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# 1 Introduction

## 1 Introduction

Random Matrix Models have been introduced in order to give an approximate statistical description of quantum systems involving disorder, chaos, complexity or whatever prevents from solving the equations of motion exactly. Those models are described by a matrix (Hamiltonian, transfer matrix, or scattering matrix) of large size $`N`$, which is too complicated to be diagonalized exactly, and for which only statistical observations of the spectrum are available (see  for a review on RMT).

Most of the quantities of interest and observables are related to the short range (in energy scale) behavior of the spectrum (indeed small energies correspond to long time evolution, i.e. to equilibrium thermodynamical properties). This is why the short range correlation functions are the most studied.

At first, the simplest models assumed a gaussian weight for the random matrix and gave good agreement with observations, provided that the ensemble of matrices(hermitian, orthogonal, quaternionic…) has the required symmetries (time reversibility,…) .

It has been observed that the correlation functions of the spectrum possess universal properties at sort range, which do not depend on the probability weight, gaussian or not. This universality has been proved for a wide range of models by several approaches , but a very general proof and the exact hypothesis which lead to it are still under investigations.

Moreover, the long range correlation functions appear to share also some universal properties, which depend on the probability weight only through a few parameters . The most striking example is the 2-point correlation function that we shall discuss below.

In the following we will restrict our attention to the so called Hermitian-One-Matrix-Model555 The other ensembles are of course worth considering, but this one is the simplest.  (hermiticity corresponds to a system with broken time reversibility, for instance in the presence of a magnetic field).

We consider a hermitian matrix $`M`$ of size $`N\times N`$ with a probability law of the form:

$$𝒫(M)=\mathrm{e}^{N\mathrm{tr}V(M)}$$

where $`V`$ is a polynomial potential bounded from below.

We wish to study the statistical properties of the eigenvalues $`(\lambda _1,\mathrm{},\lambda _N)`$ of $`M`$ in the large $`N`$ limit, in particular the density of eigenvalues $`\rho (\lambda )`$, and the correlation function $`R(\lambda ,\mu )`$, which measures the probability that two of the eigenvalues take the values $`\lambda `$ and $`\mu `$.

Roughly speaking, the eigenvalues tend to occupy a finite interval centered around the bottom of the potential well, and in the large $`N`$ limit, the density of eigenvalues $`\rho (\lambda )`$ is a continuous function with a compact support.

The simplest case, where the support is connected, known as the “1-cut case”, has been extensively studied . It is then found that the density $`\rho (\lambda )`$ is not universal, it depends on the details of the potential $`V`$, while the connected correlation function $`R_c(\lambda ,\mu )`$ is universal in the short range regime ($`|\lambda \mu |O(1/N)`$), but also in the long range regime ($`|\lambda \mu |O(1)`$) once the short range oscillations (of period $`O(1/N)`$) have been smoothed out.

What happens when the potential $`V`$ possesses several wells, of approximatively the same depths? Then the density $`\rho (\lambda )`$ has a disconnected support, $`[a_1,b_1][a_2,b_2]\mathrm{}[a_s,b_s]`$, each interval $`[a_i,b_i]`$ being centered around one well of the potential $`V`$. This case is known as the multicut (or multiband) case (here $`s`$ cuts).

In the multicut case the density is still not universal, whereas the 2-point correlation function is universal in the short range regime and seems to have some universal properties in the long range regime after smoothing: in  an explicit form of the 2-point connected correlation function was given, and is claimed to be universal: indeed, according to the authors of  “it depends only on the number of connected components of the support and on the position of the endpoints, but not on the potential”. However, more recently several authors  have studied the two-cut case $`s=2`$: they concentrated on the case of an even potential $`V`$ (the two cuts are thus symmetric $`[a,b]`$ and $`[b,a]`$). Using an ansatz for the asymptotic expression of orthogonal polynomials in the large $`N`$ limit, and rederiving the two-point function from this ansatz, they observed that the connected correlation function is still universal in the short distance regime (which was expected), but more surprisingly, that the smoothed connected correlation function in the long range regime depends on the parity of $`N`$ ($`N`$ being the size of the matrix). This seems to contradict the former result of  !

In this paper, we will solve this paradox.

We will show that the semi-classical method of  gives the 2-point connected correlation function only up to an additional non-universal term, which is already present in the free energy, but subdominant at large $`N`$ in this case. We correct the semi-classical argument of , and give a simple (and physically appealing) derivation of the origin of the additional term, that we compute explicitly. This allows us to recover the results of  for the symmetric case, and to generalize them to non symmetric potentials, without using orthogonal polynomials.

Using the same semi-classical argument, we are able to derive large $`N`$ asymptotics for the orthogonal polynomials, recovering the results of  as well as the general $`s`$ cuts asymptotics which appeared recently in the mathematical literature , and to extend these results to the case of complex potentials.

The effect leading to the new term in the semi-classical calculation is simple enough to be explained briefly in this introductory section.

In , the free energy $`F`$ of the matrix model is derived by a saddle point approximation. In particular, one has to extremize the action with respect to variations of the number $`n_i`$ ($`i=1\mathrm{}s`$) of eigenvalues in each connected part of the support, or in other words with respect to the occupation ratio $`x_i=n_i/N`$:

$$F=F(x_c)\mathrm{where}\frac{F}{x}|_{x=x_c}=0$$
(1.1)
However, one has here missed the crucial fact that $`n_i=Nx_i`$ are not real numbers but integers. When $`Nx_c`$ is not an integer, the extremum of $`F(x)`$ is never reached, and the saddle point approximation has to be slightly modified. Roughly speaking the discrete sum cannot be approximated by an integral:

$$\underset{n}{}\mathrm{e}^{g(nNx_c)^2}\text{d}x\mathrm{e}^{N^2g(xx_c)^2}$$
(1.2)
The discrete sum actually depends on how far from an integer $`Nx_c`$ is. For instance, in the symmetric case, we have $`x_c=\frac{1}{2}`$, and the result depends on the parity of $`N`$.

We will show that (as expected from Eq. (1.2)) in general the result involves elliptic theta functions depending on $`Nx_c`$, thus leading to a quasi-periodic dependence on $`N`$. This effect is of order $`N^2`$ for the free energy, but is of order $`1`$ for the computation of the orthogonal polynomials and for the correlation functions. It implies in particular that there is no regular large $`N`$ topological expansion (involving only power series in $`N^2`$) for the 2-cut matrix model.

We will find out that the short range correlation function is universal, while the long range smoothed correlation depends on $`N`$ quasi-periodically.

The paper is divided as follows: in section 2 we introduce the method and notations for the 2-cut model, and we compute the free energy. In section 3 we derive the 2-point correlation function, and we recover the expression of  in the symmetric case. In section 4, we give an asymptotic expression for the orthogonal polynomials, which we use to rederive the universal short range properties of the spectrum, as well as the smoothed long range 2-point correlation function.

The generalizations to a complex potential or to an arbitrary number of cuts are presented in Appendix B and C. Appendix A is a summary of some relationships between elliptical functions in case the reader is not familiar with them.

## 2 The free energy

### 2.1 Basics

We start from the standard Hermitian matrix model defined by the partition function

$$Z[V;N]=\mathrm{d}_N[M]\mathrm{e}^{N\mathrm{tr}V(M)}$$
(2.1)
where $`N`$ is the dimension of the matrix $`M`$, $`V`$ is an analytic – in general polynomial – and for the moment real – function, and $`\text{d}_N[M]`$ is the standard $`U(N)`$ invariant measure over Hermitian matrices

$$\mathrm{d}_N[M]=\underset{i=1}{\overset{N}{}}\text{d}M_{ii}\underset{1i<jN}{}2\text{d}\mathrm{Re}(M_{ij})\text{d}\mathrm{Im}(M_{ij})$$
(2.2)
Integrating out the ”angular part” of $`M`$, $`Z`$ can be rewritten as an integral over the $`N`$ eigenvalues $`\lambda _1,\mathrm{},\lambda _N`$ of $`M`$

$$Z[V;N]=𝐂_N\stackrel{~}{Z}[V;N]$$
(2.3)
$$\stackrel{~}{Z}[V;N]=\underset{k=1}{\overset{N}{}}\text{d}\lambda _k\mathrm{e}^{N_kV(\lambda _k)}\underset{k<l}{}(\lambda _k\lambda _l)^2=\underset{k=1}{\overset{N}{}}\text{d}\lambda _k\mathrm{e}^{N^2S(\lambda _1,\mathrm{},\lambda _N)}$$
(2.4)
with the measure factor

$$C_N=\mathrm{Vol}\left[\frac{\mathrm{U}(N)}{\mathrm{U}(1)^N\times 𝔖_N}\right]=\frac{1}{N!}\underset{K=1}{\overset{N}{}}\frac{(2\pi )^{K1}}{\mathrm{\Gamma }(K)}$$
(2.5)
and with the action $`S(\lambda _k)`$:

$$S(\lambda _1,\mathrm{},\lambda _N)=\frac{1}{N}\underset{k=1}{\overset{N}{}}V(\lambda _k)\frac{1}{2N^2}\underset{1klN}{}\mathrm{ln}(\lambda _k\lambda _l)^2$$
(2.6)
In the simplest ”one cut” case, corresponding in particular to a concave potential, it is known  that the free energy $`F`$ defined as 666 $`Z`$ is normalized here so that $`F`$ is zero for the Gaussian model $`V=\frac{1}{2}M^2`$

$$Z[V;N]=\left(\frac{2\pi }{N}\right)^{\frac{N^2}{2}}\mathrm{e}^{F[V;N]}$$
(2.7)
has a topological large $`N`$ expansion

$$F=N^2F_0+F_1+N^2F_2+\mathrm{}$$
(2.8)
obtained for instance by re-organizing the perturbative expansion according to the topology of the Feynman diagrams. The large $`N`$ limit (planar limit) can be described by a ”master field” configuration where the eigenvalues are described by a continuous density $`\rho (\lambda )`$ with a connected compact support $`𝒞=[a,b]`$, with the constraints

$$_𝒞\text{d}\lambda \rho (\lambda )=1\mathrm{and}\rho (\lambda )0\mathrm{if}\lambda 𝒞$$
(2.9)
and the action 2.6 becomes

$$S[\rho ]=_𝒞\text{d}\lambda V(\lambda )\rho (\lambda )_{𝒞\times 𝒞}\text{d}\lambda \text{d}\mu \rho (\lambda )\rho (\mu )\mathrm{ln}|\lambda \mu |$$
(2.10)
The leading term of the free energy $`F_0`$ can be obtained by the saddle point method: the effective action $`S[\rho ]`$ is extremized for a continuous distribution $`\rho _c`$ and we have simply

$$F_0=S[\rho _c]$$
(2.11)
(up to an additive – potential independent – constant). To compute $`\rho _c`$ we include the constraint 2.9 in the effective action by a Lagrange multiplier $`\mathrm{\Gamma }`$

$$\overline{S}[\rho ]=S[\rho ]+\mathrm{\Gamma }(1_𝒞\rho )$$
(2.12)
The saddle point equation for $`\rho `$ reads:

$$\frac{\overline{S}}{\rho (\lambda )}=V(\lambda )2_𝒞\text{d}\mu \rho (\mu )\mathrm{ln}(|\lambda \mu |)\mathrm{\Gamma }=0\lambda 𝒞$$
(2.13)
which simply means that the real part of the effective potential

$$V_{\mathrm{eff}}(\lambda )=V(\lambda )2_𝒞\text{d}\mu \rho (\mu )\mathrm{ln}(\lambda \mu )$$
(2.14)
is constant on the e.v. support $`𝒞`$, and equal to $`\mathrm{\Gamma }`$. The derivative of 2.13 w.r.t. $`\lambda `$ gives the well-known equation

$$\mathrm{Re}\left(\omega _0(\lambda )\right)=_𝒞\text{d}\mu \rho (\mu )\frac{1}{\lambda \mu }=V^{}(\lambda )/2\lambda 𝒞$$
(2.15)
where $`\omega _0`$ is the large $`N`$ resolvent

$$\omega _0(\lambda )=\underset{N\mathrm{}}{lim}\frac{1}{N}\mathrm{Tr}\left[\frac{1}{\lambda M}\right]=_𝒞\text{d}\mu \frac{\rho (\mu )}{\lambda \mu }$$
(2.16)
Finally let us recall that in the one-cut case $`𝒞=[a,b]`$, if the potential $`V`$ is a polynomial of degree $`P`$, $`\omega `$ is of the form

$$\omega _0(\lambda )=\frac{V^{}(\lambda )}{2}\frac{M(\lambda )\sqrt{\sigma (\lambda )}}{2}\mathrm{with}\sigma (\lambda )=(\lambda a)(\lambda b)$$
(2.17)
where $`M(\lambda )`$ is a polynomial with degree $`P2`$. $`a`$, $`b`$ and $`M`$ are entirely determined by the constraint that

$$\omega _0(\lambda )=\lambda ^1+𝒪(\lambda ^2)\mathrm{for}\lambda \mathrm{}$$
(2.18)
The e.v. density is given by the discontinuity of $`\omega `$

$$\rho (\lambda )=\frac{\mathrm{i}}{2\pi }\left[\omega (\lambda +\mathrm{i0}_+)\omega (\lambda \mathrm{i0}_+)\right]=\frac{M(\lambda )\sqrt{|\sigma (\lambda )|}}{2\pi }$$
(2.19)
### 2.2 The 2-cut case

