thomas bothner - university of cincinnatiwangyz/seminar/symposium2014/slides/… · setup and...
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Universality results for the Cauchy-Laguerre chain matrix model
Thomas Bothner
Centre de recherches mathematiques, Universite de Montreal
September 21st, 2014
Cincinnati Symposium on Probability Theory and Applications, Cincinnati, OH, USA
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 2: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/2.jpg)
Setup and outline
This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrixchain, the space Mp
+(n), p, n 2 Z�2 of p-tuples (M1, . . . ,Mp) of n ⇥ n positive -definite Hermitian matrices with joint probability density function
dµ(M1, . . . ,Mp) / e�tr
Ppj=1 Uj (Mj )
Qp�1j=1 det(Mj +Mj+1)n
dM1 · . . . · dMp . (1)
The density depends on p potentials Uj : R+ ! R which we specify later on.
Severalkey features (“Integrability”) of the model allow us to
Reduce (1) to a density function defined on the eigenvalues
Rewrite correlation functions in determinantal form and connect to orthogonalpolynomials
Express orthogonal polynomials in terms of a Riemann-Hilbert problem
Derive strong asymptotics for the orthogonal polynomials and thus proveuniversality results for specific potentials
This four step program has been successfully completed for the Hermitian one-matrixmodel, i.e. p = 1:
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 3: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/3.jpg)
Setup and outline
This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrixchain, the space Mp
+(n), p, n 2 Z�2 of p-tuples (M1, . . . ,Mp) of n ⇥ n positive -definite Hermitian matrices with joint probability density function
dµ(M1, . . . ,Mp) / e�tr
Ppj=1 Uj (Mj )
Qp�1j=1 det(Mj +Mj+1)n
dM1 · . . . · dMp . (1)
The density depends on p potentials Uj : R+ ! R which we specify later on. Severalkey features (“Integrability”) of the model allow us to
Reduce (1) to a density function defined on the eigenvalues
Rewrite correlation functions in determinantal form and connect to orthogonalpolynomials
Express orthogonal polynomials in terms of a Riemann-Hilbert problem
Derive strong asymptotics for the orthogonal polynomials and thus proveuniversality results for specific potentials
This four step program has been successfully completed for the Hermitian one-matrixmodel, i.e. p = 1:
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 4: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/4.jpg)
Setup and outline
This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrixchain, the space Mp
+(n), p, n 2 Z�2 of p-tuples (M1, . . . ,Mp) of n ⇥ n positive -definite Hermitian matrices with joint probability density function
dµ(M1, . . . ,Mp) / e�tr
Ppj=1 Uj (Mj )
Qp�1j=1 det(Mj +Mj+1)n
dM1 · . . . · dMp . (1)
The density depends on p potentials Uj : R+ ! R which we specify later on. Severalkey features (“Integrability”) of the model allow us to
Reduce (1) to a density function defined on the eigenvalues
Rewrite correlation functions in determinantal form and connect to orthogonalpolynomials
Express orthogonal polynomials in terms of a Riemann-Hilbert problem
Derive strong asymptotics for the orthogonal polynomials and thus proveuniversality results for specific potentials
This four step program has been successfully completed for the Hermitian one-matrixmodel, i.e. p = 1:
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 5: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/5.jpg)
Setup and outline
This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrixchain, the space Mp
+(n), p, n 2 Z�2 of p-tuples (M1, . . . ,Mp) of n ⇥ n positive -definite Hermitian matrices with joint probability density function
dµ(M1, . . . ,Mp) / e�tr
Ppj=1 Uj (Mj )
Qp�1j=1 det(Mj +Mj+1)n
dM1 · . . . · dMp . (1)
The density depends on p potentials Uj : R+ ! R which we specify later on. Severalkey features (“Integrability”) of the model allow us to
Reduce (1) to a density function defined on the eigenvalues
Rewrite correlation functions in determinantal form and connect to orthogonalpolynomials
Express orthogonal polynomials in terms of a Riemann-Hilbert problem
Derive strong asymptotics for the orthogonal polynomials and thus proveuniversality results for specific potentials
This four step program has been successfully completed for the Hermitian one-matrixmodel, i.e. p = 1:
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 6: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/6.jpg)
Setup and outline
This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrixchain, the space Mp
+(n), p, n 2 Z�2 of p-tuples (M1, . . . ,Mp) of n ⇥ n positive -definite Hermitian matrices with joint probability density function
dµ(M1, . . . ,Mp) / e�tr
Ppj=1 Uj (Mj )
Qp�1j=1 det(Mj +Mj+1)n
dM1 · . . . · dMp . (1)
The density depends on p potentials Uj : R+ ! R which we specify later on. Severalkey features (“Integrability”) of the model allow us to
Reduce (1) to a density function defined on the eigenvalues
Rewrite correlation functions in determinantal form and connect to orthogonalpolynomials
Express orthogonal polynomials in terms of a Riemann-Hilbert problem
Derive strong asymptotics for the orthogonal polynomials and thus proveuniversality results for specific potentials
This four step program has been successfully completed for the Hermitian one-matrixmodel, i.e. p = 1:
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 7: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/7.jpg)
Setup and outline
This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrixchain, the space Mp
+(n), p, n 2 Z�2 of p-tuples (M1, . . . ,Mp) of n ⇥ n positive -definite Hermitian matrices with joint probability density function
dµ(M1, . . . ,Mp) / e�tr
Ppj=1 Uj (Mj )
Qp�1j=1 det(Mj +Mj+1)n
dM1 · . . . · dMp . (1)
The density depends on p potentials Uj : R+ ! R which we specify later on. Severalkey features (“Integrability”) of the model allow us to
Reduce (1) to a density function defined on the eigenvalues
Rewrite correlation functions in determinantal form and connect to orthogonalpolynomials
Express orthogonal polynomials in terms of a Riemann-Hilbert problem
Derive strong asymptotics for the orthogonal polynomials and thus proveuniversality results for specific potentials
This four step program has been successfully completed for the Hermitian one-matrixmodel, i.e. p = 1:
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 8: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/8.jpg)
Hermitian one-matrix model
Joint probability density on eigenvalues, for M 2 M(n),U : R ! R,
dµ(M) / e�trU(M)dM P({xj}n1)dnx =1
Zn�(X )2e�
Pnj=1 U(xj )
nY
j=1
dxj
with Vandermonde �(X ) =Q
j<k (xj � xk ). (PR 60 [18], D 62 [10])
Determinantal reduction for the `-point correlation function
R(`)({xj}`1) =`!
(n � `)!
Z
Rn�`P({xj}n1)
nY
j=`+1
dxj = det⇥K11(xi , xj )
⇤`i,j=1
with correlation kernel
K11(x , y) = e�12U(x)e�
12U(y)
n�1X
k=0
⇡k (x)⇡k (y)1
hk
and monic orthogonal polynomials {⇡k}k�0
Z
R⇡n(x)⇡m(x)e
�U(x) dx = hn�nm. (D 70 [11])
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 9: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/9.jpg)
Hermitian one-matrix model
Joint probability density on eigenvalues, for M 2 M(n),U : R ! R,
dµ(M) / e�trU(M)dM P({xj}n1)dnx =1
Zn�(X )2e�
Pnj=1 U(xj )
nY
j=1
dxj
with Vandermonde �(X ) =Q
j<k (xj � xk ). (PR 60 [18], D 62 [10])
Determinantal reduction for the `-point correlation function
R(`)({xj}`1) =`!
(n � `)!
