Combinatorics of Classical Unitary Invariant Ensembles and Integrable Systems

The first part of this thesis is devoted to the combinatorics, geometry, and effective computation of correlators of unitary invariant ensembles of random hermitian matrices with classical potentials. The main results are the subject of the publications [7, 8] with my supervisors T.~Grava and G.~Ruzza, and are summarized as follows. We provide generating functions for correlators of general Hermitian matrix models; formulae of this sort have already appeared in the literature [1, 5], we rederive them here with different methods which lend themselves to further generalizations. Such formulae are not recursive in the genus and hence particularly effective. Moreover, these formulae express the correlators of classical unitary ensembles as linear combinations of products of discrete hypergeometric polynomials; this generalizes relations to discrete orthogonal polynomials for the one-point correlators $\langle \tr M^k \rangle$ of the classical ensembles recently discovered by Cunden et al. [3]. Hence, we turn our attention on the combinatorial interpretation of correlators for the Laguerre and Jacobi ensembles. We prove that the coefficients in the topological expansion of Jacobi correlators are multiparametric single Hurwitz numbers involving combinations of triple monotone Hurwitz numbers. Via a simple limit, this reproduces formulae of [2] on the Laguerre ensemble. This completes the combinatorial interpretation of correlators of unitary ensembles with classical potential. Combining results of Dubrovin et al. [4], and of Norbury [10] connecting integrable systems with enumerative geometry, we obtain ELSV-like formulae linking the multiparametric single Hurwitz numbers of LUE and JUE respectively to cubic Hodge integrals and $\Theta$-GW invariants. In the second part of the thesis we analyse various integrable dynamical systems from a probabilistic point of view. Specifically, we study the spectrum of their random Lax Matrix equipped with the associated Gibbs Measure, in the spirit of [9, 11]. This is the content of the preprint [6], in collaboration with T.~Grava, G.~Gubbiotti and G.~Mazzuca. We explicitly compute the density of states for the exponential Toda lattice and the Volterra lattice showing they are connected to the Laguerre $\beta$-ensemble at high temperatures and the $\beta$-antisymmetric Gaussian ensemble at high temperatures respectively. For generalizations of these system we derive numerically their density of states and compute their ground states. [1] M. Bertola, B. Dubrovin, and D. Yang, Correlation functions of the KdV hierarchy and applications to intersection numbers over Mg,n, Phys. D, 327 (2016), pp. 30–57. [2] F. D. Cunden, A. Dahlqvist, and N. O’Connell, Integer moments of complex Wishart matrices and Hurwitz numbers, Ann. Inst. Henri Poincar ́e D, 8 (2021), pp. 243–268. [3] F. D. Cunden, F. Mezzadri, N. O’Connell, and N. Simm, Moments of random matrices and hypergeometric orthogonal polynomials, Comm. Math. Phys, 369 (2019), pp. 1091–1145. [4] B. Dubrovin, S. Q. Liu, D. Yang, and Y. Zhang, Hodge-GUE correspondence and the discrete KdV equation, Comm. Math. Phys, 379 (2020), pp. 461–490. [5] B. Eynard, T. Kimura, and S. Ribault, Random matrices, arXiv preprint arXiv:1510.04430, (2015). [6] M. Gisonni, T. Grava, G. Gubbiotti, and G. Mazzuca, Discrete integrable systems and random Lax matrices, arXiv preprint arXiv:2206.15371, (2022). [7] M. Gisonni, T. Grava, and G. Ruzza, Laguerre ensemble: Correlators, Hurwitz numbers and Hodge integrals, Ann. Henri Poincar ́e, 21 (2020), pp. 3285–3339. [8] M. Gisonni, T. Grava, and G. Ruzza, Jacobi ensemble, Hurwitz numbers and Wilson polynomials, Lett. Math. Phys., 111 (2021), pp. 1–38. [9] T. Grava and G. Mazzuca, Generalized gibbs ensemble of the Ablowitz-Ladik lattice, Circular β-ensemble and double confluent Heun equation, arXiv preprint: 2107.02303, (2021). [10] P. Norbury, Gromov-Witten invariants of P1 coupled to a KdV tau function, Adv. Math., 399 (2022), p. 108227. [11] H. Spohn, Generalized Gibbs ensembles of the classical Toda chain, J. Stat. Phys., 180 (2020), pp. 4–22