#### 2.2.1 Mean field:

If the potential $`V`$ is real but has more than one minimum, the large $`N`$ limit may be described by an e.v. distribution on several disconnected intervals. For simplicity we shall first consider the case where there are two intervals

$$𝒞=𝒞_1𝒞_2,𝒞_1=[a,b],𝒞_2=[c,d],a<b<c<d$$
(2.20)
In this case, as we shall see, there is no topological large $`N`$ expansion, even for the free energy $`F`$. As shown in , to describe the large $`N`$ limit, we have to consider as an additional variable the ”average” proportion of eigenvalues $`x_1=n_1/N`$ and $`x_2=n_2/N`$ in each interval $`𝒞_1`$ and $`𝒞_2`$, and introduce the associated Lagrange multipliers $`\mathrm{\Gamma }_1`$ and $`\mathrm{\Gamma }_2`$ for the constraints

$$x_\alpha =_{𝒞_\alpha }\rho (\lambda )\text{d}\lambda ,\alpha =\mathrm{\hspace{0.17em}1},2$$
(2.21)
The effective action 2.12 now reads, with

$$x=x_1$$
(2.22)
$$\overline{S}[\rho ;x]=S[\rho ]+\underset{\alpha =1}{\overset{2}{}}\mathrm{\Gamma }_\alpha (x_\alpha _{𝒞_\alpha }\rho (\lambda )\text{d}\lambda ),x_1+x_2=1$$
(2.23)
with $`S[\rho ]`$ given by 2.10 as before. The saddle point equation w.r.t. $`\rho (\lambda )`$ gives as before the equation 2.13, which implies that the effective potential defined by 2.14 is constant on each interval

$$V_{\mathrm{eff}}(\lambda )=\mathrm{\Gamma }_\alpha \mathrm{when}\lambda 𝒞_\alpha $$
(2.24)
but the corresponding e.v. density $`\rho _c(\lambda )`$ and the effective action $`\overline{S}_c`$ still depend explicitly of the e.v. proportion $`x`$, since we have

$$\overline{S}_c[x]=\frac{1}{2}\left(_𝒞\rho _c(\lambda )V(\lambda )\text{d}\lambda +\underset{\alpha }{}\mathrm{\Gamma }_\alpha x_\alpha \right)$$
(2.25)
The saddle point equation w.r.t. $`x`$ implies the equality of the effective potentials for each interval

$$\frac{\overline{S}}{x}=\mathrm{\Gamma }_1\mathrm{\Gamma }_2=0$$
(2.26)
This fixes the value of $`x`$, and it is known that with this last equation the e.v. density $`\rho _c`$ is uniquely determined in the 2-cut case. The large $`N`$ free energy is then given simply by

$$F_0=\overline{S}[\rho _c;x_c]=\overline{S}_c[x_c]$$
(2.27)
For an explicit polynomial potential $`V`$ of degree $`P`$, and for fixed $`x`$, the 2-cut mean field solution for the resolvent is

$$\omega _0(\lambda ,x)=\frac{V^{}(\lambda )}{2}\frac{M(\lambda )\sqrt{\sigma (\lambda )}}{2}\mathrm{with}\sigma (\lambda )=(\lambda a)(\lambda b)(\lambda c)(\lambda d)$$
(2.28)
and $`M(\lambda )`$ a polynomial with degree $`P3`$. The e.v. density $`\rho (\lambda ,x)`$ is still given by the discontinuity of $`\omega _0`$. The coefficients of $`M`$ and the 4 end-points $`a,b,c,d`$ are entirely determined by the constraint that $`\omega _0(\lambda )\lambda ^1`$ when $`\lambda \mathrm{}`$ and by the fact that $`x`$ must be given by

$$x=_a^b\rho (\lambda ,x)\text{d}\lambda =\frac{1}{2\pi }_a^b|M(\lambda ,x)|\sqrt{|\sigma (\lambda )|}\text{d}\lambda $$
(2.29)
Finally the equation 2.26 which fixes $`x=x_c`$ reads

$$0=V_{\mathrm{eff}}(b)V_{\mathrm{eff}}(c)=_b^c\text{d}\lambda \left(2\omega _0(\lambda ,x)V^{}(\lambda )\right)=_b^c\text{d}\lambda M(\lambda ,x)\sqrt{|\sigma (\lambda )|}$$
(2.30)
#### 2.2.2 Discreteness of number of e.v.’s:

This is sufficient if one is interested in the leading term in the large $`N`$ limit (planar approximation). However, in order to understand the structure of the subdominant terms of the large $`N`$ expansion, it turns out that we cannot neglect the fact that the number of e.v. $`n_\alpha =Nx_\alpha `$ in each interval $`𝒞_\alpha `$ must be an integer.

Let us consider the simple case where the potential $`V`$ has two separate minima $`z_1`$ and $`z_2`$. What has to be done is first to fix the number of eigenvalues $`n_1=n`$ (resp. $`n_2=Nn`$) in the vicinity of $`z_1`$ (resp. $`z_2`$) in the partition function 2.5 by writing

$$\stackrel{~}{Z}[V;N]=\underset{n=0}{\overset{N}{}}\frac{N!}{n!(Nn)!}\stackrel{~}{Z}[V;n,Nn]$$
(2.31)
where

$$\stackrel{~}{Z}[V;n,Nn]=_{\mathrm{}}^E\underset{in}{}\text{d}\lambda _i_E^+\mathrm{}\underset{j>n}{}\text{d}\lambda _j\mathrm{e}^{N_kV(\lambda _k)}\underset{k<l}{}(\lambda _k\lambda _l)^2$$
(2.32)
with $`E`$ a ”frontier” $`b<E<c`$ between the two semi-classical cuts $`[a,b]`$ and $`[c,d]`$. We now claim that each term of this discrete sum has a well defined large $`N`$ topological expansion. Indeed, we can rewrite 2.32 as a matrix integral over two separate matrices: a $`n_1\times n_1`$ matrix $`M_1`$ with the $`n_1=n`$ e.v. $`<E`$ and a $`n_2\times n_2`$ matrix $`M_2`$ with the $`n_2=Nn`$ e.v. $`>E`$, as

$$\stackrel{~}{Z}[V;n]=\frac{1}{C_nC_{Nn}}\mathrm{d}_{n_1}[M_1]\mathrm{d}_{n_2}[M_2]\mathrm{e}^{N\mathrm{Tr}\left(V(M_1)\right)N\mathrm{Tr}\left(V(M_2)\right)+2\mathrm{Tr}\left(\mathrm{ln}\left(M_1\mathrm{Id}+\mathrm{Id}M_2\right)\right)}$$
(2.33)
This last matrix integral has a topological large $`N`$ expansion of the form 2.8 in the ‘t Hooft limit $`N\mathrm{}`$, $`x=n/N`$ fixed, obtained by doing a classical perturbative expansion around the smallest minimum $`z_1`$ of $`V`$ for $`M_1`$ and around the largest minimum $`z_2`$ of $`V`$ for $`M_2`$, and by re-organizing the perturbative expansion according to the topology of the Feynman diagrams. Taking into account carefully the measure factors $`C_n`$ and $`C_{Nn}`$, and using their large $`N`$ asymptotics

$$C_N=\frac{1}{N!}\left(\frac{2\pi }{N}\right)^{\frac{N^2}{2}}\mathrm{e}^{\frac{3}{4}N^2}(2\pi )^NN^{\frac{1}{12}}\mathrm{cst}(1+𝒪(N^1))\text{ when }N\mathrm{}$$
(2.34)
(easily derived from Stirling formula),we obtain that

$$Z[V;N]=\left(\frac{2\pi }{N}\right)^{\frac{N^2}{2}}N^{\frac{1}{12}}\underset{n=0}{\overset{N}{}}\mathrm{e}^{F[V;N,x]}$$
(2.35)
where each $`F[V;N,x]`$ has a regular large $`N`$ asymptotic expansion of the form

$$F[V;N,x]=\underset{h=0}{\overset{\mathrm{}}{}}N^{22h}F_h[V,x]\mathrm{where}x=n/N$$
(2.36)
with each $`F_h[V,x]`$ a regular function of $`x=n/N`$. In particular, the leading large $`N`$ term is given (up to an additive – $`V`$ and $`x`$ independent – constant) by the classical effective action 2.27

$$F_0=\overline{S}[\rho _c;x_c]=\overline{S}_c[x_c]$$
(2.37)
Finally, let us stress that although this decomposition depends on the arbitrary parameter $`E`$, since $`E`$ is in the interval $`]b,c[`$ where the density of eigenvalues is exponentially small with $`N`$, the integral 2.32 depends on $`E`$ only through exponentially small terms of order $`\mathrm{e}^{\mathrm{cst}N}`$, which are “non-perturbative” in the topological expansion Eq. (2.36).

#### 2.2.3 Beyond mean-field:

We can now easily calculate the subleading terms of order $`𝒪(N^2)`$ for the full partition function. In the large $`N`$ limit we can approximate the sum 2.36 by

$$Z[V;N]\underset{n=0}{\overset{N}{}}\mathrm{e}^{N^2F_0[V;x]F_1[V;x]+\mathrm{}}$$
(2.38)
If $`x_c`$ denotes the saddle point of $`F_0[x]`$ given by 2.26, the sum is dominated by the $`n`$’s such that

$$|nNx_c|=𝒪(1)$$
(2.39)
Thus we can still use a quadratic approximation for $`F_0[x]`$

$$Z[V;N]\mathrm{e}^{\left(N^2F_0[V;x_c]+F_1[V;x_c]+\mathrm{}\right)}\underset{n}{}\mathrm{e}^{(nNx_c)^2F_0^{\prime \prime }[V;x_c]/2}$$
(2.40)
where $`F_0^{\prime \prime }=^2F_0/x^2`$ and where the $`\mathrm{}`$ represent terms of order $`𝒪(N^2)`$. The last sum over $`n`$ gives simply an elliptic Jacobi theta function $`\theta _3`$

$$\underset{n}{}\mathrm{e}^{(nNx_c)^2F_0^{\prime \prime }[V;x_c]/2}=\left(2\pi F_0^{\prime \prime }[V;x_c]\right)^{1/2}\theta _3(Nx_c|\tau )$$
(2.41)
with modular parameter $`\tau `$ given by

$$\tau =\frac{2\mathrm{i}\pi }{F_0^{\prime \prime }[V;x_c]}$$
(2.42)
and where the theta function is defined as

$$\theta _3(z|\tau )=\theta _3(z)=\underset{n}{}q^{n^2}\mathrm{e}^{2\mathrm{i}\pi nz}\mathrm{with}q=\mathrm{e}^{\mathrm{i}\pi \tau }$$
(2.43)
It obeys the periodicity relations

$$\theta _3(z+1)=\theta _3(z),\theta _3(z+\tau )=\mathrm{e}^{\mathrm{i}\pi (2z+\tau )}\theta _3(z)$$
(2.44)
(For details on elliptic functions see e.g. Refs ). Eventually we have for the free energy

$`\begin{array}{ccc}\hfill F[V;N]=& N^2& F_0[V,x_c]\hfill \\ & & \mathrm{ln}\left(\theta _3(Nx_c)\right)+F_1(V;x_c)+\frac{1}{2}\mathrm{ln}\left(2\pi F_0^{\prime \prime }[V;x_c]\right)\hfill \\ & +& 𝒪(N^2)\hfill \end{array}`$ (2.48)
where $`F_1`$ is the torus contribution in the topological expansion of 2.33. The next terms of this expansion can be calculated along the same line.

Let us stress that this is not a topological expansion, since the second term $`\mathrm{ln}\left(\theta _3(Nx_c)\right)`$, seemingly $`𝒪(1)`$ and contributing at the torus order, is not regular in $`N`$. Indeed, it is periodic in $`x_c`$ with period $`1/N`$. When computing some observables or quantities of the matrix model, one must take derivatives of $`F`$ w.r.t. some parameters of the potential $`V`$. Since the saddle point $`x_c`$ depends implicitly on $`V`$, every derivative will give a factor $`N`$, and this term may become of the same order than the first term $`N^2F_0[x_c]`$ given by the planar limit. Note that the last two terms depend on $`x`$ and not on $`Nx`$, and they will remain subdominant once we take derivatives of $`F`$.

### 2.3 The modular parameter

Finally, we can express simply the modular parameter $`\tau `$ defined by Eq. (2.42) in term of the end-points $`a`$, $`b`$, $`c`$, $`d`$ of the support of e.v. For this purpose, we introduce the function $`\sigma `$

$$\sigma (\lambda )=(\lambda a)(\lambda b)(\lambda c)(\lambda d)$$
(2.49)
and the function $`u`$

$$u(\lambda )=\frac{1}{2K}_d^\lambda \frac{\text{d}z}{\sqrt{\sigma (z)}}$$
(2.50)
where $`K`$ is

$$K=_b^c\frac{\text{d}z}{\sqrt{|\sigma (z)|}}=\frac{2}{\sqrt{(ca)(db)}}K[m]\mathrm{with}m=\frac{(da)(cb)}{(db)(ca)}$$
(2.51)
$`K[m]`$ is the complete elliptic integral of the first kind. Similarly we define

$$K^{}=_a^b\frac{\text{d}z}{\sqrt{|\sigma (z)|}}=\frac{2}{\sqrt{(ca)(db)}}K[m^{}]\mathrm{with}m^{}=\mathrm{\hspace{0.17em}1}m$$
(2.52)
We shall show that the modular parameter $`\tau `$ of Eq. (2.42) coincides with the standard modular parameter of the torus associated to the mapping $`u`$, i.e. of the elliptic curve $`y^2=\sigma (z)`$. Indeed, $`\tau `$ is simply given by

$$\tau =\mathrm{i}\frac{K^{}}{K}=\mathrm{i}\frac{K[1m]}{K[m]}$$
(2.53)
So we have

$$u(d)=0,u(a)=\frac{1}{2},u(b)=\frac{1+\tau }{2},u(c)=\frac{\tau }{2},u(\mathrm{})=u_{\mathrm{}}$$
(2.54)
and $`u`$ maps the upper half $`\lambda `$-plane onto the half-periods rectangle $`(1/2,\tau /2)`$ and the double-sheeted complex $`\lambda `$-plane onto the period rectangle $`(1,\tau )`$.

