Rectangular real $N times (N + u)$ matrices $W$ with a Gaussian distribution appear very frequently in data analysis, condensed matter physics and quantum field theory. A central question concerns the correlations encoded in the spectral statistics
of $WW^T$. The extreme eigenvalues of $W W^T$ are of particular interest. We explicitly compute the distribution and the gap probability of the smallest non-zero eigenvalue in this ensemble, both for arbitrary fixed $N$ and $ u$, and in the universal large $N$ limit with $ u$ fixed. We uncover an integrable Pfaffian structure valid for all even values of $ ugeq 0$. This extends previous results for odd $ u$ at infinite $N$ and recursive results for finite $N$ and for all $ u$. Our mathematical results include the computation of expectation values of half integer powers of characteristic polynomials.
We consider the product of n complex non-Hermitian, independent random matrices, each of size NxN with independent identically distributed Gaussian entries (Ginibre matrices). The joint probability distribution of the complex eigenvalues of the produ
ct matrix is found to be given by a determinantal point process as in the case of a single Ginibre matrix, but with a more complicated weight given by a Meijer G-function depending on n. Using the method of orthogonal polynomials we compute all eigenvalue density correlation functions exactly for finite N and fixed n. They are given by the determinant of the corresponding kernel which we construct explicitly. In the large-N limit at fixed n we first determine the microscopic correlation functions in the bulk and at the edge of the spectrum. After unfolding they are identical to that of the Ginibre ensemble with n=1 and thus universal. In contrast the microscopic correlations we find at the origin differ for each n>1 and generalise the known Bessel-law in the complex plane for n=2 to a new hypergeometric kernel 0_F_n-1.
We apply the method of skew-orthogonal polynomials (SOP) in the complex plane to asymmetric random matrices with real elements, belonging to two different classes. Explicit integral representations valid for arbitrary weight functions are derived for
the SOP and for their Cauchy transforms, given as expectation values of traces and determinants or their inverses, respectively. Our proof uses the fact that the joint probability distribution function for all combinations of real eigenvalues and complex conjugate eigenvalue pairs can be written as a product. Examples for the SOP are given in terms of Laguerre polynomials for the chiral ensemble (also called the non-Hermitian real Wishart-Laguerre ensemble), both without and with the insertion of characteristic polynomials. Such characteristic polynomials play the role of mass terms in applications to complex Dirac spectra in field theory. In addition, for the elliptic real Ginibre ensemble we recover the SOP of Forrester and Nagao in terms of Hermite polynomials.
We determine the volume and mass dependence of scalar and pseudoscalar two-point functions in N_f-flavour QCD, in the presence of an isospin chemical potential and at fixed gauge-field topology. We obtain these results at second order in the epsilon-
expansion of Chiral Perturbation Theory and evaluate all relevant zero-mode group integrals analytically. The virtue of working with a non-vanishing chemical potential is that it provides the correlation functions with a dependence on both the chiral condensate, Sigma, and the pion decay constant, F, already at leading order. Our results may therefore be useful for improving the determination of these constants from lattice QCD calculations. As a side product, we rectify an earlier calculation of the O(epsilon^2) finite-volume correction to the decay constant appearing in the partition function. We also compute a generalised partition function which is useful for evaluating U(N_f) group integrals.