Z
Rn�`P({xj}n1)
nY
j=`+1
dxj = det⇥K11(xi , xj )
⇤`i,j=1
with correlation kernel
K11(x , y) = e�12U(x)e�
12U(y)
n�1X
k=0
⇡k (x)⇡k (y)1
hk
and monic orthogonal polynomials {⇡k}k�0
Z
R⇡n(x)⇡m(x)e
�U(x) dx = hn�nm. (D 70 [11])
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 10: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/10.jpg)
Hermitian one-matrix model
Joint probability density on eigenvalues, for M 2 M(n),U : R ! R,
dµ(M) / e�trU(M)dM P({xj}n1)dnx =1
Zn�(X )2e�
Pnj=1 U(xj )
nY
j=1
dxj
with Vandermonde �(X ) =Q
j<k (xj � xk ). (PR 60 [18], D 62 [10])
Determinantal reduction for the `-point correlation function
R(`)({xj}`1) =`!
(n � `)!
Z
Rn�`P({xj}n1)
nY
j=`+1
dxj = det⇥K11(xi , xj )
⇤`i,j=1
with correlation kernel
K11(x , y) = e�12U(x)e�
12U(y)
n�1X
k=0
⇡k (x)⇡k (y)1
hk
and monic orthogonal polynomials {⇡k}k�0
Z
R⇡n(x)⇡m(x)e
�U(x) dx = hn�nm. (D 70 [11])
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 11: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/11.jpg)
Riemann-Hilbert characterization for {⇡k}k�0 (FIK 91 [13]):
Determine 2⇥ 2function �(z) ⌘ �(z; n) such that
1 �(z) analytic for z 2 C\R2 �(z) admits boundary values �±(z) for z 2 R related via
�+(z) = ��(z)
1 e�U(z)
0 1
�, z 2 R
3 As z ! 1,
�(z) =⇣I + O
⇣z�1
⌘⌘zn�3 , z ! 1
The RHP for �(z; n) is uniquely solvable i↵ ⇡n(z) exists, moreover
K11(x , y) = e�12U(x)e�
12U(y) i
2⇡
��1(x ; n)�(y ; n)
x � y
�
21
Plancherel-Rotach asymptotics for orthogonal polynomials ⇡n(z) (DKMVZ 99[8]) leading to universality theorems: Suppose U(x) = NV (x) with V (x) real
analytic on R and V (x)ln(x2+1)
! 1 as |x | ! 1.
1
nK11(x , x)dx * dµV (x) as n,N ! 1 :
n
N! 1
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 12: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/12.jpg)
Riemann-Hilbert characterization for {⇡k}k�0 (FIK 91 [13]): Determine 2⇥ 2function �(z) ⌘ �(z; n) such that
1 �(z) analytic for z 2 C\R
2 �(z) admits boundary values �±(z) for z 2 R related via
�+(z) = ��(z)
1 e�U(z)
0 1
�, z 2 R
3 As z ! 1,
�(z) =⇣I + O
⇣z�1
⌘⌘zn�3 , z ! 1
The RHP for �(z; n) is uniquely solvable i↵ ⇡n(z) exists, moreover
K11(x , y) = e�12U(x)e�
12U(y) i
2⇡
��1(x ; n)�(y ; n)
x � y
�
21
Plancherel-Rotach asymptotics for orthogonal polynomials ⇡n(z) (DKMVZ 99[8]) leading to universality theorems: Suppose U(x) = NV (x) with V (x) real
analytic on R and V (x)ln(x2+1)
! 1 as |x | ! 1.
1
nK11(x , x)dx * dµV (x) as n,N ! 1 :
n
N! 1
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 13: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/13.jpg)
Riemann-Hilbert characterization for {⇡k}k�0 (FIK 91 [13]): Determine 2⇥ 2function �(z) ⌘ �(z; n) such that
1 �(z) analytic for z 2 C\R2 �(z) admits boundary values �±(z) for z 2 R related via
�+(z) = ��(z)
1 e�U(z)
0 1
�, z 2 R
3 As z ! 1,
�(z) =⇣I + O
⇣z�1
⌘⌘zn�3 , z ! 1
The RHP for �(z; n) is uniquely solvable i↵ ⇡n(z) exists, moreover
K11(x , y) = e�12U(x)e�
12U(y) i
2⇡
��1(x ; n)�(y ; n)
x � y
�
21
Plancherel-Rotach asymptotics for orthogonal polynomials ⇡n(z) (DKMVZ 99[8]) leading to universality theorems: Suppose U(x) = NV (x) with V (x) real
analytic on R and V (x)ln(x2+1)
! 1 as |x | ! 1.
1
nK11(x , x)dx * dµV (x) as n,N ! 1 :
n
N! 1
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 14: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/14.jpg)
Riemann-Hilbert characterization for {⇡k}k�0 (FIK 91 [13]): Determine 2⇥ 2function �(z) ⌘ �(z; n) such that
1 �(z) analytic for z 2 C\R2 �(z) admits boundary values �±(z) for z 2 R related via
�+(z) = ��(z)
1 e�U(z)
0 1
�, z 2 R
3 As z ! 1,
�(z) =⇣I + O
⇣z�1
⌘⌘zn�3 , z ! 1
The RHP for �(z; n) is uniquely solvable i↵ ⇡n(z) exists, moreover
K11(x , y) = e�12U(x)e�
12U(y) i
2⇡
��1(x ; n)�(y ; n)
x � y
�
21
Plancherel-Rotach asymptotics for orthogonal polynomials ⇡n(z) (DKMVZ 99[8]) leading to universality theorems: Suppose U(x) = NV (x) with V (x) real
analytic on R and V (x)ln(x2+1)
! 1 as |x | ! 1.
1
nK11(x , x)dx * dµV (x) as n,N ! 1 :
n
N! 1
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 15: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/15.jpg)
Riemann-Hilbert characterization for {⇡k}k�0 (FIK 91 [13]): Determine 2⇥ 2function �(z) ⌘ �(z; n) such that
1 �(z) analytic for z 2 C\R2 �(z) admits boundary values �±(z) for z 2 R related via
�+(z) = ��(z)
1 e�U(z)
0 1
�, z 2 R
3 As z ! 1,
�(z) =⇣I + O
⇣z�1
⌘⌘zn�3 , z ! 1
The RHP for �(z; n) is uniquely solvable i↵ ⇡n(z) exists,
moreover
K11(x , y) = e�12U(x)e�
12U(y) i
2⇡
��1(x ; n)�(y ; n)
x � y
�
21
Plancherel-Rotach asymptotics for orthogonal polynomials ⇡n(z) (DKMVZ 99[8]) leading to universality theorems: Suppose U(x) = NV (x) with V (x) real
analytic on R and V (x)ln(x2+1)
! 1 as |x | ! 1.
1
nK11(x , x)dx * dµV (x) as n,N ! 1 :
n
N! 1
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 16: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/16.jpg)
Riemann-Hilbert characterization for {⇡k}k�0 (FIK 91 [13]): Determine 2⇥ 2function �(z) ⌘ �(z; n) such that
1 �(z) analytic for z 2 C\R2 �(z) admits boundary values �±(z) for z 2 R related via
�+(z) = ��(z)
1 e�U(z)
0 1
�, z 2 R
3 As z ! 1,
�(z) =⇣I + O
⇣z�1
⌘⌘zn�3 , z ! 1
The RHP for �(z; n) is uniquely solvable i↵ ⇡n(z) exists, moreover
K11(x , y) = e�12U(x)e�
12U(y) i
2⇡
��1(x ; n)�(y ; n)
x � y
�
21
Plancherel-Rotach asymptotics for orthogonal polynomials ⇡n(z) (DKMVZ 99[8]) leading to universality theorems: Suppose U(x) = NV (x) with V (x) real
analytic on R and V (x)ln(x2+1)
! 1 as |x | ! 1.