To show Eq. (2.53), we use the fact that in the two-cut case, if we fix $`x`$ (the e.v. ratio in the first cut) the semiclassical e.v. density (extrema of the effective action $`\overline{S}`$ ) is now a function $`\rho (\lambda ,x)`$ of $`\lambda `$ and $`x`$, and the end-points $`a`$, $`b`$, $`c`$, $`d`$ depend on $`x`$. Therefore the large $`N`$ resolvent $`\omega _0`$ is of the form

$$\omega _0(\lambda ,x)=\frac{V^{}(\lambda )}{2}\frac{M(\lambda ,x)\sqrt{\sigma (\lambda )}}{2}$$
(2.55)
with $`M(\lambda ,x)`$ a polynomial with degree $`P3`$ in $`\lambda `$ ($`P`$ being the degree of $`V`$), entirely fixed by the constraints 2.18 and 2.29. Therefore the partial derivative of $`\omega _0(\lambda ,x)`$ w.r.t. $`x`$ is necessarily of the form

$$\frac{\omega _0(\lambda ,x)}{x}=\frac{C}{\sqrt{\sigma (\lambda )}}$$
(2.56)
with $`C=C(\lambda ,x)`$ a priori a polynomial in $`\lambda `$. Since 2.18 still holds independently of $`x`$ we must have

$$\frac{\omega _0(\lambda ,x)}{x}=𝒪(\lambda ^2)\mathrm{for}\lambda \mathrm{}$$
(2.57)
which implies that $`C(\lambda ,x)`$ is of degree $`0`$ in $`\lambda `$, i.e. is a constant (depending only on $`x`$)

$$C=C(x)$$
(2.58)
This constant can be easily determined by using that

$$x=_a^b\rho (\lambda ,x)\text{d}\lambda =_𝒞^{}\frac{\text{d}\lambda }{2\mathrm{i}\pi }\omega _0(\lambda ,x)$$
(2.59)
with $`𝒞^{}`$ a clockwise contour encircling the interval $`[a,b]`$. Therefore we have

$$\frac{x}{x}=\mathrm{\hspace{0.17em}1}=_𝒞^{}\frac{\text{d}\lambda }{2\mathrm{i}\pi }\frac{C}{\sqrt{\sigma (\lambda )}}=\frac{CK^{}}{\pi }C=\frac{\pi }{K^{}}$$
(2.60)
with $`K^{}`$ the half-period defined in Eq. (2.52). Now we use Eq. (2.26), Eq. (2.27) and the definition of the effective potential $`V_{\mathrm{eff}}`$ of Eq. (2.14) to write the derivative of the free energy w.r.t. $`x`$ as

$$\frac{F_0}{x}=V_{\mathrm{eff}}(b)V_{\mathrm{eff}}(c)=_b^c\text{d}\lambda \left(2\omega _0(\lambda )V^{}(\lambda )\right)$$
(2.61)
Now we take the derivative w.r.t. $`x`$ of this equation and obtain

$$F_0^{\prime \prime }=\frac{^2F_0}{x^2}=\mathrm{\hspace{0.17em}2}_b^c\text{d}\lambda \frac{\omega _0(\lambda )}{x}=\mathrm{\hspace{0.17em}2}_b^c\text{d}\lambda \frac{C}{\sqrt{\sigma (\lambda )}}=\mathrm{\hspace{0.17em}2}CK=\frac{2\pi K}{K^{}}$$
(2.62)
Using Eq. (2.42) we thus obtain the result 2.53.

## 3 2-points correlation function

### 3.1 The basic formula

As a first application we compute the large $`N`$ smoothed connected two-point correlation function (first obtained by ), defined as

$$\omega ^c(\lambda ,\mu )=\mathrm{Tr}\left[\frac{1}{\lambda M}\right]\mathrm{Tr}\left[\frac{1}{\mu M}\right]\mathrm{Tr}\left[\frac{1}{\lambda M}\right]\mathrm{Tr}\left[\frac{1}{\mu M}\right]$$
(3.1)
Adding source terms to the potential of the form

$$V_{ϵ_\lambda }=V(z)ϵ_\lambda \frac{1}{\lambda z},V_{ϵ_\lambda ,ϵ_\mu }(z)=V(z)ϵ_\lambda \frac{1}{\lambda z}ϵ_\mu \frac{1}{\mu z}$$
(3.2)
we have

$$\omega ^c(\lambda ,\mu )=\frac{1}{N^2}\frac{}{ϵ_\lambda }\frac{}{ϵ_\mu }F[V_{ϵ_\lambda ,ϵ_\mu },N]|_{ϵ_\lambda =ϵ_\mu =0}$$
(3.3)
and for the resolvent (one-point function)

$$\omega (\lambda )=\frac{1}{N}\mathrm{Tr}\left[\frac{1}{\lambda M}\right]=\frac{1}{N^2}\frac{}{ϵ_\lambda }F[V_{ϵ_\lambda },N]|_{ϵ_\lambda =0}$$
(3.4)
If the $`ϵ_\lambda `$’s are small and the $`\lambda `$’s not too close to the cuts, the mean-field solution is still a two-cut e.v. distribution, with $`x_c=x_c(ϵ)`$ an explicit function of the $`\lambda `$’s. So from Eq. (2.48) for the free energy we have for the two-point function

$$\omega ^c(\lambda ,\mu )=\left[\frac{}{ϵ_\lambda }\frac{}{ϵ_\mu }F_0[V_{ϵ_\lambda ,ϵ_\mu }]+\frac{x_c}{ϵ_\lambda }\frac{x_c}{ϵ_\mu }\left[\mathrm{ln}\left(\theta _3(Nx_c)\right)\right]^{\prime \prime }\right]_{ϵ_\lambda =ϵ_\mu =0}+𝒪(N^1)$$
(3.5)
The first term in the r.h.s. of 3.5 is the mean-field contribution already calculated in , the second term involving a second derivative of an elliptic function, characterizes the multi-cut solution.

### 3.2 The mean-field contribution

For completeness let us first rederive the mean field contribution of . Taking the derivative with respect to $`ϵ_\lambda `$ we obtain the mean-field resolvent for the potential $`V_{ϵ_\mu }`$

$$\frac{}{ϵ_\lambda }F_0[V_{ϵ_\lambda ,ϵ_\mu }]|_{ϵ_\lambda =0}=\omega _0(\lambda ;V_{ϵ_\mu })$$
(3.6)
which must be of the form

$$\omega _0(z;V_{ϵ_\mu })=\frac{1}{2}\left[V^{}(z)\frac{ϵ_\mu }{(z\mu )^2}+\frac{M(z)\sqrt{\sigma (z)}}{(z\mu )^2}\right]$$
(3.7)
with $`M(z)`$ a polynomial of degree $`P1`$ (here both the coefficients of $`M`$ and of $`\sigma `$ depend on $`\mu `$ and $`ϵ_\mu )`$. In addition to the $`P2`$ constraints (coming from 2.18 and 2.30) $`\omega _0(z;V_{ϵ_\mu })`$ must be regular at $`z=\mu `$. This determines entirely $`M`$. Taking the derivative w.r.t. $`ϵ_\mu `$ and using the symmetry $`\lambda \mu `$ we get

$$\omega _0^c(\lambda ,\mu )=\frac{}{ϵ_\lambda }\frac{}{ϵ_\mu }F_0=\frac{1}{2}\frac{1}{(\lambda \mu )^2}\left[1+\frac{Q(\lambda ,\mu )}{\sqrt{\sigma (\lambda )}\sqrt{\sigma (\mu )}}\right]$$
(3.8)
with $`Q(\lambda ,\mu )`$ a symmetric polynomial in $`\lambda `$ and in $`\mu `$. The constraints on $`\omega _0^c`$ are: (i) $`\omega _0^c=𝒪(\lambda ^2)`$ as $`\lambda \mathrm{}`$ which implies that $`Q`$ is of degree at most 2; (ii) $`\omega _0^c`$ is regular at $`\lambda =\mu `$ which implies that $`Q(\lambda ,\mu )=\sigma ((\lambda +\mu )/2)+𝒪((\lambda \mu )^2)`$; (iii) finally the equality of the effective potential on the two cuts implies that

$$_b^c\omega _0^c(\lambda ,\mu )\text{d}\mu =\mathrm{\hspace{0.17em}0}$$
(3.9)
Conditions (i) and (ii) fix uniquely $`Q`$

$$Q(\lambda ,\mu )=\frac{1}{2}\left[\begin{array}{c}(\lambda a)(\mu b)(\mu c)(\lambda d)\\ +(\mu a)(\lambda b)(\lambda c)(\mu d)\end{array}\right]+S(\lambda \mu )^2$$
(3.10)
up to a constant $`S`$ fixed by condition (iii), which is found to be

$$S=\frac{1}{2}(ca)(db)\frac{E[m]}{K[m]}\mathrm{with}m=\frac{(cb)(da)}{(ca)(db)}$$
(3.11)
and where $`K[m]`$ and $`E[m]`$ are the standard elliptic integrals of the first and second kind.

### 3.3 The non-regular contribution

In order to compute the second contribution to 3.5, we simply need $`\frac{x_c}{ϵ_\lambda }`$. Since $`x_c`$ is fixed by the constraint $`\frac{F_0}{x}=0`$ we can write

$$\frac{x_c}{ϵ_\lambda }=\frac{^2F_0}{xϵ_\lambda }/\frac{^2F_0}{x^2}$$
(3.12)
Using the results of subsection 2.3 we have

$$\frac{^2F_0}{x^2}=\frac{2\pi K}{K^{}}\mathrm{and}\frac{^2F_0}{xϵ_\lambda }=\frac{}{x}\omega _0(\lambda ,x)=\frac{\pi }{K^{}}\frac{1}{\sqrt{\sigma (\lambda )}}$$
(3.13)
So we have eventually

$$\frac{x_c}{ϵ_\lambda }=\frac{1}{2K\sqrt{\sigma (\lambda )}}$$
(3.14)
and the second non-regular term is

$$\frac{x_c}{ϵ_\lambda }\frac{x_c}{ϵ_\mu }\left[\mathrm{ln}\left(\theta _3(Nx_c|\tau )\right)\right]^{\prime \prime }=\frac{1}{2K\sqrt{\sigma (\lambda )}}\frac{1}{2K\sqrt{\sigma (\mu )}}\left[\mathrm{ln}\left(\theta _3(Nx_c|\tau )\right)\right]^{\prime \prime }$$
(3.15)
with $`K`$ defined by Eq. (2.51). Using standard relations on elliptic functions, this can be rewritten as

$$\frac{(ca)(db)}{4\sqrt{\sigma (\lambda )}\sqrt{\sigma (\mu )}}\left[\frac{E[m]}{K[m]}+\mathrm{dn}^2(Nx_c+{\scriptscriptstyle \frac{1}{2}})\right]$$
(3.16)
with

$$\mathrm{dn}(u)=\mathrm{dn}(2K[m]u|m)$$
(3.17)
where $`\mathrm{dn}(u|m)`$ is the Jacobi elliptic function $`\mathrm{dn}`$. Its periods are $`2K[m]`$ and $`4\mathrm{i}K[m^{}]`$, and $`\mathrm{dn}^2(z)`$ has periods $`1`$ and $`\tau `$.

### 3.4 The final result

Combining 3.8, 3.10, 3.11 and 3.16 we obtain the final result for the 2-point correlation function

$`\omega ^c(\lambda ,\mu )`$ $`=`$ $`{\displaystyle \frac{1}{4(\lambda \mu )^2}}[(1\sqrt{{\displaystyle \frac{(\lambda a)(\lambda b)(\mu c)(\mu d)}{(\mu a)(\mu b)(\lambda c)(\lambda d)}}})+(\lambda \mu )]`$ (3.18)
$`{\displaystyle \frac{(ca)(db)}{4\sqrt{\sigma (\lambda )}\sqrt{\sigma (\mu )}}}\mathrm{sn}^2(Nx_c+{\scriptscriptstyle \frac{1}{2}})`$
We have used the relation $`\mathrm{dn}^2(u)=1m\mathrm{sn}^2(u)`$, where similarly to 3.17 we note

$$\mathrm{sn}(u)=\mathrm{sn}(2K[m]u|m)$$
(3.19)
Surprisingly, the ratio $`E[m]/K[m]`$ characteristic of the mean-field solution of  has disappeared.

The smoothed 2-point connected density correlator $`\rho ^c(\lambda ,\mu )`$, defined as

$$\rho ^c(\lambda ,\mu )=\mathrm{Tr}\left[\delta (\lambda M)\right]\mathrm{Tr}\left[\delta (\mu M)\right]\mathrm{Tr}\left[\delta (\lambda M)\right]\mathrm{Tr}\left[\delta (\mu M)\right]$$
(3.20)
can be obtained easily from the discontinuity of $`\omega ^c(\lambda ,\mu )`$. One obtains in the large $`N`$ limit, if $`\lambda `$ and $`\mu `$ are on the support of e.v.

$`\rho ^c(\lambda ,\mu )`$ $`=`$ $`{\displaystyle \frac{1}{4\pi ^2}}[{\displaystyle \frac{1}{(\lambda \mu )^2}}(\sqrt{\left|{\displaystyle \frac{(\lambda a)(\lambda b)(\mu c)(\mu d)}{(\mu a)(\mu b)(\lambda c)(\lambda d)}}\right|}+\lambda \mu )`$ (3.21)
$`+\epsilon _\lambda \epsilon _\mu {\displaystyle \frac{(ca)(db)}{\sqrt{|\sigma (\lambda )|}\sqrt{|\sigma (\mu )|}}}\mathrm{sn}^2(Nx_c+{\scriptscriptstyle \frac{1}{2}})]`$
$$\epsilon _\lambda =\mathrm{\hspace{0.17em}1}\mathrm{if}\lambda [\mathrm{a},\mathrm{b}],1\mathrm{if}\lambda [\mathrm{c},\mathrm{d}],$$
(3.22)
and zero otherwise.

The new non-regular term $`\mathrm{sn}^2(Nx_c+{\scriptscriptstyle \frac{1}{2}})`$ is an even periodic function of $`Nx_c`$ with period $`1`$ which varies between $`0`$ and $`1`$. Therefore, as $`N`$ varies, depending on the rationality or the irrationality of $`x_c`$, the two-point function will be varying with $`N`$ in a periodic or quasiperiodic way.

### 3.5 The symmetric case

It is now very easy to recover the results of  for a symmetric potential. Indeed, if the potential $`V`$ is symmetric, the two cuts are also symmetric

$$a=d,b=c$$
(3.23)
and we have automatically

$$x_c=\frac{1}{2}$$
(3.24)
so that

$$\mathrm{sn}^2(Nx_c+{\scriptscriptstyle \frac{1}{2}})=\{\begin{array}{ccc}\mathrm{sn}^2({\scriptscriptstyle \frac{1}{2}})=1\text{ if }N\text{ is even }\hfill & & \\ \mathrm{sn}^2(0)=0\text{ if }N\text{ is odd}\hfill & & \end{array}$$
(3.25)
Eq. (3.18) and Eq. (3.22) become

$$\omega ^c(\lambda ,\mu )=\frac{1}{2(\lambda \mu )^2}\left[1\frac{(a^2\lambda \mu )(b^2\lambda \mu )}{\sqrt{\sigma (\lambda )}\sqrt{\sigma (\mu )}}\right]\frac{(1)^N}{2}\frac{ab}{\sqrt{\sigma (\lambda )}\sqrt{\sigma (\mu )}}$$
(3.26)
$$\rho ^c(\lambda ,\mu )=\frac{1}{2\pi ^2}\frac{\epsilon _\lambda \epsilon _\mu }{\sqrt{|\sigma (\lambda )|}\sqrt{|\sigma (\mu )|}}\left(\frac{(a^2\lambda \mu )(b^2\lambda \mu )}{(\lambda \mu )^2}(1)^Nab\right)$$
(3.27)
with $`\sigma (\lambda )=(\lambda ^2a^2)(\lambda ^2b^2)`$.

