Duality, Biorthogonal Polynomials and Multi-Matrix Models

The statistical distribution of eigenvalues of pairs of coupled random matrices can be expressed in terms of integral kernels having a generalized Christoffel--Darboux form constructed from sequences of biorthogonal polynomials. For measures involving exponentials of a pair of polynomials V_1, V_2 in two different variables, these kernels may be expressed in terms of finite dimensional ``windows'' spanned by finite subsequences having length equal to the degree of one or the other of the polynomials V_1, V_2. The vectors formed by such subsequences satisfy "dual pairs" of first order systems of linear differential equations with polynomial coefficients, having rank equal to one of the degrees of V_1 or V_2 and degree equal to the other. They also satisfy recursion relations connecting the consecutive windows, and deformation equations, determining how they change under variations in the coefficients of the polynomials V_1 and V_2. Viewed as overdetermined systems of linear difference-differential-deformation equations, these are shown to be compatible, and hence to admit simultaneous fundamental systems of solutions. The main result is the demonstration of a spectral duality property; namely, that the spectral curves defined by the characteristic equations of the pair of matrices defining the dual differential systems are equal upon interchange of eigenvalue and polynomial parameters.Comment: Latex, 44 pages, 1 tabl

Differential systems for biorthogonal polynomials appearing in 2-matrix models and the associated Riemann-Hilbert problem

We consider biorthogonal polynomials that arise in the study of a generalization of two--matrix Hermitian models with two polynomial potentials V_1(x), V_2(y) of any degree, with arbitrary complex coefficients. Finite consecutive subsequences of biorthogonal polynomials (`windows'), of lengths equal to the degrees of the potentials, satisfy systems of ODE's with polynomial coefficients as well as PDE's (deformation equations) with respect to the coefficients of the potentials and recursion relations connecting consecutive windows. A compatible sequence of fundamental systems of solutions is constructed for these equations. The (Stokes) sectorial asymptotics of these fundamental systems are derived through saddle-point integration and the Riemann-Hilbert problem characterizing the differential equations is deduced.Comment: v1:41 pages, 5 figures, 1 table. v2:Typos and other errors corrected. v3: Some conceptual changes, added appendix and two figures v4: Minor typographical changes, improved figures. v5: updated version (submitted) 49 pages, 7 figures, 1 tabl

The Cauchy two-matrix model

We introduce a new class of two(multi)-matrix models of positive Hermitean matrices coupled in a chain; the coupling is related to the Cauchy kernel and differs from the exponential coupling more commonly used in similar models. The correlation functions are expressed entirely in terms of certain biorthogonal polynomials and solutions of appropriate Riemann-Hilbert problems, thus paving the way to a steepest descent analysis and universality results. The interpretation of the formal expansion of the partition function in terms of multicolored ribbon-graphs is provided and a connection to the O(1) model. A steepest descent analysis of the partition function reveals that the model is related to a trigonal curve (three-sheeted covering of the plane) much in the same way as the Hermitean matrix model is related to a hyperelliptic curve.Comment: 34 pages, 2 figures. V2: changes only to metadat

Mixed Correlation Functions of the Two-Matrix Model

We compute the correlation functions mixing the powers of two non-commuting random matrices within the same trace. The angular part of the integration was partially known in the literature: we pursue the calculation and carry out the eigenvalue integration reducing the problem to the construction of the associated biorthogonal polynomials. The generating function of these correlations becomes then a determinant involving the recursion coefficients of the biorthogonal polynomials.Comment: 16 page

Loop equations for the semiclassical 2-matrix model with hard edges

The 2-matrix models can be defined in a setting more general than polynomial potentials, namely, the semiclassical matrix model. In this case, the potentials are such that their derivatives are rational functions, and the integration paths for eigenvalues are arbitrary homology classes of paths for which the integral is convergent. This choice includes in particular the case where the integration path has fixed endpoints, called hard edges. The hard edges induce boundary contributions in the loop equations. The purpose of this article is to give the loop equations in that semicassical setting.Comment: Latex, 20 page

Semiclassical orthogonal polynomials, matrix models and isomonodromic tau functions

The differential systems satisfied by orthogonal polynomials with arbitrary semiclassical measures supported on contours in the complex plane are derived, as well as the compatible systems of deformation equations obtained from varying such measures. These are shown to preserve the generalized monodromy of the associated rank-2 rational covariant derivative operators. The corresponding matrix models, consisting of unitarily diagonalizable matrices with spectra supported on these contours are analyzed, and it is shown that all coefficients of the associated spectral curves are given by logarithmic derivatives of the partition function or, more generally, the gap probablities. The associated isomonodromic tau functions are shown to coincide, within an explicitly computed factor, with these partition functions.Comment: 31 pages, 1 figur

Mixed correlation function and spectral curve for the 2-matrix model

We compute the mixed correlation function in a way which involves only the orthogonal polynomials with degrees close to $n$, (in some sense like the Christoffel Darboux theorem for non-mixed correlation functions). We also derive new representations for the differential systems satisfied by the biorthogonal polynomials, and we find new formulae for the spectral curve. In particular we prove the conjecture of M. Bertola, claiming that the spectral curve is the same curve which appears in the loop equations.Comment: latex, 1 figure, 55 page

Second and Third Order Observables of the Two-Matrix Model

In this paper we complement our recent result on the explicit formula for the planar limit of the free energy of the two-matrix model by computing the second and third order observables of the model in terms of canonical structures of the underlying genus g spectral curve. In particular we provide explicit formulas for any three-loop correlator of the model. Some explicit examples are worked out.Comment: 22 pages, v2 with added references and minor correction

Moment determinants as isomonodromic tau functions

We consider a wide class of determinants whose entries are moments of the so-called semiclassical functionals and we show that they are tau functions for an appropriate isomonodromic family which depends on the parameters of the symbols for the functionals. This shows that the vanishing of the tau-function for those systems is the obstruction to the solvability of a Riemann-Hilbert problem associated to certain classes of (multiple) orthogonal polynomials. The determinants include Haenkel, Toeplitz and shifted-Toeplitz determinants as well as determinants of bimoment functionals and the determinants arising in the study of multiple orthogonality. Some of these determinants appear also as partition functions of random matrix models, including an instance of a two-matrix model.Comment: 24 page