1
nK11(x , x)dx * dµV (x) as n,N ! 1 :
n
N! 1
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 17: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/17.jpg)
Riemann-Hilbert characterization for {⇡k}k�0 (FIK 91 [13]): Determine 2⇥ 2function �(z) ⌘ �(z; n) such that
1 �(z) analytic for z 2 C\R2 �(z) admits boundary values �±(z) for z 2 R related via
�+(z) = ��(z)
1 e�U(z)
0 1
�, z 2 R
3 As z ! 1,
�(z) =⇣I + O
⇣z�1
⌘⌘zn�3 , z ! 1
The RHP for �(z; n) is uniquely solvable i↵ ⇡n(z) exists, moreover
K11(x , y) = e�12U(x)e�
12U(y) i
2⇡
��1(x ; n)�(y ; n)
x � y
�
21
Plancherel-Rotach asymptotics for orthogonal polynomials ⇡n(z) (DKMVZ 99[8]) leading to universality theorems:
Suppose U(x) = NV (x) with V (x) real
analytic on R and V (x)ln(x2+1)
! 1 as |x | ! 1.
1
nK11(x , x)dx * dµV (x) as n,N ! 1 :
n
N! 1
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 18: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/18.jpg)
Riemann-Hilbert characterization for {⇡k}k�0 (FIK 91 [13]): Determine 2⇥ 2function �(z) ⌘ �(z; n) such that
1 �(z) analytic for z 2 C\R2 �(z) admits boundary values �±(z) for z 2 R related via
�+(z) = ��(z)
1 e�U(z)
0 1
�, z 2 R
3 As z ! 1,
�(z) =⇣I + O
⇣z�1
⌘⌘zn�3 , z ! 1
The RHP for �(z; n) is uniquely solvable i↵ ⇡n(z) exists, moreover
K11(x , y) = e�12U(x)e�
12U(y) i
2⇡
��1(x ; n)�(y ; n)
x � y
�
21
Plancherel-Rotach asymptotics for orthogonal polynomials ⇡n(z) (DKMVZ 99[8]) leading to universality theorems: Suppose U(x) = NV (x) with V (x) real
analytic on R and V (x)ln(x2+1)
! 1 as |x | ! 1.
1
nK11(x , x)dx * dµV (x) as n,N ! 1 :
n
N! 1
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 19: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/19.jpg)
The support ⌃V of the limiting equilibrium measure µV with density ⇢V consists of afinite union of intervals.
1 For x⇤ 2 Int(⌃V ) such that ⇢V (x⇤) > 0, (PS 97 [17], BI 99 [7], DKMVZ 99 [8])
limn!1
1
n⇢V (x⇤)K11
✓x⇤ +
x
n⇢V (x⇤), x⇤ +
y
n⇢V (x⇤)
◆= Ksin(x , y)
with Ksin(x , y) =sin⇡(x�y)⇡(x�y) (regular bulk universality).
2 For x⇤ 2 @(⌃V ), (DG 07 [9])
limn!1
1
(cn)2/3K11
✓x⇤ ± x
(cn)2/3, x⇤ ± y
(cn)2/3
◆= KAi(x , y)
with KAi(x , y) =Ai(x)Ai0(y)�Ai0(x)Ai(y)
x�y(soft edge universality).
3 For U(x) = NV (x)� a ln x with a > �1 and x > 0 we have, (KV 03 [14])
limn!1
1
(cn)2K11
✓x
(cn)2,
y
(cn)2
◆= KBess,a(x , y)
with KBess,a(x , y) =Ja(
px)p
yJ0a(py)�Ja(
py)
pxJ0a(
px)
2(x�y) (hard edge universality).
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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The support ⌃V of the limiting equilibrium measure µV with density ⇢V consists of afinite union of intervals.
1 For x⇤ 2 Int(⌃V ) such that ⇢V (x⇤) > 0, (PS 97 [17], BI 99 [7], DKMVZ 99 [8])
limn!1
1
n⇢V (x⇤)K11
✓x⇤ +
x
n⇢V (x⇤), x⇤ +
y
n⇢V (x⇤)
◆= Ksin(x , y)
with Ksin(x , y) =sin⇡(x�y)⇡(x�y) (regular bulk universality).
2 For x⇤ 2 @(⌃V ), (DG 07 [9])
limn!1
1
(cn)2/3K11
✓x⇤ ± x
(cn)2/3, x⇤ ± y
(cn)2/3
◆= KAi(x , y)
with KAi(x , y) =Ai(x)Ai0(y)�Ai0(x)Ai(y)
x�y(soft edge universality).
3 For U(x) = NV (x)� a ln x with a > �1 and x > 0 we have, (KV 03 [14])
limn!1
1
(cn)2K11
✓x
(cn)2,
y
(cn)2
◆= KBess,a(x , y)
with KBess,a(x , y) =Ja(
px)p
yJ0a(py)�Ja(
py)
pxJ0a(
px)
2(x�y) (hard edge universality).
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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The support ⌃V of the limiting equilibrium measure µV with density ⇢V consists of afinite union of intervals.
1 For x⇤ 2 Int(⌃V ) such that ⇢V (x⇤) > 0, (PS 97 [17], BI 99 [7], DKMVZ 99 [8])
limn!1
1
n⇢V (x⇤)K11
✓x⇤ +
x
n⇢V (x⇤), x⇤ +
y
n⇢V (x⇤)
◆= Ksin(x , y)
with Ksin(x , y) =sin⇡(x�y)⇡(x�y) (regular bulk universality).
2 For x⇤ 2 @(⌃V ), (DG 07 [9])
limn!1
1
(cn)2/3K11
✓x⇤ ± x
(cn)2/3, x⇤ ± y
(cn)2/3
◆= KAi(x , y)
with KAi(x , y) =Ai(x)Ai0(y)�Ai0(x)Ai(y)
x�y(soft edge universality).
3 For U(x) = NV (x)� a ln x with a > �1 and x > 0 we have, (KV 03 [14])
limn!1
1
(cn)2K11
✓x
(cn)2,
y
(cn)2
◆= KBess,a(x , y)
with KBess,a(x , y) =Ja(
px)p
yJ0a(py)�Ja(
py)
pxJ0a(
px)
2(x�y) (hard edge universality).
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 22: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/22.jpg)
The support ⌃V of the limiting equilibrium measure µV with density ⇢V consists of afinite union of intervals.
1 For x⇤ 2 Int(⌃V ) such that ⇢V (x⇤) > 0, (PS 97 [17], BI 99 [7], DKMVZ 99 [8])
limn!1
1
n⇢V (x⇤)K11
✓x⇤ +
x
n⇢V (x⇤), x⇤ +
y
n⇢V (x⇤)
◆= Ksin(x , y)
with Ksin(x , y) =sin⇡(x�y)⇡(x�y) (regular bulk universality).
2 For x⇤ 2 @(⌃V ), (DG 07 [9])
limn!1
1
(cn)2/3K11
✓x⇤ ± x
(cn)2/3, x⇤ ± y
(cn)2/3
◆= KAi(x , y)
with KAi(x , y) =Ai(x)Ai0(y)�Ai0(x)Ai(y)
x�y(soft edge universality).
3 For U(x) = NV (x)� a ln x with a > �1 and x > 0 we have, (KV 03 [14])
limn!1
1
(cn)2K11
✓x
(cn)2,
y
(cn)2
◆= KBess,a(x , y)
with KBess,a(x , y) =Ja(
px)pyJ0a(
py)�Ja(
py)
pxJ0a(
px)
2(x�y) (hard edge universality).