### 3.6 The two-point function as an elliptic function

It is interesting to consider the two-point correlator in terms of the elliptic coordinates defined by Eq. (2.50)

$$u=u(\lambda ),v=u(\mu )$$
(3.28)
Let us thus consider

$$\overline{\omega }^c(u,v)=\frac{\lambda }{u}\frac{\mu }{v}\omega ^c(\lambda ,\mu )=\mathrm{\hspace{0.17em}2}K\sqrt{\sigma (\lambda )}\mathrm{\hspace{0.17em}2}K\sqrt{\sigma (\mu )}\omega ^c(\lambda ,\mu )$$
(3.29)
It is easy to see (from the properties of $`\omega ^c`$) that $`\overline{\omega }^c(u,v)`$ satisfies:

1. $`\overline{\omega }^c(u,v)`$ is a doubly periodic function of $`u`$ (and of $`v`$) with periods $`1`$ and $`\tau `$;
2. $`\overline{\omega }^c(u,v)`$ is regular at $`u`$ and $`v=u(a),u(b),u(c),u(d)`$ and $`u_{\mathrm{}}`$;
3. $`\overline{\omega }^c(u,v)`$ is regular when $`u=v`$, but has a double pole at $`u=v`$ (corresponding to the double pole of $`\omega ^c(\lambda ,\mu )`$ when $`\lambda =\mu `$ but with $`\lambda `$ in the first sheet and $`\mu `$ in the second sheet), with residue $`1`$.

This implies that $`\overline{\omega }^c(u,v)`$ is a Weierstrass elliptic function

$$\overline{\omega }^c(u,v)=\mathrm{}(u+v|\tau )+\mathrm{constant}$$
(3.30)
where the constant depends on $`Nx_c`$ ($`\mathrm{}`$ has periods $`1`$ and $`\tau `$). Using classical identities between the Weirstrass $`\mathrm{}`$ function and the Jacobi elliptic functions, it can be easily calculated. We find the remarkably simple result

$$\overline{\omega }^c(u,v)=\mathrm{}(u+v|\tau )\mathrm{}(Nx_c+{\scriptscriptstyle \frac{\tau }{2}}|\tau )$$
(3.31)
or equivalently

$$\overline{\omega }^c(u,v)=\left[\mathrm{ln}\left(\theta _1(u+v|\tau )\right)\right]^{\prime \prime }+\left[\mathrm{ln}\left(\theta _3(Nx_c|\tau )\right)\right]^{\prime \prime }$$
(3.32)
## 4 The orthogonal polynomials

Let us briefly recall some basic facts about the well-known method of orthogonal polynomials , which is a powerful tool for studying the spectral properties of random matrices . Asymptotic expressions for the orthogonal polynomials have been obtained recently  in the mathematical literature, by solving a Rieman-Hilbert problem. Here we will derive them from the free energy directly.

Consider the partition function (2.4):

$$\stackrel{~}{Z}=\text{d}\lambda _1\mathrm{}\text{d}\lambda _N\mathrm{e}^{N_iV(\lambda _i)}\underset{i<j}{}(\lambda _i\lambda _j)^2$$
(4.1)
The last term is a Vandermonde determinant :

$$\underset{i<j}{}(\lambda _i\lambda _j)=\underset{i,j}{det}\left((\lambda _i)^{j1}\right)=\underset{i,j}{det}\left(𝒫_{j1}(\lambda _i)\right)$$
(4.2)
where the last equality is obtained by linearly mixing columns of the determinant, and holds for arbitrary monic polynomials $`𝒫_n(\lambda )`$ with leading coefficient $`𝒫_n(\lambda )=\lambda ^n+\mathrm{}`$.

The method of orthogonal polynomials consists in choosing a family of polynomials suitable for the computation of (4.1), namely, the family of polynomials orthogonal with respect to the weight $`\mathrm{exp}NV(\lambda )`$:

$$\text{d}\lambda 𝒫_n(\lambda )𝒫_m(\lambda )\mathrm{e}^{NV(\lambda )}=h_n\delta _{nm}$$
(4.3)
With this particular choice of polynomials, the integral (4.1) is merely:

$$\stackrel{~}{Z}=N!\underset{n=0}{\overset{N1}{}}h_n$$
(4.4)
and the joint probability density of all the eigenvalues takes the form of a Slater determinant:

$$R_N(\lambda _1,\mathrm{},\lambda _N)=\frac{1}{N!}\left(\underset{0n<N}{det}_{1iN}\left[\psi _{n1}(\lambda _i)\right]\right)^2$$
(4.5)
where the wave functions $`\psi _n(\lambda )=\frac{1}{\sqrt{h_n}}𝒫_n(\lambda )\mathrm{e}^{\frac{N}{2}V(\lambda )}`$ are orthonormal.

### 4.1 The Kernel $`K(\lambda ,\mu )`$

The square of a determinant can be rewritten as the determinant of a product:

$$\left(\underset{n,i}{det}\left(\psi _{n1}(\lambda _i)\right)\right)^2=\underset{1i,jN}{det}\left[\underset{n=0}{\overset{N1}{}}\psi _n(\lambda _i)\psi _n(\lambda _j)\right]$$

we are thus led to introduce the kernel $`K(\lambda ,\mu )`$ :

$$K(\lambda ,\mu )=\frac{1}{N}\underset{n=0}{\overset{N1}{}}\psi _n(\lambda )\psi _n(\mu )$$
(4.6)
In terms of which the joint density of eigenvalues is now a determinant

$$R_N(\lambda _1,\mathrm{},\lambda _N)=\frac{N^N}{N!}det\left[K(\lambda _i,\lambda _j)\right]$$
(4.7)
The orthonormality properties of the polynomials imply the projection relations

$$\text{d}\lambda K(\lambda ,\lambda )=1\mathrm{and}\text{d}\lambda K(\mu ,\lambda )K(\lambda ,\nu )=\frac{1}{N}K(\mu ,\nu )$$
(4.8)
which make any partial integration of (4.7) easy to perform (theorem of Dyson ).

In particular, the integration over $`N1`$ eigenvalues gives the density of eigenvalues

$$\rho (\lambda _1)=\text{d}\lambda _2\mathrm{}\text{d}\lambda _NR_N(\lambda _1,\mathrm{},\lambda _N)=K(\lambda _1,\lambda _1)$$

and the integration over $`N2`$ eigenvalues gives the correlation function:

$$\begin{array}{cc}\hfill R_2(\lambda _1,\lambda _2)& =\text{d}\lambda _3\mathrm{}\text{d}\lambda _NR_N(\lambda _1,\mathrm{},\lambda _N)\hfill \\ & =\frac{N}{N1}\left(K(\lambda _1,\lambda _1)K(\lambda _2,\lambda _2)K(\lambda _1,\lambda _2)K(\lambda _2,\lambda _1)\right)\hfill \end{array}$$

In short:

$$\rho (\lambda )=K(\lambda ,\lambda ),\rho (\lambda ,\mu )=(K(\lambda ,\lambda )K(\mu ,\mu )K(\lambda ,\mu )^2)$$
(4.9)
In addition, the Darboux-Christoffel theorem , asserts that

$$K(\lambda ,\mu )=\frac{1}{Nh_{N1}}\frac{𝒫_N(\lambda )𝒫_{N1}(\mu )𝒫_N(\mu )𝒫_{N1}(\lambda )}{\lambda \mu }\mathrm{e}^{\frac{N}{2}(V(\lambda )+V(\mu ))}$$
(4.10)
which means that we need to evaluate $`𝒫_n`$ only for $`n=N`$ and $`n=N1`$.

Thus, we shall now aim at finding asymptotic expressions for the orthogonal polynomials $`𝒫_n(\lambda )`$, and the kernel $`K(\lambda ,\mu )`$ in the large $`N`$ limit, and $`n`$ close to $`N`$. This has been done in the 1-cut case  and in the symmetric 2-cut case . Here we will generalize it to the non-symmetric case, with the method used in .

### 4.2 WKB approximation for the orthogonal polynomials $`𝒫_n(\lambda )`$

The orthogonal polynomials have the following integral representation (see Appendix 1 of  or ):

$$𝒫_n(\lambda )=\frac{\text{d}M_{n\times n}det(\lambda M)\mathrm{e}^{N\mathrm{tr}V(M)}}{\text{d}M_{n\times n}\mathrm{e}^{N\mathrm{tr}V(M)}}$$
(4.11)
where the integral is restricted to hermitian matrices of size $`n\times n`$.

Thus the orthogonal polynomial is given by the ratio of two matrix integrals of the same type as the partition function 2.1:

$$𝒫_n(\lambda )=\frac{Z[V+\delta V_1+\delta V_2;n]}{Z[V+\delta V_1;n]}=\frac{\mathrm{e}^{F[V+\delta V_1+\delta V_2;n]}}{\mathrm{e}^{F[V+\delta V_1;n]}}$$
(4.12)
where

$$\delta V_1(z)=\frac{Nn}{n}V(z)\mathrm{and}\delta V_2=\frac{1}{n}\mathrm{ln}(z\lambda )$$
(4.13)
We have seen in the previous section (eq.2.48) that

$$F[V;n]=n^2F_0[V;x_c]\mathrm{ln}\theta _3(nx_c[V])+\mathrm{}$$
(4.14)
We will use the fact that under a variation $`\delta V`$ of the potential, the variation of $`F_0`$ is :

$$\delta F_0=\frac{1}{2i\pi }\omega (z)\delta V(z)\text{d}z$$
(4.15)
where the anti-clockwise contour encloses the support of the density of eigenvalues, and $`\omega (z)`$ is the resolvent (eq 3.4 and 2.28):

$$\omega (z)=\frac{1}{2}\left(V^{}(z)M(z)\sqrt{\sigma (z)}\right)$$

It is convenient to introduce two sources $`t_1`$ and $`t_2`$ for the variations $`\delta V_1`$ and $`\delta V_2`$ of the potential, and consider a generalized potential $`𝒱(z)`$:

$$𝒱(z)=V(z)+t_1\delta V_1(z)+t_2\delta V_2(z)=V(z)+t_1V(z)+t_2\mathrm{ln}|\lambda z|$$

Since $`t_1=\frac{Nn}{n}`$ and $`t_2=\frac{1}{n}`$ are both small of order $`O(N^1)`$, we will expand $`F`$ in Taylor’s series:

$$F[𝒱(z);n]=F[V(z);n]+t_1_1F+t_2_2F+\frac{t_1^2}{2}_{11}F+t_1t_2_{12}F+\frac{t_2^2}{2}_{22}F+\mathrm{}$$

all the derivatives being taken at the point $`t_1=t_2=0`$.

This will give

$$𝒫_n(\lambda )\mathrm{e}^{n_2F_0}\mathrm{e}^{(Nn)_{12}F_0}\mathrm{e}^{\frac{1}{2}_{22}F_0}\frac{\theta _3(nx+(Nn)_1x_2x)}{\theta _3(nx+(Nn)_1x)}(1+O(N^1))$$
(4.16)
Now, let us compute the derivatives of $`F_0`$ and $`x=x_c`$ with respect to $`t_1`$ and $`t_2`$. The method proceeds similarly to section 3.1.

#### 4.2.1 Derivatives of $`F_0`$ with respect to $`t_1`$ and $`t_2`$

using (4.15) with (4.13):

$$\frac{F_0}{t_2}=\frac{1}{2i\pi }\omega (z)\mathrm{ln}(z\lambda )\text{d}z$$

After integration by part, the pole in $`(z\lambda )`$ picks a residue, and the result is a primitive of $`\omega (\lambda )`$:

$$\frac{F_0}{t_2}=_{\lambda _0}^\lambda \omega (z)\text{d}z$$
(4.17)
The lower bound of integration $`\lambda _0`$ is to be chosen such that $`\mathrm{e}^{n_2F_0}_\lambda \mathrm{}\lambda ^n`$. i.e.

$$\mathrm{ln}\lambda _0=_{\lambda _0}^{\mathrm{}}(\omega (z)\frac{1}{z})\text{d}z$$
(4.18)
In order to compute the second derivatives $`_{12}F_0`$ and $`_{22}F_0`$, we will need to differentiate $`\omega (z)`$ with respect to $`t_1`$ and $`t_2`$.

