by Fyodorov, Khoruzhenko and Sommers. Here, the support of the limiting measure collapses to the real line. This limit was motivated by physics applications and interpolates between the celebrated sine and Ginibre kernel. Our results constitute a first proof of universality of the interpolating kernel. Furthermore, in the limit of strong non-Hermiticity, where the support of the limiting measure remains an ellipse, we obtain local Ginibre statistics in the bulk of the spectrum.Comment: v1: 22 pages; v2: 30 pages, substantially extended to include fixed trace ensemble

Universal distribution of Lyapunov exponents for products of Ginibre matrices

Starting from exact analytical results on singular values and complex eigenvalues of products of independent Gaussian complex random $N\times N$ matrices also called Ginibre ensemble we rederive the Lyapunov exponents for an infinite product. We show that for a large number $t$ of product matrices the distribution of each Lyapunov exponent is normal and compute its $t$-dependent variance as well as corrections in a $1/t$ expansion. Originally Lyapunov exponents are defined for singular values of the product matrix that represents a linear time evolution. Surprisingly a similar construction for the moduli of the complex eigenvalues yields the very same exponents and normal distributions to leading order. We discuss a general mechanism for $2\times 2$ matrices why the singular values and the radii of complex eigenvalues collapse onto the same value in the large-$t$ limit. Thereby we rederive Newman's triangular law which has a simple interpretation as the radial density of complex eigenvalues in the circular law and study the commutativity of the two limits $t\to\infty$ and $N\to\infty$ on the global and the local scale. As a mathematical byproduct we show that a particular asymptotic expansion of a Meijer G-function with large index leads to a Gaussian.Comment: 36 pages, 6 figure

Dropping the independence: singular values for products of two coupled random matrices

We study the singular values of the product of two coupled rectangular random matrices as a determinantal point process. Each of the two factors is given by a parameter dependent linear combination of two independent, complex Gaussian random matrices, which is equivalent to a coupling of the two factors via an Itzykson-Zuber term. We prove that the squared singular values of such a product form a biorthogonal ensemble and establish its exact solvability. The parameter dependence allows us to interpolate between the singular value statistics of the Laguerre ensemble and that of the product of two independent complex Ginibre ensembles which are both known. We give exact formulae for the correlation kernel in terms of a complex double contour integral, suitable for the subsequent asymptotic analysis. In particular, we derive a Christoffel-Darboux type formula for the correlation kernel, based on a five term recurrence relation for our biorthogonal functions. It enables us to find its scaling limit at the origin representing a hard edge. The resulting limiting kernel coincides with the universal Meijer G-kernel found by several authors in different ensembles. We show that the central limit theorem holds for the linear statistics of the singular values and give the limiting variance explicitly.Comment: 38 pages, v2: 2 references added, v3: 1 typo corrected and grant acknowledgement adde

Comparing matrix models and QCD lattice data with chemical potential

We present a quantitative analysis of the microscopic Dirac spectrum which is complex in the presence of a non-vanishing quark chemical potential. Data from quenched SU(3) lattice simulations for different volumes V and small values of the chemical potential are compared to analytical predictions from matrix models. We confirm the existence of two distinct limits for weakly and strongly nonhermitian Dirac operators. Good agreement is found in both limits, confirming the different scaling of chemical potential and eigenvalues with the volume

The chiral supereigenvalue model

A supereigenvalue model with purely positive bosonic eigenvalues is presented and solved by considering its superloop equations. This model represents the supersymmetric generalization of the complex one-matrix model, in analogy to the relation between the supereigenvalue and the Hermitian one-matrix model. Closed expressions for all planar multi-superloop correlation functions are found. Moreover an iterative scheme allows the calculation of higher genus contributions to the free energy and the correlators. Explicit results for genus one are given

QCD Dirac operator at nonzero chemical potential: lattice data and matrix model

Recently, a non-Hermitian chiral random matrix model was proposed to describe the eigenvalues of the QCD Dirac operator at nonzero chemical potential. This matrix model can be constructed from QCD by mapping it to an equivalent matrix model which has the same symmetries as QCD with chemical potential. Its microscopic spectral correlations are conjectured to be identical to those of the QCD Dirac operator. We investigate this conjecture by comparing large ensembles of Dirac eigenvalues in quenched SU(3) lattice QCD at nonzero chemical potential to the analytical predictions of the matrix model. Excellent agreement is found in the two regimes of weak and strong non-Hermiticity, for several different lattice volumes