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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Towards chain models
Cauchy matrix chain (BGS 09 [4]) reduced to spectral variables (MS 94 [16])
dµ(M1, . . . ,Mp) / e�tr
Ppj=1 Uj (Mj )
Qp�1j=1 det(Mj +Mj+1)n
P({x1j}n1, . . . , {xpj}n1) =1
Zn
⇥�(X1)�(Xp)e�
Ppm=1
Pnj=1 Um(xmj )
p�1Y
↵=1
det
1
x↵j + x↵+1,k
�n
j,k=1
pY
j=1
nY
`=1
dxj`
We are now dealing with positive definite Hermitian matrices Mp+(n).
Expressing (`1, . . . , `p)-point correlation function as determinant (EM 98 [12], BB14 [6])
R(`1,...,`p)�{x1j}`11 , . . . , {xpj}`p1
�=
2
4pY
j=1
n!
(n � `j )!
3
5 1
Zn
⇥Z
Rn�`1+
· · ·Z
Rn�`p+
P({x1j}n1, . . . , {xpj}n1)pY
j=1
nY
mj=`j+1
dxjmj
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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Towards chain models
Cauchy matrix chain (BGS 09 [4]) reduced to spectral variables (MS 94 [16])
dµ(M1, . . . ,Mp) / e�tr
Ppj=1 Uj (Mj )
Qp�1j=1 det(Mj +Mj+1)n
P({x1j}n1, . . . , {xpj}n1) =1
Zn
⇥�(X1)�(Xp)e�
Ppm=1
Pnj=1 Um(xmj )
p�1Y
↵=1
det
1
x↵j + x↵+1,k
�n
j,k=1
pY
j=1
nY
`=1
dxj`
We are now dealing with positive definite Hermitian matrices Mp+(n).
Expressing (`1, . . . , `p)-point correlation function as determinant (EM 98 [12], BB14 [6])
R(`1,...,`p)�{x1j}`11 , . . . , {xpj}`p1
�=
2
4pY
j=1
n!
(n � `j )!
3
5 1
Zn
⇥Z
Rn�`1+
· · ·Z
Rn�`p+
P({x1j}n1, . . . , {xpj}n1)pY
j=1
nY
mj=`j+1
dxjmj
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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Towards chain models
Cauchy matrix chain (BGS 09 [4]) reduced to spectral variables (MS 94 [16])
dµ(M1, . . . ,Mp) / e�tr
Ppj=1 Uj (Mj )
Qp�1j=1 det(Mj +Mj+1)n
P({x1j}n1, . . . , {xpj}n1) =1
Zn
⇥�(X1)�(Xp)e�
Ppm=1
Pnj=1 Um(xmj )
p�1Y
↵=1
det
1
x↵j + x↵+1,k
�n
j,k=1
pY
j=1
nY
`=1
dxj`
We are now dealing with positive definite Hermitian matrices Mp+(n).
Expressing (`1, . . . , `p)-point correlation function as determinant (EM 98 [12], BB14 [6])
R(`1,...,`p)�{x1j}`11 , . . . , {xpj}`p1
�=
2
4pY
j=1
n!
(n � `j )!
3
5 1
Zn
⇥Z
Rn�`1+
· · ·Z
Rn�`p+
P({x1j}n1, . . . , {xpj}n1)pY
j=1
nY
mj=`j+1
dxjmj
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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= det
2
666664
K11(x1r , x1s)1r`1,1s`1
· · · K1p(x1r , xps)1r`1,1s`p
.... . .
...Kp1(xpr , x1s)1r`p ,1s`1
· · · Kpp(xpr , xps)1r`p ,1s`p
3
777775
(Pp
1 `i )⇥(Pp
1 `i )
,
with correlation kernels
Kj`(x , y) = e�12Uj (x)� 1
2U`(y)Mj`(x , y), Mp1(x , y) =n�1X
`=0
�`(x) `(y)1
h`
and the remaining kernels are (suitable) transformations of Mp1(x , y). The latter isconstructed with the help of monic (Cauchy) biorthogonal polynomials { k ,�k}k�0
ZZ
R2+
n(x)�m(y)⌘p(x , y)dxdy = hn�nm
with weight function on R2+, (case p = 2 as “limit”)
⌘p(x , y) =
Z 1
0· · ·
Z 1
0
e�U1(x)
x + ⇠1
0
@ e�
Pp�1j=2 Uj (⇠j�1)
Qp�3j=1 (⇠j + ⇠j+1)
1
A e�Up(y)
⇠p�2 + y
p�2Y
j=1
d⇠j .
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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= det
2
666664
K11(x1r , x1s)1r`1,1s`1
· · · K1p(x1r , xps)1r`1,1s`p
.... . .
...Kp1(xpr , x1s)1r`p ,1s`1
· · · Kpp(xpr , xps)1r`p ,1s`p
3
777775
(Pp
1 `i )⇥(Pp
1 `i )
,
with correlation kernels
Kj`(x , y) = e�12Uj (x)� 1
2U`(y)Mj`(x , y), Mp1(x , y) =n�1X
`=0
�`(x) `(y)1
h`
and the remaining kernels are (suitable) transformations of Mp1(x , y).
The latter isconstructed with the help of monic (Cauchy) biorthogonal polynomials { k ,�k}k�0
ZZ
R2+
n(x)�m(y)⌘p(x , y)dxdy = hn�nm
with weight function on R2+, (case p = 2 as “limit”)
⌘p(x , y) =
Z 1
0· · ·
Z 1
0
e�U1(x)
x + ⇠1
0
@ e�
Pp�1j=2 Uj (⇠j�1)
Qp�3j=1 (⇠j + ⇠j+1)
1
A e�Up(y)
⇠p�2 + y
p�2Y
j=1
d⇠j .
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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= det
2
666664
K11(x1r , x1s)1r`1,1s`1
· · · K1p(x1r , xps)1r`1,1s`p
.... . .
...Kp1(xpr , x1s)1r`p ,1s`1
· · · Kpp(xpr , xps)1r`p ,1s`p
3
777775
(Pp
1 `i )⇥(Pp
1 `i )
,
with correlation kernels
Kj`(x , y) = e�12Uj (x)� 1
2U`(y)Mj`(x , y), Mp1(x , y) =n�1X
`=0
�`(x) `(y)1
h`
and the remaining kernels are (suitable) transformations of Mp1(x , y). The latter isconstructed with the help of monic (Cauchy) biorthogonal polynomials { k ,�k}k�0
ZZ
R2+
n(x)�m(y)⌘p(x , y)dxdy = hn�nm
with weight function on R2+, (case p = 2 as “limit”)
⌘p(x , y) =
Z 1
0· · ·
Z 1
0
e�U1(x)
x + ⇠1
0
@ e�
Pp�1j=2 Uj (⇠j�1)
Qp�3j=1 (⇠j + ⇠j+1)
1
A e�Up(y)
⇠p�2 + y
p�2Y
j=1
d⇠j .
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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Riemann-Hilbert characterization for { k ,�k}k�0:
Determine (p + 1)⇥ (p + 1)function �(z) = �(z; n) such that
1 �(z) is analytic in C\R2 With jump for z 2 R\{0}
�+(z) = ��(z)
0
BBBBBBBBBB@
1 e�U1(z)�+ 00 1 e�U2(�z)�� 0
0 1 e�U3(z)�+
0 1. . .
. . .1
1
CCCCCCCCCCA
3 Singular behavior at z = 0 depending on Uj (z)4 Normalization
�(z) =⇣I + O
⇣z�1
⌘⌘diag
hzn, 1, . . . , 1, z�n
i, z ! 1.
