Semiclassical evolution of the spectral curve in the normal random matrix ensemble as Whitham hierarchy

We continue the analysis of the spectral curve of the normal random matrix ensemble, introduced in an earlier paper. Evolution of the full quantum curve is given in terms of compatibility equations of independent flows. The semiclassical limit of these flows is expressed through canonical differential forms of the spectral curve. We also prove that the semiclassical limit of the evolution equations is equivalent to Whitham hierarchy.Comment: 14 page

Generic critical points of normal matrix ensembles

The evolution of the degenerate complex curve associated with the ensemble at a generic critical point is related to the finite time singularities of Laplacian Growth. It is shown that the scaling behavior at a critical point of singular geometry $x^3 \sim y^2$ is described by the first Painlev\'e transcendent. The regularization of the curve resulting from discretization is discussed.Comment: Based on a talk given at the conference on Random Matrices, Random Processes and Integrable Systems, CRM Montreal, June 200

Normal random matrix ensemble as a growth problem

In general or normal random matrix ensembles, the support of eigenvalues of large size matrices is a planar domain (or several domains) with a sharp boundary. This domain evolves under a change of parameters of the potential and of the size of matrices. The boundary of the support of eigenvalues is a real section of a complex curve. Algebro-geometrical properties of this curve encode physical properties of random matrix ensembles. This curve can be treated as a limit of a spectral curve which is canonically defined for models of finite matrices. We interpret the evolution of the eigenvalue distribution as a growth problem, and describe the growth in terms of evolution of the spectral curve. We discuss algebro-geometrical properties of the spectral curve and describe the wave functions (normalized characteristic polynomials) in terms of differentials on the curve. General formulae and emergence of the spectral curve are illustrated by three meaningful examples.Comment: 44 pages, 14 figures; contains the first part of the original file. The second part will be submitted separatel

Random Matrices in 2D, Laplacian Growth and Operator Theory

Since it was first applied to the study of nuclear interactions by Wigner and Dyson, almost 60 years ago, Random Matrix Theory (RMT) has developed into a field of its own within applied mathematics, and is now essential to many parts of theoretical physics, from condensed matter to high energy. The fundamental results obtained so far rely mostly on the theory of random matrices in one dimension (the dimensionality of the spectrum, or equilibrium probability density). In the last few years, this theory has been extended to the case where the spectrum is two-dimensional, or even fractal, with dimensions between 1 and 2. In this article, we review these recent developments and indicate some physical problems where the theory can be applied.Comment: 88 pages, 8 figure