Random matrix models and applications S. Hikami Mathematical and - - PowerPoint PPT Presentation

random matrix models and applications
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Random matrix models and applications S. Hikami Mathematical and - - PowerPoint PPT Presentation

Random matrix models and applications S. Hikami Mathematical and Theoretical Physics Unit OIST OIST-iTHES-CTSR July 9, 2016 Talk is based on With E. Brezin (1) Random Matrix Theory With An External Source, a preparation for book


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Random matrix models and applications

  • S. Hikami

Mathematical and Theoretical Physics Unit OIST OIST-iTHES-CTSR July 9, 2016

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Talk is based on

  • With E. Brezin

(1) Random Matrix Theory With An External Source, a preparation for book (2016) (2) Random matrix, singularities and open/close intersection numbers,

  • J. Phys. A 48, (2015) 475201.
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  • Universal statistics of spacing of energy levels, Wigner surmise
  • Quantum chaos (Bohigus conjecture)
  • Distribution of zeros of Riemann zeta function (random)
  • Central limit theorem

Applications of random matrix theory

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  • Topological aspect of random matrix theory
  • 2D quantum gravity
  • Riemann surface ---- (closed string)----gravity
  • boundary (D brane) ---(open string) --- gauge
  • AdS/CFT, gravity/gauge correspondence
  • ---simple case of random matrix theory
  • description of Black hole
  • N=2 supersymmetric CFT, c = 2 – 6/p (c is central charge)

* Riemann surface with boundary ---- open/close intersection numbers

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Leonardo da Vinci (triangulation of surface)

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GAUSSIAN INTEGRALS INTERESTING MODELS ARE NON-GAUSSIAN

  • Matrix models of 2D gravity
  • Kontsevich ”Airy” matrix model

Z =

Z

dX exp (−1 2TrΛX2 + i 6X3) who proved that F = log Z satisfies Witten’s conjectures. Namely define tn(Λ) = −(2n − 1)!!TrΛ−(2n−1)

7

(Triangulation of random surface by matrix model )

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then F(t0, · · · , tn, · · ·) =

X

hτk0

0 · · · τkn n · · ·i 1

Y

tkn

n

kn! in which the coefficients hτd1 · · · τdni are the ”intersection numbers of the moduli space of curves” on a Riemann sur- face Mg,n , space of inequivalent complex structures on a Riemann surface of genus g with n marked points with 3g = n 3 + Pn

1 ki.

It follows that F satisfies the KdV hierarchy : U = ∂2F/∂t2 ∂U ∂t1 = U ∂U ∂t0 + 1 12 ∂3U ∂t3

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  • Penner model

Z =

Z

dX exp −NtTr(log(1 − X) + X) F = log Z is the generating function of the Euler character

  • f Mg,n

F =

X

χg,nN2−2gt2−2g−n from which he obtained χg,n = (−1)n(n + 2g − 3)!(2g − 1) n!(2g)! B2g B2g is a Bernoulli number.

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Gaussian random matrix model

  • These interesting non-Gaussian matrix model are obtained from

Gaussian matrix model with an external source

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Consider Gaussian matrix models with an external matrix source PA(X) = 1 ZA e−N

2 trX2−NtrXA

A = A† a given matrix with eigenvalues a1, · · · aN. ZA is of course trivial (ZA = e

N 2 trA2) but one can tune A to

various situations.

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t t t t t y y

Density of states (the dots are the eigenvalues of the source)

8

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  • Euler characteristic

χ = V – E + F = 2 (g=0) χ = 2 – 2 g Topology of Riemann surface

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Marked points on closed/open Riemann surface

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Kontsevich(Ribbon graph) for M1,1 ( Mg,n )

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  • 1. Correlation functions in an external source:

PA(X) = 1 ZA eN

2 trX2NtrXA

The partition function is trivial, the correlation functions are not, but they are known explicitly (S.Hikami , EB) UA(s1, · · · , sK) = 1 NKhtreNs1X · · · treNsKXi is a function of the eigenvalues aα of the Hermitian source matrix A.