The RHP is uniquely solvable i↵ ( n(z),�n(z)) exists, moreover (BB 14 [6])
Mj`(x , y) =(�)`�1
(�2⇡i)j�`+1
��1(w ; n)�(z; n)
w � z
�
j+1,`
����w=x(�)j+1
z=y(�)`�1
This is in sharp contrast to the Itzykson-Zuber model.
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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Riemann-Hilbert characterization for { k ,�k}k�0: Determine (p + 1)⇥ (p + 1)function �(z) = �(z; n) such that
1 �(z) is analytic in C\R
2 With jump for z 2 R\{0}
�+(z) = ��(z)
0
BBBBBBBBBB@
1 e�U1(z)�+ 00 1 e�U2(�z)�� 0
0 1 e�U3(z)�+
0 1. . .
. . .1
1
CCCCCCCCCCA
3 Singular behavior at z = 0 depending on Uj (z)4 Normalization
�(z) =⇣I + O
⇣z�1
⌘⌘diag
hzn, 1, . . . , 1, z�n
i, z ! 1.
The RHP is uniquely solvable i↵ ( n(z),�n(z)) exists, moreover (BB 14 [6])
Mj`(x , y) =(�)`�1
(�2⇡i)j�`+1
��1(w ; n)�(z; n)
w � z
�
j+1,`
����w=x(�)j+1
z=y(�)`�1
This is in sharp contrast to the Itzykson-Zuber model.
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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Riemann-Hilbert characterization for { k ,�k}k�0: Determine (p + 1)⇥ (p + 1)function �(z) = �(z; n) such that
1 �(z) is analytic in C\R2 With jump for z 2 R\{0}
�+(z) = ��(z)
0
BBBBBBBBBB@
1 e�U1(z)�+ 00 1 e�U2(�z)�� 0
0 1 e�U3(z)�+
0 1. . .
. . .1
1
CCCCCCCCCCA
3 Singular behavior at z = 0 depending on Uj (z)4 Normalization
�(z) =⇣I + O
⇣z�1
⌘⌘diag
hzn, 1, . . . , 1, z�n
i, z ! 1.
The RHP is uniquely solvable i↵ ( n(z),�n(z)) exists, moreover (BB 14 [6])
Mj`(x , y) =(�)`�1
(�2⇡i)j�`+1
��1(w ; n)�(z; n)
w � z
�
j+1,`
����w=x(�)j+1
z=y(�)`�1
This is in sharp contrast to the Itzykson-Zuber model.
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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Riemann-Hilbert characterization for { k ,�k}k�0: Determine (p + 1)⇥ (p + 1)function �(z) = �(z; n) such that
1 �(z) is analytic in C\R2 With jump for z 2 R\{0}
�+(z) = ��(z)
0
BBBBBBBBBB@
1 e�U1(z)�+ 00 1 e�U2(�z)�� 0
0 1 e�U3(z)�+
0 1. . .
. . .1
1
CCCCCCCCCCA
3 Singular behavior at z = 0 depending on Uj (z)
4 Normalization
�(z) =⇣I + O
⇣z�1
⌘⌘diag
hzn, 1, . . . , 1, z�n
i, z ! 1.
The RHP is uniquely solvable i↵ ( n(z),�n(z)) exists, moreover (BB 14 [6])
Mj`(x , y) =(�)`�1
(�2⇡i)j�`+1
��1(w ; n)�(z; n)
w � z
�
j+1,`
����w=x(�)j+1
z=y(�)`�1
This is in sharp contrast to the Itzykson-Zuber model.
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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Riemann-Hilbert characterization for { k ,�k}k�0: Determine (p + 1)⇥ (p + 1)function �(z) = �(z; n) such that
1 �(z) is analytic in C\R2 With jump for z 2 R\{0}
�+(z) = ��(z)
0
BBBBBBBBBB@
1 e�U1(z)�+ 00 1 e�U2(�z)�� 0
0 1 e�U3(z)�+
0 1. . .
. . .1
1
CCCCCCCCCCA
3 Singular behavior at z = 0 depending on Uj (z)4 Normalization
�(z) =⇣I + O
⇣z�1
⌘⌘diag
hzn, 1, . . . , 1, z�n
i, z ! 1.
The RHP is uniquely solvable i↵ ( n(z),�n(z)) exists, moreover (BB 14 [6])
Mj`(x , y) =(�)`�1
(�2⇡i)j�`+1
��1(w ; n)�(z; n)
w � z
�
j+1,`
����w=x(�)j+1
z=y(�)`�1
This is in sharp contrast to the Itzykson-Zuber model.
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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Riemann-Hilbert characterization for { k ,�k}k�0: Determine (p + 1)⇥ (p + 1)function �(z) = �(z; n) such that
1 �(z) is analytic in C\R2 With jump for z 2 R\{0}
�+(z) = ��(z)
0
BBBBBBBBBB@
1 e�U1(z)�+ 00 1 e�U2(�z)�� 0
0 1 e�U3(z)�+
0 1. . .
. . .1
1
CCCCCCCCCCA
3 Singular behavior at z = 0 depending on Uj (z)4 Normalization
�(z) =⇣I + O
⇣z�1
⌘⌘diag
hzn, 1, . . . , 1, z�n
i, z ! 1.
The RHP is uniquely solvable i↵ ( n(z),�n(z)) exists,
moreover (BB 14 [6])
Mj`(x , y) =(�)`�1
(�2⇡i)j�`+1
��1(w ; n)�(z; n)
w � z
�
j+1,`
����w=x(�)j+1
z=y(�)`�1
This is in sharp contrast to the Itzykson-Zuber model.
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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Riemann-Hilbert characterization for { k ,�k}k�0: Determine (p + 1)⇥ (p + 1)function �(z) = �(z; n) such that
1 �(z) is analytic in C\R2 With jump for z 2 R\{0}
�+(z) = ��(z)
0
BBBBBBBBBB@
1 e�U1(z)�+ 00 1 e�U2(�z)�� 0
0 1 e�U3(z)�+
0 1. . .
. . .1
1
CCCCCCCCCCA
3 Singular behavior at z = 0 depending on Uj (z)4 Normalization
�(z) =⇣I + O
⇣z�1
⌘⌘diag
hzn, 1, . . . , 1, z�n
i, z ! 1.
The RHP is uniquely solvable i↵ ( n(z),�n(z)) exists, moreover (BB 14 [6])
Mj`(x , y) =(�)`�1
(�2⇡i)j�`+1
��1(w ; n)�(z; n)
w � z
�
j+1,`
����w=x(�)j+1
z=y(�)`�1
This is in sharp contrast to the Itzykson-Zuber model.
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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Scaling limits and universality results
We confine ourselves first to
Uj (x) = NVj (x), 8 j : limx#0
Vj (x)
| ln x | = j > 0, limx!+1
Vj (x)
ln x= +1
with Vj (x) real analytic on (0,1) and N = n > 0 independent.
In case p = 2:
Zn =
ZZ
Rn+⇥Rn
+
�2(X )�2(Y )Qn
j,k=1(xj + yk )e�N
Pnj=1(V1(xj )+V2(yj ))dXdY
=
ZZ
Rn+⇥Rn
+
e�n2E(⌫1,⌫2) dXdY
with the energy functional (here W1(z) = V1(z),W2(z) = V2(�z))
E(⌫1, ⌫2) =2X
j=1
ZZln |s � t|�1d⌫j (s)d⌫j (t) +
ZWj (s)d⌫j (s)
�
�ZZ
ln |s � t|�1d⌫1(s)d⌫2(t);
Z
R+
d⌫1(s) = 1 =
Z
R�
d⌫2(s).