#### 4.2.2 Derivatives of $`\omega (z)`$ with respect to $`t_1`$ and $`t_2`$

The resolvent $`\omega (z)`$ computed for the potential $`𝒱(z)`$ takes the form:

$$\omega (z)=\frac{1}{2}\left(𝒱^{}(z)M(z)\sqrt{\sigma (z)}\right)$$
(4.19)
where $`M(z)`$ is analytic. Notice that when $`𝒱^{}(z)`$ has a pole in $`z=\lambda `$, $`M(z)`$ may have a pole too. $`\omega (z)`$ obeys a linear equation:

$$\omega (z+i0)+\omega (zi0)=𝒱^{}(z)\mathrm{for}z[a,b][c,d]$$
(4.20)
Thus its derivatives obey linear equations as well:

$$_1\omega (z+i0)+_1\omega (zi0)=\delta V_1^{}(z)=V^{}(z)$$
(4.21)
$$_2\omega (z+i0)+_2\omega (zi0)=\delta V_2^{}(z)=\frac{1}{z\lambda }$$
(4.22)
$``$ $`\omega _1`$: The solution of (4.21) is:

$$_1\omega (z)=\omega (z)\frac{f(z)}{\sqrt{\sigma (z)}}$$
(4.23)
where $`f(z)`$ is analytic in $`z`$. The boundary conditions 2.18 imply that $`f(z)z`$ when $`z\mathrm{}`$ and $`f`$ has no pole, thus $`f(z)`$ is a polynomial of degree $`1`$:

$$\frac{\omega (z)}{t_1}=\omega (z)\frac{zz_0}{\sqrt{\sigma (z)}}$$
(4.24)
$`z_0`$ is determined as a function of $`a,b,c,d`$ by the derivative of 2.30 with respect to $`t_1`$:

$$_b^c\text{d}z\frac{zz_0}{\sqrt{\sigma (z)}}=0$$
(4.25)
It can be checked that in term of elliptic theta functions we have (see Appendix A, or ):

$$\frac{zz_0}{\sqrt{\sigma (z)}}=\frac{\text{d}}{\text{d}z}\mathrm{ln}\frac{\theta _1(u(z)+u_{\mathrm{}})}{\theta _1(u(z)u_{\mathrm{}})}$$
(4.26)
and thus:

$$\frac{\omega (z)}{t_1}=\omega (z)\frac{\text{d}}{\text{d}z}\mathrm{ln}\frac{\theta _1(u(z)+u_{\mathrm{}})}{\theta _1(u(z)u_{\mathrm{}})}$$
(4.27)
$``$ $`\omega _2`$: Note that the $`t_2`$ source-term is the primitive of the $`ϵ_\lambda `$ source-term of 3.2, and that

$$\frac{\text{d}}{\text{d}z}\frac{\omega (z)}{t_2}=\frac{\omega (z)}{ϵ_\lambda }=\frac{1}{n^2}\frac{^2F}{ϵ_zϵ_\lambda }=\omega _c(z,\lambda )$$
(4.28)
so, $`\omega /t_2`$ has already been computed in 3.8. The second derivative $`_{22}F`$ corresponds to $`z=\lambda `$.

$$_{22}F_0=\mathrm{ln}\sqrt{\sigma (\lambda )}+2\mathrm{ln}(\theta _1(u(\lambda )u_{\mathrm{}}))$$
(4.29)
#### 4.2.3 Derivatives of $`x`$

Recall that

$$x=_a^b\rho (\lambda )\text{d}\lambda =\frac{1}{2i\pi }_a^bM(z)\sqrt{\sigma (z)}\text{d}z$$
(4.30)
using 4.27 we get:

$$\frac{x}{t_1}=x+\frac{1}{2i\pi }_a^b\frac{zz_0}{\sqrt{\sigma (z)}}\text{d}z=x+2u_{\mathrm{}}$$
(4.31)
Similarly, from 4.28 and 3.18 or 3.31 (or less tediously, taking the primitive of 3.14), we get:

$$\frac{x}{t_2}=u(\lambda )+u_{\mathrm{}}$$
(4.32)
### 4.3 Final result

#### 4.3.1 Case $`\lambda /[a,b][c,d]`$

Eventually, inserting 4.17,4.27,4.29,4.31, 4.32 into 4.16 we get:

$$𝒫_n(\lambda )\underset{\lambda [a,b][c,d]}{=}\sqrt{u^{}(\lambda )}p_n(u(\lambda ))\mathrm{e}^{N_{\lambda _0}^\lambda \omega }$$
(4.33)
where

$`p_n(u)=C_n{\displaystyle \frac{\theta _3(Nx+2(Nn)u_{\mathrm{}}+uu_{\mathrm{}})\theta _1(2u_{\mathrm{}})}{\theta _3(Nx+2(Nn)u_{\mathrm{}})\theta _1(uu_{\mathrm{}})}}\left({\displaystyle \frac{\theta _1(u+u_{\mathrm{}})}{\theta _1(uu_{\mathrm{}})}}\right)^{nN}`$      (4.34)
$`C_n`$ is a normalization such that $`𝒫_n\lambda ^n`$ for $`\lambda \mathrm{}`$.

$$C_n=\sqrt{2K}A^{nN+1}\mathrm{with}A=\frac{1}{2K}\frac{\theta _1^{}(0)}{\theta _1(2u_{\mathrm{}})}\mathrm{and}K=_c^b\frac{\text{d}z}{\sqrt{\sigma (z)}}$$
(4.35)
$$A=\frac{1}{4}|dac+b|\frac{\theta _3(0)}{\theta _3(2u_{\mathrm{}})}$$

Note that 4.33 is unchanged under $`uu+1`$ and $`uu+\tau `$. Indeed, a shift $`uu+\tau `$ amounts to a nontrivial circle around the cut $`[c,d]`$. Thus $`\omega `$ is shifted by $`2i\pi _c^d\rho =2i\pi (1x)`$, and $`\mathrm{e}^{N{\scriptscriptstyle \omega }}`$ receives a phase $`\mathrm{e}^{2i\pi Nx}`$. In the same time, the $`\theta `$ functions receive phase factors: $`\theta (v+\tau )=\theta (v)\mathrm{e}^{2i\pi (v+\tau /2)}`$. One can easily check that the total phase shift is $`0`$.

#### 4.3.2 Case $`\lambda [a,b][c,d]`$

Expression 4.34 has been derived by a saddle point approximation of 4.12 when $`\lambda `$ does not belong to $`[a,b][c,d]`$. When $`\lambda `$ lies on the cut $`[a,b][c,d]`$, 4.12 actually has two saddle points, contributing to the same order. They correspond to the two determinations of the square root $`\pm \sqrt{\sigma (\lambda )}`$. The asymptotic expression for the orthogonal polynomial is then given by a sum of two terms:

$$𝒫_n(\lambda )\underset{\lambda [a,b][c,d]}{=}C\sqrt{u^{}}\left[p_n(u)\mathrm{e}^{iN\pi \zeta (\lambda )}+ip_n(u)\mathrm{e}^{iN\pi \zeta (\lambda )}\right]\mathrm{e}^{\frac{N}{2}V(\lambda )}$$
(4.36)
where $`\zeta (\lambda )=_d^\lambda \rho (z)\text{d}z`$ and

$$C=\mathrm{e}^{\frac{N}{2}\left(V(\lambda _0)+_{\lambda _0}^dM(z)\sqrt{\sigma (z)}\text{d}z\right)}=d^N\mathrm{e}^{\frac{N}{2}V(d)}\mathrm{e}^{N_d^{\mathrm{}}(\omega (z)\frac{1}{z})\text{d}z}$$
(4.37)
To summarize: When $`\lambda [a,b][c,d]`$, the wave function $`\psi _n(\lambda )=𝒫_n(\lambda )\mathrm{e}^{NV/2}`$ decays exponentially, and within the support $`[a,b][c,d]`$, it oscillates at a frequency of order $`N`$.

#### 4.3.3 Check of the orthogonality

For completeness, let us check that the functions (4.33) are indeed orthogonal (at leading order in $`N^1`$). Let us compute the integral:

$$_{\mathrm{}}^{\mathrm{}}\text{d}\lambda 𝒫_n(\lambda )𝒫_m(\lambda )\mathrm{e}^{NV(\lambda )}$$

The contributions of the integral along $`]\mathrm{},a][b,c][d,\mathrm{}[`$ are exponentially small and do not contribute at leading order.

Along $`[a,b][c,d]`$, we use expression 4.36, and get a sum of four terms:

$$C^2\text{d}\lambda u^{}(\lambda )\left(\begin{array}{cc}ip_n(u)p_m(u)\hfill & +ip_n(u)p_m(u)\hfill \\ +p_n(u)p_m(u)\mathrm{e}^{2iN\pi \zeta (\lambda )}\hfill & p_n(u)p_m(u)\mathrm{e}^{2iN\pi \zeta (\lambda )}\hfill \end{array}\right)$$
(4.38)
Since the two last terms have fast oscillations of frequency $`N`$, they are suppressed as $`O(1/N)`$.

The leading contribution is thus given by the two first terms of 4.38, which can be rewritten as integrals in the $`u`$ plane along the contour depicted on fig.3.a:

$`\begin{array}{cc}{\displaystyle 𝒫_n𝒫_m\mathrm{e}^{NV}}=\hfill & ic_{nm}{\displaystyle \text{d}u\frac{\theta _3(x_n+uu_{\mathrm{}})\theta _3(x_muu_{\mathrm{}})}{\theta _3(x_n)\theta _3(x_m)\theta _1(uu_{\mathrm{}})\theta _1(u+u_{\mathrm{}})}\left(\frac{\theta _1(u+u_{\mathrm{}})}{\theta _1(uu_{\mathrm{}})}\right)^{nm}}\hfill \\ & +(uu)\hfill \end{array}`$ (4.41)
where $`x_n`$ and $`c_{nm}`$ are short notations for:

$$x_n=Nx+2(Nn)u_{\mathrm{}}\mathrm{and}c_{nm}=C^2C_nC_m\theta _1^2(2u_{\mathrm{}})$$
(4.42)
If $`n>m`$ we may deform the contour to a circle around the point $`u_{\mathrm{}}`$ (fig.3.b), and the integral vanishes since there is no pole, while if $`m>n`$ we deform the contour to a circle around $`+u_{\mathrm{}}`$ (fig.3.c). Therefore, the integral vanishes for $`nm`$.

When $`n=m`$, the integral picks a residue:

$$\text{d}\lambda 𝒫_n𝒫_m\mathrm{e}^{NV(\lambda )}=h_n\delta _{nm}$$
(4.43)
with ($`C`$, $`c_{nm}`$, $`A`$, $`x_n`$ are defined in 4.35, 4.42, 4.37):

$$h_n=c_{nn}\frac{4\pi }{\theta _1(2u_{\mathrm{}})\theta _1^{}(0)}\frac{\theta _3(x_{n+1})}{\theta _3(x_n)}=4\pi C^2\frac{\theta _3(x_{n+1})}{\theta _3(x_n)}A^{2(nN+1/2)}$$
(4.44)
#### 4.3.4 Recurrence equation

It is well known that the orthogonal polynomials satisfy a recurrence equation of the form :

$$\lambda 𝒫_n(\lambda )=𝒫_{n+1}(\lambda )+\beta _n𝒫_n(\lambda )+\alpha _n𝒫_{n1}(\lambda )$$
(4.45)
Here, we find that (divide 4.45 by $`𝒫_n`$, and match the poles on both sides):

$$\alpha _n=\frac{h_n}{h_{n1}}=A^2\frac{\theta _3(x_{n+1})\theta _3(x_{n1})}{\theta _3^2(x_n)}$$
(4.46)
which can be rewritten more compactly as

$$\alpha _n=\frac{1}{16}\left(((da)(cb))^2+4(da)(cb)\mathrm{cn}^2(x_n+1/2)\right)$$
(4.47)
And by taking $`u=0`$ in 4.45 we get $`\beta _n`$:

$$\beta _nd=A\left[\frac{\theta _3(x_{n+3/2})\theta _3(x_n)}{\theta _3(x_{n+1})\theta _3(x_{n+1/2})}+\frac{\theta _3(x_{n+1})\theta _3(x_{n1/2})}{\theta _3(x_n)\theta _3(x_{n+1/2})}\right]$$
(4.48)
which can be rewritten more compactly as:

$$\beta _n=\frac{a+d+(cb)}{2}(cb)\frac{db}{cb+\frac{dc}{\mathrm{cn}^2(x_nu_{\mathrm{}}+1/2)}}$$
(4.49)
The sequences $`\alpha _n`$ and $`\beta _n`$ are thus quasi-periodic in $`n`$. It is interesting to recall that the behavior of these coefficients has been extensively studied (mainly by numerical methods) by several authors in the early 90’s . The general conclusion was that in the multi-cut case the general behavior of the recursion coefficients was “chaotic” in $`n`$ (and regular or quasi-periodic only in some special cases). It is clear from our expressions that in the two-cut case the behavior is always periodic or quasi-periodic and never chaotic (in the mathematical sense). This is in fact true even if the number of cuts is larger than 2 (see appendix C).

In the symmetric case, $`x=\frac{1}{2}`$ and $`u_{\mathrm{}}=\frac{1}{4}`$, we have $`x_n=n/2\mathrm{mod}\mathrm{\hspace{0.17em}1}`$, so that we recover $`\beta _n=0`$ and $`\alpha _n=\frac{1}{4}(a(1)^nb)^2`$.

In the general case, $`\alpha _n`$ and $`\beta _n`$ vary along a periodic curve, between two extrema, given by:

$$\frac{(da(cb))^2}{16}\alpha _n\frac{(da+(cb))^2}{16}$$

$$\frac{d+a}{2}\frac{cb}{2}\beta _n\frac{d+a}{2}+\frac{cb}{2}$$

Similarly to the one-cut case, one may relate $`\alpha _n`$ to square width of the distribution of eigenvalues, and $`\beta _n`$ to the center of the distribution.

### 4.4 The kernel $`K(\lambda ,\mu )`$

We can now evaluate the kernel $`K(\lambda ,\mu )`$ according to (4.10). Let us note $`u=u(\lambda )`$ and $`v=u(\mu )`$ and we assume $`\lambda ,\mu [a,b][c,d]`$:

$$K(\lambda ,\mu )\frac{C^2\sqrt{u^{}v^{}}}{Nh_{N1}}\underset{ϵ,\eta =\pm 1}{}\frac{\sqrt{ϵ\eta }p_N(ϵu)p_{N1}(\eta v)\mathrm{e}^{ϵNi\pi \zeta (\lambda )}\mathrm{e}^{\eta Ni\pi \zeta (\mu )}(uv)}{(\lambda \mu )}$$
(4.50)
which can be rewritten as a sum of eight terms:

$$\begin{array}{cc}K(\lambda ,\mu )=& \frac{c_{N,N1}}{h_{N1}\theta _3(x_N)\theta _3(x_{N1})}\frac{\sqrt{u^{}v^{}}}{N(\lambda \mu )}\times \\ & \underset{ϵ,\eta ,\kappa =\pm 1}{}\kappa \sqrt{ϵ\eta }\frac{\theta _3(Nx+ϵu\kappa u_{\mathrm{}})\theta _3(Nx+\eta v+\kappa u_{\mathrm{}})}{\theta _1(ϵu\kappa u_{\mathrm{}})\theta _1(\eta v+\kappa u_{\mathrm{}})}\mathrm{e}^{Ni\pi (ϵ\zeta (\lambda )+\eta \zeta (\mu ))}\end{array}$$
(4.51)
We will see below that not all the terms contribute to the same order.

