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Crossover ensembles of random matrices and skew-orthogonal polynomials. (English) Zbl 1274.60021

Summary: In a recent paper [Phys. Rev. E 79, 026211 (2009)] we considered a Jacobi family (including Laguerre and Gaussian cases) of random matrix ensembles and reported exact solutions of crossover problems involving time-reversal symmetry breaking. In the present paper we give details of the work. We start with Dyson’s Brownian motion description of random matrix ensembles and obtain universal hierarchic relations among the unfolded correlation functions. For arbitrary dimensions we derive the joint probability density (jpd) of eigenvalues for all transitions leading to unitary ensembles as equilibrium ensembles. We focus on the orthogonal-unitary and symplectic-unitary crossovers and give generic expressions for jpd of eigenvalues, two-point kernels and \(n\)-level correlation functions. This involves generalization of the theory of skew-orthogonal polynomials to crossover ensembles. We also consider crossovers in the circular ensembles to show the generality of our method. In the large dimensionality limit, correlations in spectra with arbitrary initial density are shown to be universal when expressed in terms of a rescaled symmetry breaking parameter. Applications of our crossover results to communication theory and quantum conductance problems are also briefly discussed.

MSC:

60B20 Random matrices (probabilistic aspects)
15B52 Random matrices (algebraic aspects)
42C05 Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis
Full Text: DOI

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