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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Scaling limits and universality results
We confine ourselves first to
Uj (x) = NVj (x), 8 j : limx#0
Vj (x)
| ln x | = j > 0, limx!+1
Vj (x)
ln x= +1
with Vj (x) real analytic on (0,1) and N = n > 0 independent. In case p = 2:
Zn =
ZZ
Rn+⇥Rn
+
�2(X )�2(Y )Qn
j,k=1(xj + yk )e�N
Pnj=1(V1(xj )+V2(yj ))dXdY
=
ZZ
Rn+⇥Rn
+
e�n2E(⌫1,⌫2) dXdY
with the energy functional (here W1(z) = V1(z),W2(z) = V2(�z))
E(⌫1, ⌫2) =2X
j=1
ZZln |s � t|�1d⌫j (s)d⌫j (t) +
ZWj (s)d⌫j (s)
�
�ZZ
ln |s � t|�1d⌫1(s)d⌫2(t);
Z
R+
d⌫1(s) = 1 =
Z
R�
d⌫2(s).
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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Scaling limits and universality results
We confine ourselves first to
Uj (x) = NVj (x), 8 j : limx#0
Vj (x)
| ln x | = j > 0, limx!+1
Vj (x)
ln x= +1
with Vj (x) real analytic on (0,1) and N = n > 0 independent. In case p = 2:
Zn =
ZZ
Rn+⇥Rn
+
�2(X )�2(Y )Qn
j,k=1(xj + yk )e�N
Pnj=1(V1(xj )+V2(yj ))dXdY
=
ZZ
Rn+⇥Rn
+
e�n2E(⌫1,⌫2) dXdY
with the energy functional (here W1(z) = V1(z),W2(z) = V2(�z))
E(⌫1, ⌫2) =2X
j=1
ZZln |s � t|�1d⌫j (s)d⌫j (t) +
ZWj (s)d⌫j (s)
�
�ZZ
ln |s � t|�1d⌫1(s)d⌫2(t);
Z
R+
d⌫1(s) = 1 =
Z
R�
d⌫2(s).
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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We are naturally lead to the minimization problem, i.e. vector equilibrium problem
EW1,W2 = infµ12M1[0,1)
µ22M1(�1,0]
E(µ1, µ2).
(2)
Theorem (BaB 09 [3])
There is a unique minimizer�µW11 , µW2
2
�to (2), the supports consist of a finite union
of disjoint compact intervals
supp⇣µW11
⌘=
L1G
`=1
A` ⇢ (0,1), supp⇣µW22
⌘=
L2G
`=1
B` ⇢ (�1, 0).
Moreover the shifted resolvents y1 = �R1 +13 (2W
01 +W 0
2), y3 = R2 � 13 (W
01 + 2W 0
2),y2 = �(y1 + y3) with
Rj (z) =
Z(s � z)�1dµ
Wj
j (s),
are the three branches of the cubic
y3 � R(z)y � D(z) = 0. (spectral curve)
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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We are naturally lead to the minimization problem, i.e. vector equilibrium problem
EW1,W2 = infµ12M1[0,1)
µ22M1(�1,0]
E(µ1, µ2). (2)
Theorem (BaB 09 [3])
There is a unique minimizer�µW11 , µW2
2
�to (2), the supports consist of a finite union
of disjoint compact intervals
supp⇣µW11
⌘=
L1G
`=1
A` ⇢ (0,1), supp⇣µW22
⌘=
L2G
`=1
B` ⇢ (�1, 0).
Moreover the shifted resolvents y1 = �R1 +13 (2W
01 +W 0
2), y3 = R2 � 13 (W
01 + 2W 0
2),y2 = �(y1 + y3) with
Rj (z) =
Z(s � z)�1dµ
Wj
j (s),
are the three branches of the cubic
y3 � R(z)y � D(z) = 0. (spectral curve)
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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We are naturally lead to the minimization problem, i.e. vector equilibrium problem
EW1,W2 = infµ12M1[0,1)
µ22M1(�1,0]
E(µ1, µ2). (2)
Theorem (BaB 09 [3])
There is a unique minimizer�µW11 , µW2
2
�to (2), the supports consist of a finite union
of disjoint compact intervals
supp⇣µW11
⌘=
L1G
`=1
A` ⇢ (0,1), supp⇣µW22
⌘=
L2G
`=1
B` ⇢ (�1, 0).
Moreover the shifted resolvents y1 = �R1 +13 (2W
01 +W 0
2), y3 = R2 � 13 (W
01 + 2W 0
2),y2 = �(y1 + y3) with
Rj (z) =
Z(s � z)�1dµ
Wj
j (s),
are the three branches of the cubic
y3 � R(z)y � D(z) = 0. (spectral curve)
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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X1
X2
X3
Figure 1 : The Hurwitz diagram for a typical three sheeted covering of CP1. The support of µW11
on the left in red and for µW22 on the right in blue. This corresponds to the situation p = 2 and
limx#0Vj (x)
| ln x| > 0 in place.
Near the branch points, i.e. edges, the densities ⇢j (s) of dµWj
j (s) = ⇢j (s)ds vanish like
square roots, in the interior they are positive (generically!). Thus
With screening potentials, we obtain the same universality classes (i.e.regular bulk and soft edge) as in the Hermitian one matrix model.
For non-screening potentials, the supports in Theorem 1 may contain the origin, thusleading to a higher order branch point at the origin and a singular density
⇢j (s) = O⇣|s|�
pp+1
⌘, s ! 0. “new” universality class
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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X1
X2
X3
Figure 1 : The Hurwitz diagram for a typical three sheeted covering of CP1. The support of µW11
on the left in red and for µW22 on the right in blue. This corresponds to the situation p = 2 and
limx#0Vj (x)
| ln x| > 0 in place.
Near the branch points, i.e. edges, the densities ⇢j (s) of dµWj
j (s) = ⇢j (s)ds vanish like
square roots, in the interior they are positive (generically!).
Thus
With screening potentials, we obtain the same universality classes (i.e.regular bulk and soft edge) as in the Hermitian one matrix model.
For non-screening potentials, the supports in Theorem 1 may contain the origin, thusleading to a higher order branch point at the origin and a singular density
⇢j (s) = O⇣|s|�
pp+1
⌘, s ! 0. “new” universality class
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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X1
X2
X3
Figure 1 : The Hurwitz diagram for a typical three sheeted covering of CP1. The support of µW11
on the left in red and for µW22 on the right in blue. This corresponds to the situation p = 2 and
limx#0Vj (x)
| ln x| > 0 in place.
Near the branch points, i.e. edges, the densities ⇢j (s) of dµWj
j (s) = ⇢j (s)ds vanish like
square roots, in the interior they are positive (generically!). Thus
With screening potentials, we obtain the same universality classes (i.e.regular bulk and soft edge) as in the Hermitian one matrix model.
For non-screening potentials, the supports in Theorem 1 may contain the origin, thusleading to a higher order branch point at the origin and a singular density
⇢j (s) = O⇣|s|�
pp+1
⌘, s ! 0. “new” universality class
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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X1
X2
X3
Figure 1 : The Hurwitz diagram for a typical three sheeted covering of CP1. The support of µW11
on the left in red and for µW22 on the right in blue. This corresponds to the situation p = 2 and
limx#0Vj (x)
| ln x| > 0 in place.
Near the branch points, i.e. edges, the densities ⇢j (s) of dµWj
j (s) = ⇢j (s)ds vanish like
square roots, in the interior they are positive (generically!). Thus
With screening potentials, we obtain the same universality classes (i.e.regular bulk and soft edge) as in the Hermitian one matrix model.