#### 4.4.1 Regime $`|\lambda \mu |O(1/N)`$

The eight terms of (4.51) can be rewritten as four combinations of the type:

$$\mathrm{sin}\left(N\pi (\zeta (\lambda )\pm \zeta (\mu ))\right)\frac{f(u,v)f(v,u)}{N(\lambda \mu )}\text{and}\mathrm{cos}\left(N\pi (\zeta (\lambda )\pm \zeta (\mu ))\right)\frac{g(u,v)g(v,u)}{N(\lambda \mu )}$$

In the limit $`|\lambda \mu |`$ small, i.e. $`|uv|`$ small, the terms with a cosine will be proportional to derivatives of $`g(u,v)`$, and there will be an overall $`\frac{1}{N}`$ factor. Similarly, the term with a sine and a $`+`$ sign will be proportional to a derivative of $`f(u,v)`$ and will be of order $`1/N`$. Only the term proportional to $`\mathrm{sin}N\pi _\lambda ^\mu \rho (z)\text{d}z`$ can balance the $`1/N`$ factor, and is dominant in the short range regime. After calculation we get:

$$K(\lambda ,\mu )\underset{|\lambda \mu |O(1/N)}{}\frac{\mathrm{sin}N\pi _\lambda ^\mu \rho (z)\text{d}z}{N\pi (\lambda \mu )}$$
(4.52)
As expected we have

$$K(\lambda ,\lambda )=\rho (\lambda )$$
(4.53)
and we recover the universal short range correlation function:

$$\rho (\lambda ,\mu )\rho (\lambda )\rho (\mu )\left(1\left(\frac{\mathrm{sin}N\pi \rho (\lambda )(\lambda \mu )}{N\pi \rho (\lambda )(\lambda \mu )}\right)^2\right)$$
(4.54)
#### 4.4.2 Long range regime, smoothed oscillations

When $`|\lambda \mu |O(1)`$, $`K(\lambda ,\mu )`$ has high frequency oscillations, and only a smoothed correlation function obtained by averaging the oscillations can be observed.

Recall that the connected 2-point correlation function is related to $`K^2`$ by (4.9):

$$\rho _{2c}(\lambda ,\mu )=K(\lambda ,\mu )^2$$
(4.55)
with $`K(\lambda ,\mu )`$ given by 4.51.

Smoothing out the oscillations amounts to kill all terms containing some $`\mathrm{e}^{iN\pi \zeta }`$ in the square of eq 4.51, we thus have:

$$\begin{array}{c}\overline{K(\lambda ,\mu )^2}=\frac{2u^{}v^{}c_{NN1}^2}{h_{N1}^2\theta _3^2(x_N)\theta _3^2(x_{N1})N^2(\lambda \mu )^2}\underset{ϵ,\eta ,\kappa _1,\kappa _2=\pm 1}{}\kappa _1\kappa _2\hfill \\ \frac{\theta _3(Nx+ϵu\kappa _1u_{\mathrm{}})\theta _3(Nxϵu\kappa _2u_{\mathrm{}})\theta _3(Nx+\eta v+\kappa _1u_{\mathrm{}})\theta _3(Nx\eta v+\kappa _2u_{\mathrm{}})}{\theta _1(ϵu\kappa _1u_{\mathrm{}})\theta _1(ϵu\kappa _2u_{\mathrm{}})\theta _1(\eta v+\kappa _1u_{\mathrm{}})\theta _1(\eta v+\kappa _2u_{\mathrm{}})}\hfill \end{array}$$
(4.56)
Using that (see appendix A, and ):

$$\lambda \mu =2A\frac{\theta _1(uv)\theta _1(u+v)\theta _1^2(2u_{\mathrm{}})}{\theta _1(uu_{\mathrm{}})\theta _1(u+u_{\mathrm{}})\theta _1(vu_{\mathrm{}})\theta _1(v+u_{\mathrm{}})}$$
(4.57)
we get ($`ϵ_{ij}=ϵ_{ji}=\pm 1`$):

$$\begin{array}{c}\overline{K(\lambda ,\mu )^2}=\frac{2u^{}v^{}\theta _1^2(0)}{N^24\pi ^2\theta _3^4(Nx)\theta _1^2(2u_{\mathrm{}})}\hfill \\ \left(\frac{\theta _1(uu_{\mathrm{}})\theta _1(u+u_{\mathrm{}})\theta _1(vu_{\mathrm{}})\theta _1(v+u_{\mathrm{}})}{\theta _1(uv)\theta _1(u+v)}\right)^2\underset{i,j,k,l=\pm 1}{}(ϵ_{ij}ϵ_{kl}+ϵ_{il}ϵ_{kj})\hfill \\ \frac{\theta _3(Nx+uiu_{\mathrm{}})\theta _3(Nxuku_{\mathrm{}})\theta _3(Nx+vju_{\mathrm{}})\theta _3(Nxvlu_{\mathrm{}})}{\theta _1(uiu_{\mathrm{}})\theta _1(uku_{\mathrm{}})\theta _1(vju_{\mathrm{}})\theta _1(vlu_{\mathrm{}})}\hfill \end{array}$$
(4.58)
We see that 4.58 has no pole when $`u=\pm u_{\mathrm{}}`$, it can have (double) poles only when $`u=\pm v`$. Thus, 4.58 can be rewritten in terms of Weirstrass functions of $`u+v`$ and $`uv`$:

$$\overline{K(\lambda ,\mu )^2}=\frac{1}{2N^2\pi ^2}u^{}v^{}\left(C_1\mathrm{}(uv)+C_2\mathrm{}(u+v)2S\right)$$

Taking $`u=v`$ and $`u=v`$ in 4.58, we find that the residues are $`C_1=C_2=1`$, and taking a particular value of $`u`$ and $`v`$, we find the constant $`S`$, equal to what we had in 3.31:

$$\overline{K(\lambda ,\mu )^2}=\frac{1}{2N^2\pi ^2}u^{}v^{}\left(\mathrm{}(uv)+\mathrm{}(u+v)2\mathrm{}(Nx+\frac{\tau }{2})\right)$$
(4.59)
and we recover the result 3.31 found in section 3.6.

## 5 Conclusions

In this article, we have solved the puzzle raised by  and understood why the naive mean-field method  and the orthogonal polynomial ansatz  approach used in the symmetric case disagree.

We have proven here that this effect has nothing to do with a $`_2`$ symmetry breaking, as it was sometimes assumed , it is general as soon as the support of the density is not connected.

The apparent paradox comes from the fact that when the support of eigenvalues is not connected, the free energy admits no large $`N`$ expansion in powers of $`1/N^2`$ (topological expansion ). This means that the free energy in the multi-cut case is not given by a topological expansion, i.e. the sum of diagrams with a weight $`N^\chi `$ ($`\chi `$=Euler Characteristic of the diagram).

The explanation lies in the discreteness of the number of eigenvalues. For instance in the symmetric 2-cut case, the classical approach assumes that the minimum of the free energy is reached when one half ($`x=1/2`$) of the eigenvalues are in each cut. Obviously, this minimum is never reached when the total number of eigenvalues is odd, and in general, the result depends on the fractional part of $`Nx`$.

At leading order in $`N`$ only, the free energy is correctly given by the classical saddle point limit , but the first order in $`N`$ is not sufficient to determine the 2-point (or higher) correlation function.

Here we have computed explicitly the two-point connected correlation function. It contains a universal part depending only on the number of cuts, which was obtained by , and contains in addition, a non universal term quasiperiodic in $`N`$ .

Let us stress that our calculation holds for any potential, not necessarily symmetric, and it can also be generalized to a potential with complex coefficients (appendix. B), and to an arbitrary number of cuts (appendix. C).

We have also reobtained directly the asymptotic expressions for the orthogonal polynomials , which allows in principle through the Darboux-Christoffel theorem (eq. 4.10) to compute any correlation function of any number of eigenvalues in the short or long range domain (and one can smooth it afterwards).

The orthogonal polynomial approach may in turn be used for other random matrix ensembles, and it would be interesting to apply our results to orthogonal or symplectic ensembles .

The authors are thankful to K. Mallick for useful discussions, and to the Eurogrid European Network HPRN-CT-1999-00161 for supporting part of the work. They also thank E. Kanzieper, O. Lechtenfeld and G. Akemann for their interest and for pointing some missing references.

## Appendix AA few useful identities on elliptic functions

Here we collect a few useful identities on elliptic functions used through the paper. For details see . We start from

$$\sigma (\lambda )=(\lambda a)(\lambda b)(\lambda c)(\lambda d),a<b<c<d$$
(A.1)
and the map from the complex plane to the torus

$$u(\lambda )=\frac{1}{2K}_d^\lambda \frac{\text{d}z}{\sqrt{\sigma (z)}}$$
(A.2)
where the half period $`K`$ is

$$K=_b^c\frac{\text{d}z}{\sqrt{|\sigma (z)|}}=\frac{2}{\sqrt{(ca)(db)}}K[m]=\frac{\pi \theta _3^2(0|\tau )}{\sqrt{(ca)(db)}}$$
(A.3)
$`K[m]`$ is the standard complete elliptic integral , with the modulus $`m`$ equal to the biratio of the four points $`a`$, $`b`$, $`c`$, $`d`$:

$$m=\frac{(da)(cb)}{(db)(ca)}$$
(A.4)
$`m`$ is related to the modular parameter $`\tau `$ of the torus by:

$$m=\mathrm{e}^{i\pi \tau }\frac{\theta _3^4(\frac{\tau }{2}|\tau )}{\theta _3^4(0|\tau )}\mathrm{and}\mathrm{conversely}\tau =\mathrm{i}\frac{K[1m]}{K[m]}$$
(A.5)
where we have used the Jacobi theta functions:

$$\theta _1(z|\tau )=\theta _1(z)=\mathrm{i}\underset{r+1/2}{}(1)^rq^{r^2}\mathrm{e}^{2\mathrm{i}\pi rz}\mathrm{with}q=\mathrm{e}^{\mathrm{i}\pi \tau }$$
(A.6)
$$\mathrm{and}\theta _3(z|\tau )=\theta _3(z)=q^{\frac{1}{4}}\mathrm{e}^{i\pi z}\theta _1(z+\frac{1}{2}+\frac{\tau }{2}|\tau )$$
(A.7)
With this mapping $`u(\lambda )`$ between the $`\lambda `$ complex plane and the periodic rectangle of sides ($`1,\tau `$), we have:

$$u(d)=0,u(a)=\frac{1}{2},u(b)=\frac{1+\tau }{2},u(c)=\frac{\tau }{2},u(\mathrm{})=u_{\mathrm{}}$$
(A.8)
The inverse mapping can be written in terms of theta functions:

$$\lambda d=\frac{\theta _1^{}(0)}{2K}\frac{\theta _1^2(u)\theta _1(2u_{\mathrm{}})}{\theta _1(u+u_{\mathrm{}})\theta _1(uu_{\mathrm{}})\theta _1^2(u_{\mathrm{}})}$$
(A.9)
$$\sqrt{\sigma (\lambda )}=\frac{\theta _1^2(0)}{4K^2}\frac{\theta _1(2u)\theta _1(2u_{\mathrm{}})}{\theta _1^2(uu_{\mathrm{}})\theta _1^2(u+u_{\mathrm{}})}$$
(A.10)
and in terms of the usual trigonometric elliptic functions $`\mathrm{sn}`$, $`\mathrm{cn}`$, $`\mathrm{dn}`$  that we normalize to have periods $`1`$ and $`\tau `$, i.e.

$$\mathrm{sn}(u)=\mathrm{sn}(2K[m]u|m),\mathrm{dn}(u)=\mathrm{dn}(2K[m]u|m),\mathrm{}$$
(A.11)
one has

$$\frac{\mathrm{sn}^2(u)}{\mathrm{sn}^2(u_{\mathrm{}})}=\frac{\lambda d}{\lambda c},\frac{\mathrm{cn}^2(u)}{\mathrm{cn}^2(u_{\mathrm{}})}=\frac{\lambda a}{\lambda c},\frac{\mathrm{dn}^2(u)}{\mathrm{dn}^2(u_{\mathrm{}})}=\frac{\lambda b}{\lambda c}$$

$$\lambda c=(dc)\frac{1}{1\frac{\mathrm{sn}^2(u)}{\mathrm{sn}^2(u_{\mathrm{}})}},\lambda b=(db)\frac{\mathrm{dn}^2(u)}{1\frac{\mathrm{sn}^2(u)}{\mathrm{sn}^2(u_{\mathrm{}})}}$$

$$\lambda a=(da)\frac{\mathrm{cn}^2(u)}{1\frac{\mathrm{sn}^2(u)}{\mathrm{sn}^2(u_{\mathrm{}})}},\lambda d=(dc)\frac{da}{ca}\frac{\mathrm{sn}^2(u)}{1\frac{\mathrm{sn}^2(u)}{\mathrm{sn}^2(u_{\mathrm{}})}}$$

$$\sqrt{\sigma (\lambda )}=(dc)(da)\sqrt{\frac{db}{ca}}\frac{\mathrm{sn}(u)\mathrm{cn}(u)\mathrm{dn}(u)}{\left(1\frac{\mathrm{sn}^2(u)}{\mathrm{sn}^2(u_{\mathrm{}})}\right)^2}$$

and $`u_{\mathrm{}}`$ is related to $`a,b,c,d`$ by any of the following relations:

$$\mathrm{sn}^2(u_{\mathrm{}})=\frac{ca}{da},\mathrm{cn}^2(u_{\mathrm{}})=\frac{dc}{da},\mathrm{dn}^2(u_{\mathrm{}})=\frac{dc}{db}$$

## Appendix BComplex potentials

The case of complex potentials, that is to say of a polynomial potential $`V(\lambda )`$ with complex coefficients, is interesting for some applications of the matrix models to 2 dimensional gravity and when studying their connections with integrable hierarchies. In this case, the mean field large $`N`$ solution is known to be given by a continuous distribution of the eigenvalues along arcs in the complex plane .

In this appendix we show that our results are only slightly modified in this case.

In the two-cut case, we can repeat the analysis of sect.2. We fix $`x=n_1/N`$ (the proportion of e.v. in the first cut). The resolvent is still of the form 2.28, with the polynomial $`M`$ and the end points $`a,b,c,d`$ determined by the constraints 2.18 and 2.29, but they are no more real in general, as well as the resulting mean-field free energy $`F_0(x)`$.

If we now repeat the calculation of sect.2.2.3 we cannot use a saddle-point approximation for the sum over $`n_1`$ by expanding $`F_0(x)`$ around the saddle point $`x_0`$ which is the true extremum of $`F_0`$.

$$\frac{F_0}{x}(x_0)=\mathrm{\hspace{0.17em}0}$$
(B.1)
Indeed this extremum is at a finite non-zero distance of the real axis, i.e. $`\mathrm{Im}(x_0)=𝒪(1)`$, while the method of sect.2.2.3 is valid only if $`\mathrm{Im}(x_0)=𝒪(1/N)`$. However, since $`N`$ is integer, we can expand $`F_0`$ around any $`x_k`$, provided that

$$F_0^{}(x_k)=\mathrm{\hspace{0.17em}2}\mathrm{i}\pi \frac{k}{N},k$$
(B.2)
since the dangerous oscillating term $`\mathrm{e}^{N^2(xx_k)F_0^{}(x_c)}`$ is then a constant for $`x=n/N`$, $`n`$.

