Correlation functions of eigenvalues of multi-matrix models, and the limit of a time dependent matrix

Bertrand Eynard

doi:10.1088/0305-4470/31/40/005

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Correlation functions of eigenvalues of multi-matrix models, and the limit of a time dependent matrix

Bertrand Eynard

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Abstract

We consider the correlation functions of eigenvalues of a unidimensional chain of large random hermitian matrices. An asymptotic expression of the orthogonal polynomials allows to find new results for the correlations of eigenvalues of different matrices of the chain. Eventually, we consider the limit of the infinite chain of matrices, which can be interpreted as a time dependent one-matrix model, and give the correlation functions of eigenvalues at different times.

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Bertrand Eynard. 1998-01-09. Correlation functions of eigenvalues of multi-matrix models, and the limit of a time dependent matrix. https://doi.org/10.1088/0305-4470%2F31%2F40%2F005

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