For non-screening potentials, the supports in Theorem 1 may contain the origin,
thusleading to a higher order branch point at the origin and a singular density
⇢j (s) = O⇣|s|�
pp+1
⌘, s ! 0. “new” universality class
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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X1
X2
X3
Figure 1 : The Hurwitz diagram for a typical three sheeted covering of CP1. The support of µW11
on the left in red and for µW22 on the right in blue. This corresponds to the situation p = 2 and
limx#0Vj (x)
| ln x| > 0 in place.
Near the branch points, i.e. edges, the densities ⇢j (s) of dµWj
j (s) = ⇢j (s)ds vanish like
square roots, in the interior they are positive (generically!). Thus
With screening potentials, we obtain the same universality classes (i.e.regular bulk and soft edge) as in the Hermitian one matrix model.
For non-screening potentials, the supports in Theorem 1 may contain the origin, thusleading to a higher order branch point at the origin and a singular density
⇢j (s) = O⇣|s|�
pp+1
⌘, s ! 0. “new” universality class
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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The non-screening e↵ect appears for instance for the classical Laguerre weights
Uj (x) = NVj (x)� aj ln x , aj > �1 : ak` =X
j=k
aj > �1; limx!+1
Vj (x)
ln x= +1
and Vj is real-analytic on [0,1).
Example (Standard (symmetric) Laguerre weights for p = 2)
Consider the symmetric choice Vj (x) = x � a ln x , x 2 (0,1), j=1,2. The underlyingspectral curve equals
y3 � z2 + a2
3z2y +
2z2 � 18a2 + 54a� 27
27z2= 0
a = 0 a = 1 a = 2a = 3
Figure 2 : The potentials Vj (x) are shown in red for di↵erent choices of the parameter a � 0. Ingreen the density of the measure ⇢1(x).
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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The non-screening e↵ect appears for instance for the classical Laguerre weights
Uj (x) = NVj (x)� aj ln x , aj > �1 : ak` =X
j=k
aj > �1; limx!+1
Vj (x)
ln x= +1
and Vj is real-analytic on [0,1).
Example (Standard (symmetric) Laguerre weights for p = 2)
Consider the symmetric choice Vj (x) = x � a ln x , x 2 (0,1), j=1,2.
The underlyingspectral curve equals
y3 � z2 + a2
3z2y +
2z2 � 18a2 + 54a� 27
27z2= 0
a = 0 a = 1 a = 2a = 3
Figure 2 : The potentials Vj (x) are shown in red for di↵erent choices of the parameter a � 0. Ingreen the density of the measure ⇢1(x).
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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The non-screening e↵ect appears for instance for the classical Laguerre weights
Uj (x) = NVj (x)� aj ln x , aj > �1 : ak` =X
j=k
aj > �1; limx!+1
Vj (x)
ln x= +1
and Vj is real-analytic on [0,1).
Example (Standard (symmetric) Laguerre weights for p = 2)
Consider the symmetric choice Vj (x) = x � a ln x , x 2 (0,1), j=1,2. The underlyingspectral curve equals
y3 � z2 + a2
3z2y +
2z2 � 18a2 + 54a� 27
27z2= 0
a = 0 a = 1 a = 2a = 3
Figure 2 : The potentials Vj (x) are shown in red for di↵erent choices of the parameter a � 0. Ingreen the density of the measure ⇢1(x).
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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The non-screening e↵ect appears for instance for the classical Laguerre weights
Uj (x) = NVj (x)� aj ln x , aj > �1 : ak` =X
j=k
aj > �1; limx!+1
Vj (x)
ln x= +1
and Vj is real-analytic on [0,1).
Example (Standard (symmetric) Laguerre weights for p = 2)
Consider the symmetric choice Vj (x) = x � a ln x , x 2 (0,1), j=1,2. The underlyingspectral curve equals
y3 � z2 + a2
3z2y +
2z2 � 18a2 + 54a� 27
27z2= 0
a = 0 a = 1 a = 2a = 3
Figure 2 : The potentials Vj (x) are shown in red for di↵erent choices of the parameter a � 0. Ingreen the density of the measure ⇢1(x).
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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Meijer-G random point field for p-chain
Definition
Let aj , bj 2 C and 0 m q, 0 n p be integers. The Meijer-G function is definedthrough the Mellin-Barnes integral formula
G m,np,q
⇣a1,...,apb1,...,bq
��� ⇣⌘=
1
2⇡i
Z
L
Qm`=1 �(b` + s)
Qq�1`=m �(1� b`+1 � s)
Qn`=1 �(1� a` � s)
Qp�1`=n �(a`+1 + s)
⇣�s ds
with a typical choice of integration contour shown below.
L
Figure 3 : A choice for L corresponding to aj = bj = 0.
These special functions have appeared recently in the statistical analysis of singularvalues of products of Ginibre random matrices (AB 12 [1], AKW 13 [2], KZ 13 [15]).
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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Meijer-G random point field for p-chain
Definition
Let aj , bj 2 C and 0 m q, 0 n p be integers. The Meijer-G function is definedthrough the Mellin-Barnes integral formula
G m,np,q
⇣a1,...,apb1,...,bq
��� ⇣⌘=
1
2⇡i
Z
L
Qm`=1 �(b` + s)
Qq�1`=m �(1� b`+1 � s)
Qn`=1 �(1� a` � s)
Qp�1`=n �(a`+1 + s)
⇣�s ds
with a typical choice of integration contour shown below.
L
Figure 3 : A choice for L corresponding to aj = bj = 0.
These special functions have appeared recently in the statistical analysis of singularvalues of products of Ginibre random matrices (AB 12 [1], AKW 13 [2], KZ 13 [15]).
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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Meijer-G random point field for p-chain
Definition
Let aj , bj 2 C and 0 m q, 0 n p be integers. The Meijer-G function is definedthrough the Mellin-Barnes integral formula
G m,np,q
⇣a1,...,apb1,...,bq
��� ⇣⌘=
1
2⇡i
Z
L
Qm`=1 �(b` + s)
Qq�1`=m �(1� b`+1 � s)
Qn`=1 �(1� a` � s)
Qp�1`=n �(a`+1 + s)
⇣�s ds
with a typical choice of integration contour shown below.
L
Figure 3 : A choice for L corresponding to aj = bj = 0.
These special functions have appeared recently in the statistical analysis of singularvalues of products of Ginibre random matrices (AB 12 [1], AKW 13 [2], KZ 13 [15]).
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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Conjecture (BB 14 [6])
For any p 2 Zp�2, there exists c0 = c0(p) and {⌘j}p1 which depend on {aj}p1 such that
limn!1
c0
np+1n⌘`�⌘jKj`
⇣ c0
np+1⇠,
c0
np+1⌘⌘/ G(p)
j`
�⇠, ⌘; {aj}p1
�
uniformly for ⇠, ⌘ chosen from compact subsets of (0,1).
Here the limitingcorrelation kernels equal
G(p)j`
�⇠, ⌘; {aj}p1
�=
Z
L
Z
bL
Q`�1s=0 �(u � a1s)Qp
s=` �(1 + a1s � u)
Qps=j �(a1s � v)
Qj�1s=0 �(1� a1s + v)
⇠v⌘�u
1� u + v
dv du
(2⇡i)2
+X
s2P[{0}resv=s
Q`�1s=0 �(1 + v � a1s)Qp
s=` �(a1s � v)
Qps=j �(a1s � v)
Qj�1s=0 �(1 + v � a1s)
⇠v⌘�v
(�)j⇠ � (�)`⌘
with P = {a1`, 1 ` p}.