Therefore, as in  we have to consider the real pseudo saddle-point $`x_c`$ such that

$$\mathrm{Re}(F_0^{}(x_c))=0\mathrm{with}\mathrm{Im}(x_c)=\mathrm{\hspace{0.17em}0}$$
(B.3)
and denote

$$\mathrm{\Delta }_c=\frac{1}{2\mathrm{i}\pi }F_0^{}(x_c)=\frac{1}{2\pi }\mathrm{Im}(F_0^{}(x_c))$$
(B.4)
We expand $`F_0`$ around some $`x_k`$ defined by Eq. (B.2) and such that

$$x_kx_c=𝒪(N^1)$$
(B.5)
and we get for the total free energy (by exactly the same calculation as in sect.2.2.3)

$`\begin{array}{ccc}\hfill F& =& N^2F_0(x_k)\mathrm{ln}\left(\theta _3(Nx_k)\right)\hfill \\ & & \\ & & +F_1(x_c)+\frac{1}{2}\mathrm{ln}\left(2\pi F_0^{\prime \prime }(x_c)\right)+𝒪(N^2)\hfill \end{array}`$ (B.9)
where $`\theta _3`$ is the theta function with modular parameter

$$\tau =\frac{2\mathrm{i}\pi }{F_0^{\prime \prime }(x_c)}$$
(B.10)
Only the first two terms are important for calculating the two-point functions and the orthogonal polynomials in the large $`N`$ limit. This leading term does not depend on $`k`$. Indeed we have

$$F_0^{}(x_k)F_0^{}(x_c)=(x_kx_c)F_0^{\prime \prime }(x_c)+𝒪(N^1)$$
(B.11)
hence

$$(x_kx_c)=\frac{1}{N}\tau (kN\mathrm{\Delta }_c)+𝒪(N^2)$$
(B.12)
and using the periodicity relations of $`\theta _3`$ we can rewrite the leading term for the free energy as

$$N^2F_0(x_k)\mathrm{ln}\left(\theta _3(Nx_k)\right)=N^2F_0(n_c/N)\frac{\mathrm{i}\pi }{\tau }u_c^2\mathrm{ln}\left(\theta _3(u_c)\right)$$
(B.13)
with

$$n_c=\mathrm{E}[Nx_c],u_c=[Nx_c]\tau [N\mathrm{\Delta }_c]$$
(B.14)
where $`\mathrm{E}[u]`$ is the integer part of $`u`$ (largest integer smaller than $`u`$) and $`[u]=u\mathrm{E}[u]`$ is the fractional part of $`u`$. This does not depend on $`k`$ up to negligible terms of order $`𝒪(N^1)`$ (provided that condition B.5 for $`k`$ holds).

One can now repeat the calculation of sect.3 for the 2-point function. Nothing is changed but we simply have to replace $`x_c`$ by $`x_k`$ in the intermediate steps and to use Eq. (B.12) at the end of the calculation. This amounts to replace the $`x_c`$ in the elliptic function $`\mathrm{sn}^2`$ by $`x_c\tau \mathrm{\Delta }_c`$. The final result for the two-point resolvent is

$`\omega ^c(\lambda ,\mu )`$ $`=`$ $`{\displaystyle \frac{1}{4(\lambda \mu )^2}}[(1\sqrt{{\displaystyle \frac{(\lambda a)(\lambda b)(\mu c)(\mu d)}{(\mu a)(\mu b)(\lambda c)(\lambda d)}}})+(\lambda \mu )]`$ (B.15)
$`{\displaystyle \frac{(ca)(db)}{4\sqrt{\sigma (\lambda )}\sqrt{\sigma (\mu )}}}\mathrm{sn}^2(N(x_c\tau \mathrm{\Delta }_c)+{\scriptscriptstyle \frac{1}{2}})`$
Similar results holds for the orthogonal polynomials. We simply have to consider the end-points $`a,b,c,d`$ for the mean-field real parameter $`x_c`$ and to make the replacement

$$Nx_cN(x_c+\tau \mathrm{\Delta }_c)$$
(B.16)
in the elliptic functions involving $`Nx_c`$. In any case these terms depend only on the fractional parts of $`Nx_c`$ and of $`N\mathrm{\Delta }_c`$.

A final interesting remark on the periodicity properties of the non-universal term $`\mathrm{sn}^2(N(x_c+\tau \mathrm{\Delta }_c))`$ can be made. From the definition B.4 $`\mathrm{\Delta }_c`$ corresponds to a “phase shift” between the two arcs where the density of e.v. is non zero.

$$\mathrm{\Delta }_c=\frac{1}{2\mathrm{i}\pi }F_0^{}(x_c)=\frac{\mathrm{\Gamma }_1\mathrm{\Gamma }_2}{2\mathrm{i}\pi }$$
(B.17)
where $`N\mathrm{\Gamma }_\alpha `$ is the (constant) effective potential on the arc $`\alpha `$. The two periods $`1`$ and $`\tau `$ of the $`\mathrm{sn}^2`$ function correspond respectively in term of eigenvalues to (i) transfer a single e.v. from the first arc to the second one ($`\delta Nx=\pm 1`$), (ii) or to shift the phase between the two arcs by $`2\pi `$ ($`\delta N\mathrm{\Delta }_c=\pm 1`$).

## Appendix CMulticut Case

Consider now a support of eigenvalues split into $`s`$ intervals:

$$𝒞=𝒞_1\mathrm{}𝒞_s$$
(C.1)
Let $`n_i`$ be the number of eigenvalues in each $`𝒞_i`$, and $`x_i=n_i/N`$ the occupation ratio, which we denote collectively as a vector:

$$x_i=_{𝒞_i}\text{d}\lambda \rho (\lambda ),\stackrel{}{x}=(x_1,\mathrm{},x_{s1})$$
(C.2)
Note that only $`s1`$ of them are independent since $`x_1+\mathrm{}+x_s=1`$.

As in the two-cut case (eq. 2.36), the free energy at fixed $`\stackrel{}{n}`$ admits a topological large $`N`$ expansion:

$$F[V;\stackrel{}{n}]=N^2F_0[V;\stackrel{}{x}]+N^0F_1[V;\stackrel{}{x}]+𝒪(1/N^2)$$
(C.3)
and as in 2.38, the partition function can be written as a sum over $`\stackrel{}{n}`$:

$$Z=\mathrm{e}^F=\underset{\stackrel{}{n}}{}\mathrm{e}^{F[V,\stackrel{}{n}]}$$
(C.4)
The sum is dominated by the vicinity of the extremum $`\stackrel{}{x}_c`$ of $`F_0[V;\stackrel{}{x}]`$:

$$Z\underset{\stackrel{}{n}}{}\mathrm{e}^{N^2\left(F_0[V,\stackrel{}{x_c}]+i\pi (\frac{\stackrel{}{n}}{N}\stackrel{}{x}_c).\tau ^1(\frac{\stackrel{}{n}}{N}\stackrel{}{x}_c)\right)}\mathrm{where}\frac{}{\stackrel{}{x}}F_0(\stackrel{}{x})|_{\stackrel{}{x}=\stackrel{}{x}_c}=\stackrel{}{0}$$
(C.5)
$`\tau `$ is the $`s1\times s1`$ matrix defined by:

$$\tau _{ij}^1=\frac{1}{2i\pi }\frac{^2F_0}{x_ix_j}|_{\stackrel{}{x}=\stackrel{}{x}_c}$$
(C.6)
Then, the summation over $`\stackrel{}{n}`$ yields:

$$Z\mathrm{e}^{N^2F_0[V,\stackrel{}{x}_c]}\theta (N\stackrel{}{x}_c|\tau )$$
(C.7)
where $`\theta (\stackrel{}{u}|\tau )`$ is Riemann’s theta function  in genus $`s1`$:

$$\theta (\stackrel{}{u}|\tau )=\theta (\stackrel{}{u})=\underset{\stackrel{}{n}}{}\mathrm{e}^{i\pi (\stackrel{}{n}\stackrel{}{u}).\tau ^1(\stackrel{}{n}\stackrel{}{u})}=\underset{\stackrel{}{n}}{}\mathrm{e}^{i\pi \stackrel{}{n}.\tau \stackrel{}{n}}\mathrm{e}^{2i\pi \stackrel{}{n}.\stackrel{}{u}}$$
(C.8)
where $`\tau `$ is a $`s1\times s1`$ matrix, $`\stackrel{}{u}`$ is a $`s1`$ component vector, and $`\stackrel{}{n}`$ is a vector with integer coordinates.

The $`\theta `$ function obeys the relations ($`\stackrel{}{k}`$ being an arbitrary integer vector):

$$\theta (\stackrel{}{u}+\stackrel{}{k})=\theta (\stackrel{}{u}),\theta (\stackrel{}{u}+\tau \stackrel{}{k})=\mathrm{e}^{i\pi (2\stackrel{}{u}.\stackrel{}{k}+\stackrel{}{k}.\tau \stackrel{}{k})}\theta (\stackrel{}{u}),\theta (\stackrel{}{u})=\theta (\stackrel{}{u})$$
(C.9)
Eventually the free energy at leading orders in $`N`$ is:

$$FN^2\left[F_0[V,\stackrel{}{x}_c]\frac{1}{N^2}\mathrm{ln}\theta (N\stackrel{}{x_c}|\tau )+\frac{1}{N^2}F_1(\stackrel{}{x}_c)+\mathrm{}\right]$$
(C.10)
It is now straightforward but lengthy to rederive the 2-point correlation function and the orthogonal polynomials from C.10. One needs to differentiate C.10 with respect to variations of the potential as in 3.3 or 4.16, and express the hyperelliptical functions involved in the calculation through prime forms (hyperelliptical generalization of the $`\theta _1`$ function) . One should thus obtain expressions similar to those of .


text:
# Searching for 𝑆-duality in GravitationInvited talk at the Third Workshop on Gravitation and Mathematical-Physics, Nov. 28-Dec. 3 1999, León Gto. México.

## I Introduction

Strong/weak coupling duality ($`S`$-duality) in superstring and supersymmetric gauge theories in various dimensions has been, in the last five years, the major tool to study the strong coupling dynamics of these theories. Much of these results require supersymmetry through the notion of BPS state. These states describe the physical spectrum and they are protected of quantum corrections leaving the strong/coupling duality under control to extract physical information. In the non-supersymmetric case there are no BPS states and the situation is much more involved. This latter case is an open question and it is still under current investigation.

In the specific case of non-supersymmetric gauge theories in four dimensions, the subject has been explored recently in the Abelian as well as in the non-Abelian cases  (for a review see ). In the Abelian case, one considers $`CP`$ non-conserving Maxwell theory on a curved compact four-manifold $`X`$ with Euclidean signature or, in other words, U(1) gauge theory with a $`\theta `$ vacuum coupled to four-dimensional gravity. The manifold $`X`$ is basically described by its associated classical topological invariants: the Euler characteristic $`\chi (X)=\frac{1}{16\pi ^2}_X\mathrm{tr}R\stackrel{~}{R}`$ and the signature $`\sigma (X)=\frac{1}{24\pi ^2}_X\mathrm{tr}RR`$. In the Maxwell theory, the partition function $`Z(\tau )`$ transforms as a modular form under a finite index subgroup $`\mathrm{\Gamma }_0(2)`$ of SL$`(2,𝐙)`$ , $`Z(1/\tau )=\tau ^u\overline{\tau }^vZ(\tau )`$, with the modular weight $`(u,v)=(\frac{1}{4}(\chi +\sigma ),\frac{1}{4}(\chi \sigma ))`$. In the above formula $`\tau =\frac{\theta }{2\pi }+\frac{4\pi i}{g^2}`$, where $`g`$ is the U(1) electromagnetic coupling constant and $`\theta `$ is the usual theta angle.

In order to cancel the modular anomaly in Abelian theories, it is known that one has to choose certain holomorphic couplings $`B(\tau )`$ and $`C(\tau )`$ in the topological gravitational (non-dynamical) sector, through the action

$$I^{TOP}=_X\left(B(\tau )\mathrm{tr}R\stackrel{~}{R}+C(\tau )\mathrm{tr}RR\right),$$
(1)
i.e., which is proportional to the appropriate sum of the Euler characteristic $`\chi (X)`$ and the signature $`\sigma (X)`$.

## II $`S`$-Duality in MacDowell-Mansouri Gauge Theory of Gravity

Let us briefly review the MacDowell-Mansouri (MM) proposal . The starting point for the construction of this theory is to consider an SO(3,2) gauge theory with a Lie algebra-valued gauge potential $`A_\mu ^{AB}`$, where the indices $`\mu =0,1,2,3`$ are space-time indices and the indices $`A,B=0,1,2,3,4`$. From the gauge potential $`A_\mu ^{AB}`$ we may introduce the corresponding field strength $`F_{\mu \nu }^{AB}=_\mu A_\nu ^{AB}_\nu A_\mu ^{AB}+\frac{1}{2}f_{CDEF}^{AB}A_\mu ^{CD}A_\nu ^{EF},`$ where $`f_{CDEF}^{AB}`$ are the structure constants of SO(3,2). MM choose $`F_{\mu \nu }^{a4}0`$ and as an action

$$S_{MM}=d^4xϵ^{\mu \nu \alpha \beta }ϵ_{abcd}F_{\mu \nu }^{ab}F_{\alpha \beta }^{cd},$$
(2)
where $`a,b,\mathrm{}\mathrm{etc}.=0,1,2,3.`$

On the other hand, by considering the self-dual (or anti-self-dual) part of the connection, a generalization has been proposed . The extension to the supergravity case is considered in .

