Abstract
We extend to the Toda lattice hierarchy the approach of Bertola et al. (Phys D Nonlinear Phenom 327:30–57, 2016; IMRN, 2016) to computation of logarithmic derivatives of tau-functions in terms of the so-called matrix resolvents of the corresponding difference Lax operator. As a particular application we obtain explicit generating series for connected GUE correlators. On this basis an efficient recursive procedure for computing the correlators in full genera is developed.
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Notes
They are closely related to the multi-loop generating functions
$$\begin{aligned} \left\langle \mathrm{tr}\frac{1}{\lambda _1-M} \cdots \mathrm{tr}\frac{1}{\lambda _k-M}\right\rangle _c=\sum _{i_1, \ldots , i_k=0}^\infty \frac{\left\langle \mathrm{tr}\, M^{i_1}\cdots \mathrm{tr}\, M^{i_k} \right\rangle _c}{\lambda _1^{i_1+1}\cdots \lambda _k^{i_k+1}} \end{aligned}$$often considered in the literature on random matrices, see, e.g., [11].
For more details about the Toda lattice hierarchy (and about its extension), one can see, for example, ref. [10].
In this calculation we omit the index n of \(\tau _n\) and \(R_n\).
The rational numbers \(a_g(i_1,\ldots ,i_k)\) have the following alternative expression
$$\begin{aligned} a_g(i_1,\ldots ,i_k)=\prod _{j=1}^k i_j \, \sum _G \frac{1}{\#\, \mathrm{Sym} \, G} \end{aligned}$$(A.3.5)where the summation is taken over connected oriented ribbon graphs G of genus g with unlabelled half-edges and unlabelled vertices of valencies \(i_1\), ..., \(i_k\).
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Acknowledgements
The work is partially supported by the Russian Science Foundation Grant No. 16-11-10260 “Geometry and Mathematical Physics of Integrable Systems” and by PRIN 2010-11 Grant “Geometric and analytic theory of Hamiltonian systems in finite and infinite dimensions” of Italian Ministry of Universities and Researches. The authors thank the anonymous referees for several valuable constructive comments that helped to improve the presentation of the results of the paper.
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A Appendix: GUE, Toda lattice, and enumeration of ribbon graphs
A Appendix: GUE, Toda lattice, and enumeration of ribbon graphs
1.1 A.1 GUE partition function and orthogonal polynomials
Consider the GUE partition function represented as an integral over the space \({\mathcal H}(N)\) of \(N\times N\) Hermitian matrices \(M=\left( M_{ij}\right) \)
Here the formal series V depending on the parameters \(\mathbf{s}=(s_1,s_2,s_3, \ldots )\) has the form
The integral with respect to the measure
will be understood as a formal seriesFootnote 4 with respect to the parameters \(s_j\). The prefactor \(\mathrm{Vol}(N)^{-1}\) corresponds to the volume, with respect to the Haar measure, of the quotient of the unitary group over the maximal torus \(\left[ U(1)\right] ^N\)
Here G is the Barnes G-function taking the value
at positive integers. Formula (A.1.3) will be re-derived below.
Denote \({\mathcal D}_N\) the set of diagonal \(N\times N\) matrices \(\Lambda =\mathrm{diag}(\lambda _1, \lambda _2, \ldots , \lambda _N)\) with real ordered eigenvalues \(\lambda _1\le \lambda _2\le \cdots \le \lambda _N\). The map
is a local diffeomorphism away from a subset of codimension three in \({\mathcal H}(N)\). Because of invariance of the measure w.r.t. to the action of unitary group one obtains
Here
is the Vandermonde determinant. Due to symmetry of the integrand one can rewrite the last formula as
Denote
a system of monic polynomials orthogonal w.r.t. to the exponential weight
Representing the Vandermonde as
one obtains an expression of the last integral via the normalizing factors of the orthogonal polynomials
We conclude that
Formula (A.1.3) for the volume \(\mathrm{Vol} \left( U(N)/\left[ U(1)\right] ^N\right) \) can be easily derived from the last equation. Indeed, evaluating the LHS of Eq. (A.1.8) at the Gaussian point \(\mathbf{s}=0\) one obtains
At \(\mathbf{s}=0\) the orthogonal polynomials (A.1.6)–(A.1.7) are expressed via Hermite polynomials
From
it follows that
So, Eq. (A.1.8) at \(\mathbf{s}=0\) takes the form
This implies (A.1.3).
We conclude this section with the following expression for the GUE partition function
Our nearest goal is to prove that this partition function is the tau-function of a particular solution of Toda hierarchy.
1.2 A.2 GUE and Toda
Denote \(v_n\), \(w_n\) the coefficients of the three-term recursion relation for the orthogonal polynomials \(p_n(\lambda )\)
\(p_{-1}=0\). That is, the orthogonal polynomials are eigenvectors of the second-order difference operator
The corresponding tri-diagonal matrix will also be denoted \(L=\left( L_{ij}\right) \).