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  • 2. A powerful duality

Consider the average of the product of K characteristic polynomials det(λ − M). The K-point function is defined as FK(λ1, ..., λK) = 1 ZN <

K

Y

α=1

det(λα − X) >A,X = 1 ZN

Z

dX

K

Y

α=1

det(λα · I − X)e−1

2Tr(X−A)2

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Tr 1 λ − X = ∂ ∂λ det(λ − X) det(µ − X)|µ=λ Alternatively tr 1 λ − X = lim

n→0

1 n ∂ ∂λ[det(λ − X)]n.

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Define the K × K diagonal matrix Λ =

B @

λ1 · · · λ2 · · · · · ·

1 C A

The duality reads 1 ZN

Z

[dX]N

K

Y

α=1

det(λα · I − X)e−1

2Tr(X−iA)2

= (−i)Nk 1 Zk

Z

[dY ]K

N

Y

j=1

det(aj · I − Y ) e−1

2tr(Y+iΛ)2

where Y is a K × K Hermitian matrix. The K-point function with N × N Gaussian random ma- trices (in a source) is equal to an N-point function with

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K × K Gaussian matrices in a different source (like ”color” exchanged with ”flavor”). Trivial example : one-point function 1 ZN

Z

[dX]det(λ − X)e−1

2Tr(X−iA)2

= (−i)N 1 Z

Z

dy

N

Y

j=1

(aj − y) e−1

2(y+iλ)2

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The fact that Kontsevich’s model is dual of a Gaussian model makes it easy to compute the intersection numbers. Duality and replicas If Λ is a multiple of the identity Λ = λ×1, the coefficients of 1/λ in the expansion of log Z are proportional to the inter- section numbers of the moduli of curves with one marked point on a Riemann surface of genus g. To recover these numbers one can use replicas, i.e. the simple relation lim

n→0

1 n ∂ ∂λ[det(λ − X)]n = tr 1 λ − X. and < [det(λ − X)]n >A,X=< [det(1 − iY )]N >Λ,Y

11

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where Y is an n ⇥ n random Hermitian matrix. Similarly with two marked points U(s1, s2) = hTres1XTres2Xi = lim

n1,n2!0

Z

dλ1dλ2es1λ1+s2λ2 ∂2 ∂λ1∂λ2 h[det(1 iY )]NiΛ with Λ = (λ1, · · · , λ1, λ2, · · · , λ2) degenerate n1 and n2 times.

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Generalizations : ”spin curves” It is clear that can obtain results for curves with several marked points by the same technique (although it is difficult to go beyong low genera). One can also ”tune” the external source to obtain a gener- alized Kontsevich model. For instance if the source matrix A has N/2 eigenvalues equal to +1, and N/2 equal to −1 in the large N appropriate scaling limit <

N

Y

i=1

det(ai − iY ) >=< [det(1 + Y 2)]

N 2 >

=

Z

dY e−N

4 trY 4−iNtrY Λ

This case is nothing but the critical gap closing situation.

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J.Kuan (Thesis, Harvard 2015), Pearcey process, non- intersecting Brownian motion

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Again an appropriate tuning of the source matrix can yield the p-th generalization of Kontsevich’s Airy matrix-model, a model introduced by Marshakov et al. defined by Z = 1 Z0

Z

dY exp[ 1 p + 1tr(Yp+1 Λp+1) tr(Y Λ)Λp] It can be used to recover the (p, q) models coupled to grav- ity. The ’free energy’ is the generating function of the general- ized intersection numbers hQ τm,ji for moduli of curves with ’spin’ j F =

X

dm,j

<

Y

m,j

τdm,j

m,j >

Y

m,j

tdm,j

m,j

dm,j! where

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tm,j = (−p)

j−p−m(p+2) 2(p+1)

m−1

Y

l=0

(lp + j + 1)tr 1 Λmp+j+1 For instance for the quartic generalized model (p=3) < τ8g−5−j

3

,j >g=

1 (12)gg! Γ(g+1

3 )

Γ(2−j

3 )

where j = 0 for g = 3m + 1 and j = 1 for g = 3m. (For g = 3m + 2, the intersection numbers are zero). Witten conjecture : the free energy which generates inter- section numbers for spin curves satisfies a Gelfand-Dikii hi- erarchy and indeed this is true for the correlators U(s1, · · · , sK) providing thereby an alternative definition.