One can then search whether the construction of a linear combination of the corresponding self-dual and anti-self-dual parts of the MacDowell-Mansouri action can be reduced to the standard MM action plus a kind of $`\mathrm{\Theta }`$-term and, moreover, if by this means one can find the “dual-theory” associated with the MM theory. This was showed in  and the corresponding extension to supergravity is given at . In what follows we follow Ref. . Let us consider the action

$$S=d^4xϵ^{\mu \nu \alpha \beta }ϵ_{abcd}\left({}_{}{}^{+}\tau {}_{}{}^{+}F_{\mu \nu }^{ab}{}_{}{}^{+}F_{\alpha \beta }^{cd}{}_{}{}^{}\tau {}_{}{}^{}F_{\mu \nu }^{ab}{}_{}{}^{}F_{\alpha \beta }^{cd}\right),$$
(3)
where $`{}_{}{}^{\pm }F_{\mu \nu }^{ab}=\frac{1}{2}\left(F_{\mu \nu }^{ab}\pm \stackrel{~}{F}_{\mu \nu }^{ad}\right)`$ and $`\stackrel{~}{F}_{\mu \nu }^{ab}=\frac{1}{2}iϵ_{cd}^{ab}F_{\mu \nu }^{cd}`$. It can be easily shown , that this action can be rewritten as

$$S=\frac{1}{2}d^4xϵ^{\mu \nu \alpha \beta }ϵ_{abcd}\left[({}_{}{}^{+}\tau {}_{}{}^{}\tau )F_{\mu \nu }^{ab}F_{\alpha \beta }^{cd}+({}_{}{}^{+}\tau +{}_{}{}^{}\tau )F_{\mu \nu }^{ab}\stackrel{~}{F}_{\alpha \beta }^{cd}\right].$$
(4)
In their original paper, MM have shown  that the first term in this action reduces to the Euler topological term plus the Einstein-Hilbert action with a cosmological term. This was achieved after identifying the components of the gauge field $`A_\mu ^{AB}`$ with the Ricci rotation coefficients and the vierbein. Similarly, the second term can be shown to be equal to $`i\theta P`$, where $`P`$ is the Pontrjagin topological term . Thus, it is a genuine $`\theta `$ term, with $`\theta `$ given by the sum $`{}_{}{}^{+}\tau +{}_{}{}^{}\tau `$.

Our second task is to find the “dual theory”, following the same scheme as for Yang-Mills theories . For that purpose we consider the parent action

$$I=d^4xϵ^{\mu \nu \alpha \beta }ϵ_{abcd}\left(c_1{}_{}{}^{+}G_{\mu \nu }^{ab}{}_{}{}^{+}G_{\alpha \beta }^{cd}+c_2{}_{}{}^{}G_{\mu \nu }^{ab}{}_{}{}^{}G_{\alpha \beta }^{cd}+c_3{}_{}{}^{+}F_{\mu \nu }^{ab}{}_{}{}^{+}G_{\alpha \beta }^{cd}+c_4{}_{}{}^{}F_{\mu \nu }^{ab}{}_{}{}^{}G_{\alpha \beta }^{cd}\right).$$
(5)
From which the action (3) can be recovered after integration on $`{}_{}{}^{+}G`$ and $`{}_{}{}^{}G`$.

In order to get the “dual theory” one should start with the partition function

$$Z=𝒟{}_{}{}^{+}G𝒟{}_{}{}^{}G𝒟Ae^I.$$
(6)
To proceed with the integration over the gauge fields we observe that $`F_{\mu \nu }^{ab}=_\mu A_\nu ^{ab}_\nu A_\mu ^{ab}+\frac{1}{2}f_{CDEF}^{ab}A_\mu ^{CD}A_\nu ^{EF}.`$ Taking into account the explicit expression for the structure constants, the second term of $`F_{\mu \nu }^{ab}`$ will naturally split in four terms given by $`A_\mu ^{ad}A_{\nu d}^b`$ $`A_\nu ^{ad}A_{\mu d}^b`$ $`\lambda ^2\left(A_\mu ^{a4}A_\nu ^{b4}A_\nu ^{a4}A_\mu ^{b4}\right).`$ The integration over the components $`A_\mu ^{a4}`$ is given by a Gaussian integral, which turns out to be $`det𝐆^{1/2}`$, where G is a matrix given by $`𝐆_{ab}^{\mu \nu }`$ $`=8i\lambda ^2ϵ^{\mu \nu \alpha \beta }\left(c_3{}_{}{}^{+}G_{\alpha \beta ab}^{}c_4{}_{}{}^{}G_{\alpha \beta ab}^{}\right).`$

Thus, the partition function (6) can be written as

$$Z=𝒟{}_{}{}^{+}G𝒟{}_{}{}^{}G𝒟A_\mu ^{ab}𝑑et𝐆^{1/2}e^{II},$$
(7)
where

$$II=2id^4xϵ^{\mu \nu \alpha \beta }\left[c_1{}_{}{}^{+}G_{\mu \nu }^{ab}{}_{}{}^{+}G_{\alpha \beta ab}^{}c_2{}_{}{}^{}G_{\mu \nu }^{ab}{}_{}{}^{}G_{\alpha \beta ab}^{}+2H_{\mu \nu }^{ab}(c_3{}_{}{}^{+}G_{\alpha \beta ab}^{}c_4{}_{}{}^{}G_{\alpha \beta ab}^{})\right],$$

and $`H_{\mu \nu }^{ab}=_\mu A_\nu ^{ab}_\nu A_\mu ^{ab}+\frac{1}{2}f_{cdef}^{ab}A_\mu ^{cd}A_\nu ^{ef}`$ is the SO(3,1) field strength.

Our last step to get the dual action is to integrate over $`A_\mu ^{ab}`$. This kind of integration is well known and has been performed in previous works . The result is

$$Z=𝒟{}_{}{}^{+}G𝒟{}_{}{}^{}G𝑑et𝐆^{1/2}𝑑et({}_{}{}^{+}M)^{1/2}𝑑et({}_{}{}^{}M)^{1/2}e^{{\scriptscriptstyle d^4x\stackrel{~}{L}}},$$
(8)
with

$$\begin{array}{cc}\stackrel{~}{L}\hfill & =ϵ^{\mu \nu \rho \sigma }[\frac{1}{4{}_{}{}^{+}\tau }{}_{}{}^{+}G_{\mu \nu }^{ab}{}_{}{}^{+}G_{\rho \sigma ab}^{}+\frac{1}{4{}_{}{}^{}\tau }{}_{}{}^{}G_{\mu \nu }^{ab}{}_{}{}^{}G_{\rho \sigma ab}^{}+2_\nu {}_{}{}^{+}G_{\rho \sigma ab}^{}({}_{}{}^{+}M)_{\mu \lambda }^{1abcd}ϵ^{\lambda \theta \alpha \beta }_\theta {}_{}{}^{+}G_{\alpha \beta cd}^{}\hfill \\ & 2_\nu {}_{}{}^{}G_{\rho \sigma ab}^{}({}_{}{}^{}M)_{\mu \lambda }^{1abcd}ϵ^{\lambda \theta \alpha \beta }_\theta G_{\alpha \beta cd}^{}],\hfill \end{array}$$
(9)
where $`{}_{}{}^{\pm }M_{ab}^{\mu \nu cd}=\frac{1}{2}ϵ^{\mu \nu \alpha \beta }\left(\delta _a^c{}_{}{}^{\pm }G_{\alpha \beta b}^{d}+\delta _b^c{}_{}{}^{\pm }G_{\alpha \beta a}^{d}+\delta _a^d{}_{}{}^{\pm }G_{\alpha \beta b}^{c}\delta _b^d{}_{}{}^{\pm }G_{\alpha \beta a}^{c}\right)`$ and $`{}_{}{}^{+}\tau =\frac{1}{4c_1},`$ $`{}_{}{}^{}\tau =\frac{1}{4c_2}`$, $`c_3=c_4=1.`$

The non-dynamical model considered in a previous work  results in a kind of non-linear sigma model  of the type considered by Freedman and Townsend , as in the usual Yang-Mills dual models. The dual to the dynamical gravitational model (9) considered here, results in a Lagrangian of the same structure. However, it differs from the non-dynamical case by the features discussed above.

## III (Anti)Self-duality of the Three-dimensional Chern-Simons Gravity

It is well known that the $`2+1`$ Einstein-Hilbert action with nonvanishing cosmological constant $`\lambda `$ is given by the “standard” and “exotic” Einstein actions . It is well known that for $`\lambda >0`$ (and $`\lambda <0`$), these actions are equivalent to a Chern-Simons actions in $`2+1`$ dimensions with gauge group $`𝒢`$ to be SO(3,1) (and SO(2,2)).

In this section we will work out the Chern-Simons Lagrangian for (anti)self-dual gauge connection with respect to duality transformations of the internal indices of the gauge group $`𝒢`$, in the same philosophy of MM , and that of

$$L{}_{}{}^{\pm }{}_{CS}{}^{}=_{}\epsilon ^{ijk}({}_{}{}^{\pm }A_{i}^{AB}_j{}_{}{}^{\pm }A_{kAB}^{}+\frac{2}{3}{}_{}{}^{\pm }A_{iA}^{B}{}_{}{}^{\pm }A_{jB}^{C}{}_{}{}^{\pm }A_{kC}^{A}),$$
(10)
where $`A,B,C,D=0,1,2,3,`$ $`\eta _{AB}=diag(1,+1,+1,+1)`$ and the complex (anti) self-dual connections are $`{}_{}{}^{\pm }A_{i}^{AB}=\frac{1}{2}(A_i^{AB}\frac{i}{2}\epsilon _{CD}^{AB}A_i^{CD})`$, which satisfy the relation $`\epsilon _{CD}^{AB}{}_{}{}^{\pm }A_{i}^{CD}=\pm i{}_{}{}^{\pm }A_{}^{AB}.`$

Thus using the above equations, the action (10) can be rewritten as

$$L{}_{}{}^{\pm }{}_{CS}{}^{}=_{}\frac{1}{2}\epsilon ^{ijk}(A_i^{AB}_jA_{kAB}+\frac{2}{3}A_{iA}^BA_{jB}^CA_{kC}^A)\frac{i}{4}\epsilon ^{ijk}\epsilon ^{ABCD}(A_{iAB}_jA_{kCD}+\frac{2}{3}A_{i\text{ }A}^EA_{jEB}A_{kCD}).$$
(11)
In this expression the first term is the Chern-Simons action for the gauge group $`𝒢`$, while the second term appears as its corresponding “$`\theta `$-term”. The same result was obtained in $`3+1`$ dimensions when we considered the (anti)self-dual MM action , or the (anti)self-dual $`3+1`$ pure topological gravitational action .

One should remark that the two terms in the action (13) are the Chern-Simons and the corresponding “$`\theta `$-term” for the gauge group $`𝒢`$ under consideration. After imposing the particular identification $`A_i^{AB}=(A_i^{ab},A_i^{3a})=(\omega _i^{ab},\sqrt{\lambda }e_i^a)`$ and $`\omega _i^{ab}=\epsilon ^{abc}\omega _{ic}`$, the “exotic” and “standard” actions for the gauge group SO(3,1) are given respectively by

$`L_{CS}{}_{}{}^{\pm }={\displaystyle _X}{\displaystyle \frac{1}{2}}\epsilon ^{ijk}(\omega _i^a(_j\omega _{ka}_k\omega _{ja})+{\displaystyle \frac{2}{3}}\epsilon _{abc}\omega _i^a\omega _j^b\omega _k^c+\lambda e_i^a(_je_{ka}_ke_{ia})2\lambda \epsilon _{abc}e_i^ae_j^b\omega _k^c)`$

$$\pm i\sqrt{\lambda }\epsilon ^{ijk}\left(e_i^a(_j\omega _{ka}_k\omega _{ja})\epsilon _{abc}e_i^a\omega _j^b\omega _k^c+\frac{1}{3}\lambda \epsilon _{abc}e_i^ae_j^be_k^c\right),$$
(12)
plus surface terms. It is interesting to note that the above action (12) can be obtained from action (1) (for a suitable choice of $`B(\tau )`$ and $`C(\tau )`$) by dimensional reduction from $`X`$ to its boundary $`=X`$. Thus the “standard” action come from the Euler characteristic $`\chi (X)`$, while the “exotic” action come from the signature $`\sigma (X).`$

## IV Chern-Simons Gravity Dual Action in Three Dimensions

This section is devoted to show that a “dual” action to the Chern-Simons gravity action can be constructed following . Essentially we will repeat the procedure to find the the “dual” action to MM gauge theory given in Sec. II.

We begin from the original non-Abelian Chern-Simons action given by

$$L=_{}d^3x\frac{g}{4\pi }\epsilon ^{ijk}A_i^{AB}\left(_jA_{kAB}+\frac{1}{3}f_{ABCDEF}A_j^{CD}A_k^{EF}\right).$$
(13)
Now, as usual we propose a parent action in order to derive the dual action

$$L_D=_{}d^3x\epsilon ^{ijk}\left(aB_i^{AB}H_{jkAB}+bA_i^{AB}G_{jkAB}+cB_i^{AB}G_{jkAB}\right),$$
(14)
where $`H_{jkAB}=_jA_{kAB}+\frac{1}{3}f_{ABCDEF}A_j^{CD}A_k^{EF}`$ and $`B_i^{AB}`$ and $`G_{ij}^{AB}`$ are vector and tensor fields on $``$. It is a very easy matter to show that the action (13) can be derived from this parent action after integration of $`G`$ fields

The “dual” action $`L_D^{}`$ can be computed as usually in the Euclidean partition function, by integrating first out with respect to the physical degrees of freedom $`A_i^{AB}.`$ The resulting action is of the Gaussian type in the variable $`A`$ and thus, after some computations, it is easy to find the “dual” action

$$L_D^{}=_{}d^3x\epsilon ^{ijk}\left\{\frac{3}{4a}(a_iB_{jAB}+bG_{ijAB})[𝐑^1]_{kn}^{ABCD}\epsilon ^{lmn}(a_lB_{mCD}+bG_{lmCD})+c\alpha _i^{AB}G_{jkAB}\right\},$$
(15)
where $`[𝐑]`$ is given by $`[𝐑]_{ABCD}^{ij}=\epsilon ^{ijk}f_{ABCD}^{EF}B_{kEF}`$ whose inverse is defined by $`[𝐑]_{ABCD}^{ij}[𝐑^1]_{jk}^{CDEF}=\delta _k^i\delta _{AB}^{EF}.`$

The partition function is finally given by

$$Z=𝒟G𝒟B\sqrt{det(𝐌^1)}exp\left(L_D^{}\right).$$
(16)
In this “dual action” the $`G`$ field is not dynamical and can be integrated out. The integration of this auxiliary field gives

$$L_D^{}=_{}d^3x\frac{4\pi }{g}\epsilon ^{lmn}\left(B_l^{AB}_mB_{nAB}\frac{4\pi }{g}f_{ABCDEF}B_l^{AB}B_m^{CD}B_n^{EF}\right).$$
(17)
The fields $`B`$ cannot be rescaled if we impose “periodicity” conditions on them. Thus, this dual action has inverted coupling with respect to the original one (compare with  for the Abelian case).

Acknowledgments

The results of sections 3 and 4 were obtained in collaboration with Miguel Sabido. We are very grateful to him for a critical reading of this manuscript.