Denote
an inner product on the space of polynomials. Recall that all integrals are understood as formal series in the \(s_j\)-variables. The symmetry
implies
Here \(h_n=(p_n, p_n)\) [see Eq. (A.1.7)].
For an arbitrary square matrix \(X=(X_{ij})\) denote \(X_-\) and \(X_+\) its upper- and lower-triangular parts
Lemma A.2.1
The orthogonal polynomials \(p_n=p_n(\lambda )\) satisfy
Proof
Write
for some coefficients \(A_{in}^{(j)}\). Differentiating in \(s_j\) the equation \((p_n, p_m)=0\) for \(m<n\) we obtain
Introduce matrices of multiplication by powers of \(\lambda \)
We have
hence
that is,
\(\square \)
Repeating a similar calculation for \(m=n\) we obtain
Corollary A.2.2
The difference operator L satisfies
Proof
Differentiating equation
in \(s_j\) and using Eq. (A.2.5) we obtain
Since the operators L and \(L^{j}\) commute we arrive at (A.2.9). \(\square \)
Proposition A.2.3
The GUE partition function \(Z_n\) is a tau-function, in the sense of Definition 1.2.4 of the Toda lattice hierarchy, where the time variables are defined by \(t_j=s_{j+1}/\epsilon , ~j=0,1,2,\ldots \).
Proof
Cor. A.2.2 tells that \(w_n,v_n\) is a particular solution to the Toda lattice hierarchy. It then follows from (A.2.4) and (A.2.8) that \(Z_n\) satisfies Eqs. (1.2.9) and (1.2.10). Equation (A.2.8) implies that
where \(h_{j-1}(n):=\frac{1}{j+1} (L^{j+1})_{nn}\). Define
We have
So
Here, \(\nabla (\mu )\) is defined in (2.2.9). Noting that
we obtain
In the above formulae, \(R_n\) is the matrix resolvent of L. The proposition is proved. \(\square \)
1.3 A.3 GUE and enumeration of ribbon graphs
Expanding in powers of \(s_1\), \(s_2\), \(s_3\), ...
and using an obvious formula
(note that both sides of this equation vanish if \(i_1+\cdots +i_k=\,\)odd) one obtains
where, as above
The coefficients (A.3.2) of the perturbative expansion (A.3.1) are polynomials in N that can be computed by applying the Wick rule. For example,
etc. Terms of polynomial (A.3.2) correspond to oriented ribbon graphs with k vertices. Expansion of the logarithm of the partition function has a similar structure keeping connected graphs only
Introduce the ’t Hooft coupling parameter
Re-expanding in \(\epsilon \) the logarithm of the partition function we arrive at the main statement of this section, see [7].
Theorem A.3.1
Logarithm of the tau-function of the solution to the Toda hierarchy given by the GUE partition function has the following expansion
where \(h=2-2g -\left( k-\frac{|i|}{2}\right) , |i|=i_1+\cdots + i_k\), and the last summation is taken over all connected ribbon graphs \(\Gamma \) (with labelled half-edges and unlabelled vertices) of genus g with k vertices of valencies \(i_1\), ..., \(i_k\), and \(\#\,\mathrm{Sym}\, \Gamma \) is the order of the symmetry group of \(\Gamma \) generated by permuting the vertices.Footnote 5
In the particular case \(i_1=i_2=\cdots =i_k=3\) the dual to the ribbon graph is a triangulation of the surface of genus g consisting of k triangles. Thus, \(a_g\!\left( 3^k\right) :=a_g(3, \ldots , 3)\) (k times) is equal to the weighted number of triangulations of genus g with k triangles. In a similar way, \(a_g\!\left( 4^k\right) \) is the weighted number of quadrangulations of a surface of genus g with k squares, etc.
Since
we can also expand the first term in (A.3.4) with the help of the asymptotic expansion of the Barnes G-function (cf. [2, 23, 37])
This yields the following genus expansion of the logarithm of the tau-function of the interpolated Toda hierarchy where the shift operator \(\psi _n\mapsto \psi _{n+1}\) acting on functions on a lattice is replaced with the translation \(\psi (x) \mapsto \psi (x+\epsilon )\) acting on smooth functions on the real line,
Remark A.3.2
The genus expansion (A.3.6) is often written as 1 / N expansion, setting \(x=1\), so \(\epsilon =1/N\),
The coefficients \(a_g(i_1, \ldots , i_k)\) are the same as in (A.3.4).
Observe that the coefficients of the connected correlators as polynomials in N can be expressed via the numbers \(a_g(i_1, \ldots , i_k)\) enumerating ribbon graphs. Namely, \(\forall \,k\ge 1\) and \(\forall \, i_1,\ldots ,i_k\) such that |i| is even, we have
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Dubrovin, B., Yang, D. Generating series for GUE correlators. Lett Math Phys 107, 1971–2012 (2017). https://doi.org/10.1007/s11005-017-0975-6
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DOI: https://doi.org/10.1007/s11005-017-0975-6