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Generalization : higher Kontsevich-Penner models Z =

Z

dXeTr[Xp+1+k log X+ΛX]

  • p=2 Airy
  • p=-1 Penner
  • p=-2 unitary matrix model
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Generating function for the intersection numbers of p-spin curves, U(s1,…,sn)

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Up to genus 9 (2016)

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[22]

p → −1 limit < τ >g=1= p − 1 24 → − 1 12 < τ >g=2→ − 1 120, < τ >g=3→ − 1 252 χ(Mg,1) = ζ(1 − 2g) = −B2g 2g χ(Mg,1) : Euler characteristics, B2g: Bernoulli number,B2 = 1

6 etc.

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Intersection numbers for non-orientable surfaces There is no equvalent of the Itzykson-Zuber for real sym- metric matrices which generate non-orientable surfaces. How- ever the HarishChandra formula applies to Lie algebras such as o(N) (or sp(N)) which also produce non-orientable sur-

  • faces. Again one can follow the same path : explicit corre-

lation functions and duality.

  • 1. Lie algebra X ∈ o(2N)

Consider the Lie algebra of o(2N), namely real antisymmet- ric matrices. For given real antisymmetric matrices X and Λ the HarishChandra localization formula, for the integral

  • ver g ∈ SO(2N), reads

Z

SO(2N) dgetr(gXg−1Λ) = C

P

w∈W

(detw)exp[2

N

P

j=1

w(xj)λj]

Q

1≤j<k≤N

(x2

j − x2 k)(λ2 j − λ2 k)

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where C = (2N 1)! Q2N1

j=1

(2j 1)!, w are elements of the Weyl group, (permutations followed by reflections (xi ! ±xi ; i = 1, · · · , N) with an even number of sign changes). From this, one derives again the correlation functions in closed form hO(X)iA = 1 ZA

Z

dX O(X) exp (1 2trX2 + trAX) A = a1v · · · aNv, v = iσ2 = 1 1

!

. 1 2N < treσX >A= 1 Nσ

I

du 2πi((u + σ

2)2 a2 γ

u2 a2

γ

) u u + σ

4

eσu+σ2

4

and similarly for the K-point functions.

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2.Duality <

k

Y

α=1

det(λα · I − X) >A=<

N

Y

n=1

det(an · I − Y ) >Λ where X is a 2N × 2N real antisymmetric matrix, Y is a 2k × 2k real antisymmetric matrix. The matrix source A is also a 2N × 2N antisymmetric matrix. The matrix Λ is a 2k × 2k antisymmetric matrix, coupled to Y . We assume, without loss of generality, that A and Λ take the canonical form Λ = λ1v ⊕ · · · ⊕ λkv.

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  • 3. Generalized Kontsevich model for antisymmetric matri-

ces By an appropriate tuning of the an’s, and a corresponding rescaling of Y and Λ, one may generate similarly higher models Z =

Z

dY e−

1 p+1trY p+1+trY Λ

(1) where p is an odd integer. U(σ) = 1 Nσ

I

du 2iπe−

c p+1[(u+σ 4)p+1−(u−σ 4)p+1](1 − σ

4u)

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p = −1 virtual Euler characteristics U(σ)OR = 1 2N

Z

dye−Ny e−y (1 − e−y)2 U(σ)NO = 1 4N

Z

dye−Ny[ 1 1 − e−y − 1 1 + e−y]

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  • Question

Why matrix model is so powerful ? “ M-theory “, 11 dimensions, unification of superstring theories, type I, type IIB, type IIA 11D supergravity, E8xE8 heterotic, SO(32)

  • heterotic. “ M” is “Membranes”, “Magic”, or “Mistery”?

(Witten 1995) “ M “ is matrix theory (Banks, Fischler, Shenker, Susskind). 1997. gravity/gauge duality -----AdS/CFT

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  • Random matrix theory has
  • Duality (Type IIA-TypeIIB, S, T duality, AdS/CFT duality ?)
  • Replica (supersymmetry)
  • Mathematical invariances of topology(Gromov–Witten invariants,
  • intersection numbers)
  • CFT (Virasoro algebra, W-algebra,….)
  • Black hole
  • Exact solution (integrablesystem)
  • Machine learning? Biological applications? .....
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Conclusion

Simple Gaussian random matrix with an external source generates the interesting topological matrix models such as generalized Kontsevich model, Penner model, and open/closed intersection numbers, non-

  • rientablesurface topology by the duality.

The duality and replica method is very powerfullfor the evaluation of topological invariants.