Theorem (BB 14 [6])
The conjecture holds for p = 2, 3 and potentials Uj (x) = Nx � aj ln x.
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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Conjecture (BB 14 [6])
For any p 2 Zp�2, there exists c0 = c0(p) and {⌘j}p1 which depend on {aj}p1 such that
limn!1
c0
np+1n⌘`�⌘jKj`
⇣ c0
np+1⇠,
c0
np+1⌘⌘/ G(p)
j`
�⇠, ⌘; {aj}p1
�
uniformly for ⇠, ⌘ chosen from compact subsets of (0,1). Here the limitingcorrelation kernels equal
G(p)j`
�⇠, ⌘; {aj}p1
�=
Z
L
Z
bL
Q`�1s=0 �(u � a1s)Qp
s=` �(1 + a1s � u)
Qps=j �(a1s � v)
Qj�1s=0 �(1� a1s + v)
⇠v⌘�u
1� u + v
dv du
(2⇡i)2
+X
s2P[{0}resv=s
Q`�1s=0 �(1 + v � a1s)Qp
s=` �(a1s � v)
Qps=j �(a1s � v)
Qj�1s=0 �(1 + v � a1s)
⇠v⌘�v
(�)j⇠ � (�)`⌘
with P = {a1`, 1 ` p}.
Theorem (BB 14 [6])
The conjecture holds for p = 2, 3 and potentials Uj (x) = Nx � aj ln x.
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 56: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/56.jpg)
Conjecture (BB 14 [6])
For any p 2 Zp�2, there exists c0 = c0(p) and {⌘j}p1 which depend on {aj}p1 such that
limn!1
c0
np+1n⌘`�⌘jKj`
⇣ c0
np+1⇠,
c0
np+1⌘⌘/ G(p)
j`
�⇠, ⌘; {aj}p1
�
uniformly for ⇠, ⌘ chosen from compact subsets of (0,1). Here the limitingcorrelation kernels equal
G(p)j`
�⇠, ⌘; {aj}p1
�=
Z
L
Z
bL
Q`�1s=0 �(u � a1s)Qp
s=` �(1 + a1s � u)
Qps=j �(a1s � v)
Qj�1s=0 �(1� a1s + v)
⇠v⌘�u
1� u + v
dv du
(2⇡i)2
+X
s2P[{0}resv=s
Q`�1s=0 �(1 + v � a1s)Qp
s=` �(a1s � v)
Qps=j �(a1s � v)
Qj�1s=0 �(1 + v � a1s)
⇠v⌘�v
(�)j⇠ � (�)`⌘
with P = {a1`, 1 ` p}.
Theorem (BB 14 [6])
The conjecture holds for p = 2, 3 and potentials Uj (x) = Nx � aj ln x.
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
![Page 57: Thomas Bothner - University of Cincinnatiwangyz/seminar/symposium2014/slides/… · Setup and outline This talk discusses joint work (BB 14 [6]) with Marco Bertola on the Cauchy matrix](https://reader034.vdocuments.us/reader034/viewer/2022050507/5f98d5628038fe3ea14bbb64/html5/thumbnails/57.jpg)
Why not (yet) universality theorem for arbitrary p? I
1 No rigorous potential theoretic foundation for non-screening situation! We workwith explicit spectral curves, i.e. start from Hurwitz diagram and verify aposteriori that the “guess” was correct. For p = 3:
y4 � z � 2
2zy2 +
(3z � 4)(3z � 8)2
432z3= 0 (3)
X1
X2
X3
X4
1
Figure 4 : The four sheeted Riemann surface corresponding to (3).
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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Why not (yet) universality theorem for arbitrary p? II
2 We construct the relevant parametrices explicitly for arbitrary p 2 Z�2, i.e. inparticular the model problem at the origin is solved with the help of Meijer-Gfunctions
�1 0
��a1 1
��
�1 0
��a3 1
�
1 ��
0 (��)a2
�(��)�a2 0
�� 1
�0 �a1
���a1 0
��
�0 �a3
���a3 0
�
1 ��
1 0��a2e�i�a2 1
�� 1
1 ��
1 0��a2ei�a2 1
�� 1
�1 0
��a1 1
��
�1 0
��a3 1
�
1
Figure 5 : The local model problem at the origin, situation p = 3.
but the error analysis becomes more involved for p � 4.
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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References I
G. Akemann, Z. Burda, Universal microscopic correlation functions for productsof independent Ginibre matrices, J. Phys. A: Math. Theor. 45 (2012), 465201.
G. Akemann, M. Kieburg, L. Wei, Singular value correlation functions forproducts of Wishart random matrices, J. Phys. A: Math. Theor. 46 (2013),275205.
F. Balogh, M. Bertola, Regularity of a vector problem and its spectral curve, J.Approx. Theory 161 (2009), 353-370.
M. Bertola, M. Gekhtman, J. Szmigielski, The Cauchy two-matrix model, Comm.Math. Phys., 287 (2009), 983-1014.
M. Bertola, M. Gekhtman, J. Szmigielski, Strong asymptotics for Cauchybiorthogonal polynomials with application to the Cauchy two-matrix model, J.Math. Phys. 54 (2013), 25pp.
M. Bertola, T. Bothner, Universality conjecture and results for a model of severalcoupled positive-definite matrices, preprint arXiv:1407.2597v1 (2014)
P. Bleher, A. Its, Semiclassical asymptotics of orthogonal polynomials,Riemann-Hilbert problem, and universality in the matrix model, Ann. of Math.150 (1999), 185-266
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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References II
P. Deift, T. Kriecherbauer, K. T-R McLaughlin, S. Venakides, X. Zhou, Uniformasymptotics for polynomials orthogonal with respect to varying exponentialweights and applications to universality questions in random matrix theory,Comm. Pure Appl. Math 52 (1999), 1335-1425
P. Deift, D. Gioev, Universality at the edge of the spectrum for unitary,orthogonal, and symplectic ensembles of random matrices, Comm. Pure Appl.Math. 60 (2007), 867-910.
F. Dyson, Statistical theory of the energy levels of complex systems. I. J.Mathematical Phys. 3 (1962), 140-156.
F. Dyson, Correlations between eigenvalues of a random matrix, Comm. Math.Phys. 19 (1970), 235-250.
B. Eynard, M. L. Mehta, Matrices coupled in a chain. I. Eigenvalue correlations,J. Phys. A, 31 (1998), 4449-4456.
A. Fokas, A. Its, A. Kitaev, Discrete Painleve equations and their appearance inquantum gravity, Comm. Math. Phys. 142 (1991), 313-344.
A.B.J. Kuijlaars, M. Vanlessen, Universality for eigenvalue correlations at theorigin of the spectrum, Comm. Math. Phys. 243 (2003), 163-191.
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model
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References III
A. Kuijlaars, L. Zhang, Singular values of products of Ginibre random matrices,multiple orthogonal polynomials and hard edge scaling limits, preprint:arXiv:1308.1003v2 (2013).
M. L. Mehta, P. Shukla, Two coupled matrices: eigenvalue correlations andspacing functions, J. Phys. A 27 (1994), 7793-7803
L. Pastur, M. Shcherbina, Universality of the local eigenvalue statistics for a classof unitary invariant random matrix ensembles, J. Statist. Phys. 86 (1997),109-147.
C. Porter, N. Rosenzweig, Statistical properties of atomic and nuclear spectra,Ann. Acad. Sci. Fenn. Ser. A VI 44 (1960) 66 pp.
Thomas Bothner Universality results for the Cauchy-Laguerre chain matrix model