Permanental processes from products of complex and quaternionic induced Ginibre ensembles

We consider products of independent random matrices taken from the induced Ginibre ensemble with complex or quaternion elements. The joint densities for the complex eigenvalues of the product matrix can be written down exactly for a product of any fixed number of matrices and any finite matrix size. We show that the squared absolute values of the eigenvalues form a permanental process, generalising the results of Kostlan and Rider for single matrices to products of complex and quaternionic matrices. Based on these findings, we can first write down exact results and asymptotic expansions for the so-called hole probabilities, that a disc centered at the origin is void of eigenvalues. Second, we compute the asymptotic expansion for the opposite problem, that a large fraction of complex eigenvalues occupies a disc of fixed radius centered at the origin; this is known as the overcrowding problem. While the expressions for finite matrix size depend on the parameters of the induced ensembles, the asymptotic results agree to leading order with previous results for products of square Ginibre matrices.Comment: 47 pages, v2: typos corrected, 1 reference added, published versio

Geometric Phase and Modulo Relations for Probability Amplitudes as Functions on Complex Parameter Spaces

We investigate general differential relations connecting the respective behavior s of the phase and modulo of probability amplitudes of the form \amp{\psi_f}{\psi}, where $\ket{\psi_f}$ is a fixed state in Hilbert space and $\ket{\psi}$ is a section of a holomorphic line bundle over some complex parameter space. Amplitude functions on such bundles, while not strictly holomorphic, nevertheless satisfy generalized Cauchy-Riemann conditions involving the U(1) Berry-Simon connection on the parameter space. These conditions entail invertible relations between the gradients of the phase and modulo, therefore allowing for the reconstruction of the phase from the modulo (or vice-versa) and other conditions on the behavior of either polar component of the amplitude. As a special case, we consider amplitude functions valued on the space of pure states, the ray space ${\cal R} = {\mathbb C}P^n$, where transition probabilities have a geometric interpretation in terms of geodesic distances as measured with the Fubini-Study metric. In conjunction with the generalized Cauchy-Riemann conditions, this geodesic interpretation leads to additional relations, in particular a novel connection between the modulus of the amplitude and the phase gradient, somewhat reminiscent of the WKB formula. Finally, a connection with geometric phases is established.Comment: 11 pages, 1 figure, revtex

Average characteristic polynomials in the two-matrix model

The two-matrix model is defined on pairs of Hermitian matrices $(M_1,M_2)$ of size $n\times n$ by the probability measure $$\frac{1}{Z_n} \exp\left(\textrm{Tr} (-V(M_1)-W(M_2)+\tau M_1M_2)\right)\ dM_1\ dM_2,$$ where $V$ and $W$ are given potential functions and \tau\in\er. We study averages of products and ratios of characteristic polynomials in the two-matrix model, where both matrices $M_1$ and $M_2$ may appear in a combined way in both numerator and denominator. We obtain determinantal expressions for such averages. The determinants are constructed from several building blocks: the biorthogonal polynomials $p_n(x)$ and $q_n(y)$ associated to the two-matrix model; certain transformed functions $\P_n(w)$ and \Q_n(v); and finally Cauchy-type transforms of the four Eynard-Mehta kernels $K_{1,1}$, $K_{1,2}$, $K_{2,1}$ and $K_{2,2}$. In this way we generalize known results for the $1$-matrix model. Our results also imply a new proof of the Eynard-Mehta theorem for correlation functions in the two-matrix model, and they lead to a generating function for averages of products of traces.Comment: 28 pages, references adde

The k-Point Random Matrix Kernels Obtained from One-Point Supermatrix Models

The k-point correlation functions of the Gaussian Random Matrix Ensembles are certain determinants of functions which depend on only two arguments. They are referred to as kernels, since they are the building blocks of all correlations. We show that the kernels are obtained, for arbitrary level number, directly from supermatrix models for one-point functions. More precisely, the generating functions of the one-point functions are equivalent to the kernels. This is surprising, because it implies that already the one-point generating function holds essential information about the k-point correlations. This also establishes a link to the averaged ratios of spectral determinants, i.e. of characteristic polynomials

On the correlation function of the characteristic polynomials of the hermitian Wigner ensemble

We consider the asymptotics of the correlation functions of the characteristic polynomials of the hermitian Wigner matrices $H_n=n^{-1/2}W_n$. We show that for the correlation function of any even order the asymptotic coincides with this for the GUE up to a factor, depending only on the forth moment of the common probability law $Q$ of entries $\Im W_{jk}$, $\Re W_{jk}$, i.e. that the higher moments of $Q$ do not contribute to the above limit.Comment: 20

Berry's phase for compact Lie groups

The Lie group adiabatic evolution determined by a Lie algebra parameter dependent Hamiltonian is considered. It is demonstrated that in the case when the parameter space of the Hamiltonian is a homogeneous K\"ahler manifold its fundamental K\"ahler potentials completely determine Berry geometrical phase factor. Explicit expressions for Berry vector potentials (Berry connections) and Berry curvatures are obtained using the complex parametrization of the Hamiltonian parameter space. A general approach is exemplified by the Lie algebra Hamiltonians corresponding to SU(2) and SU(3) evolution groups.Comment: 24 pages, no figure

An exact formula for general spectral correlation function of random Hermitian matrices

We have found an exact formula expressing a general correlation function containing both products and ratios of characteristic polynomials of random Hermitian matrices. The answer is given in the form of a determinant. An essential difference from the previously studied correlation functions (of products only) is the appearance of non-polynomial functions along with the orthogonal polynomials. These non-polynomial functions are the Cauchy transforms of the orthogonal polynomials. The result is valid for any ensemble of beta=2 symmetry class and generalizes recent asymptotic formulae obtained for GUE and its chiral counterpart by different methods..Comment: published version, with a few misprints correcte

Real roots of Random Polynomials: Universality close to accumulation points

We identify the scaling region of a width O(n^{-1}) in the vicinity of the accumulation points $t=\pm 1$ of the real roots of a random Kac-like polynomial of large degree n. We argue that the density of the real roots in this region tends to a universal form shared by all polynomials with independent, identically distributed coefficients c_i, as long as the second moment \sigma=E(c_i^2) is finite. In particular, we reveal a gradual (in contrast to the previously reported abrupt) and quite nontrivial suppression of the number of real roots for coefficients with a nonzero mean value \mu_n = E(c_i) scaled as \mu_n\sim n^{-1/2}.Comment: Some minor mistakes that crept through into publication have been removed. 10 pages, 12 eps figures. This version contains all updates, clearer pictures and some more thorough explanation