Random matrix theory and symmetric spaces

Details Random matrix theory and symmetric spaces Random matrix theory and symmetric spaces

2003-04-16

arxiv.org/abs/cond-mat/0304363v2

Phys.Rept. 394 (2004) 41-156

Physics

Condensed Matter

161 pages, LaTeX, no figures. Revised version with major additions in the second part of the review. Version accepted for publ

Scientific paper

10.1016/j.physrep.2003.12.004

In this review we discuss the relationship between random matrix theories and symmetric spaces. We show that the integration manifolds of random matrix theories, the eigenvalue distribution, and the Dyson and boundary indices characterizing the ensembles are in strict correspondence with symmetric spaces and the intrinsic characteristics of their restricted root lattices. Several important results can be obtained from this identification. In particular the Cartan classification of triplets of symmetric spaces with positive, zero and negative curvature gives rise to a new classification of random matrix ensembles. The review is organized into two main parts. In Part I the theory of symmetric spaces is reviewed with particular emphasis on the ideas relevant for appreciating the correspondence with random matrix theories. In Part II we discuss various applications of symmetric spaces to random matrix theories and in particular the new classification of disordered systems derived from the classification of symmetric spaces. We also review how the mapping from integrable Calogero--Sutherland models to symmetric spaces can be used in the theory of random matrices, with particular consequences for quantum transport problems. We conclude indicating some interesting new directions of research based on these identifications.

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