Stochastic processes and random matrices : lecture notes of the les houches summer school first edit

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StochasticProcessesandRandomMatrices

LectureNotesoftheLesHouches

StochasticProcessesandRandom Matrices

Editedby

Gr´egorySchehr,AlexanderAltland,YanV.Fyodorov, NeilO’Connell,LeticiaF.Cugliandolo

GreatClarendonStreet,Oxford,OX26DP, UnitedKingdom

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LinkstothirdpartywebsitesareprovidedbyOxfordingoodfaithand forinformationonly.Oxforddisclaimsanyresponsibilityforthematerials containedinanythirdpartywebsitereferencedinthiswork.

Previoussessions

I1951Quantummechanics.Quantumfieldtheory

II1952Quantummechanics.Statisticalmechanics.Nuclearphysics

III1953Quantummechanics.Solidstatephysics.Statistical mechanics.Elementaryparticlephysics

IV1954Quantummechanics.Collisiontheory.Nucleon-nucleon interaction.Quantumelectrodynamics

V1955Quantummechanics.Nonequilibriumphenomena.Nuclear reactions.Interactionofanucleuswithatomicandmolecular fields

VI1956Quantumperturbationtheory.Lowtemperaturephysics. Quantumtheoryofsolids.Ferromagnetism

VII1957Scatteringtheory.Recentdevelopmentsinfieldtheory.Nuclear andstronginteractions.Experimentsinhighenergyphysics

VIII1958Themanybodyproblem

IX1959Thetheoryofneutralandionizedgases

X1960Elementaryparticlesanddispersionrelations

XI1961Lowtemperaturephysics

XII1962Geophysics;theearthsenvironment

XIII1963Relativitygroupsandtopology

XIV1964Quantumopticsandelectronics

XV1965Highenergyphysics

XVI1966Highenergyastrophysics

XVII1967Manybodyphysics

XVIII1968Nuclearphysics

XIX1969Physicalproblemsinbiologicalsystems

XX1970Statisticalmechanicsandquantumfieldtheory

XXI1971Particlephysics

XXII1972Plasmaphysics

XXIII1972Blackholes

XXIV1973Fluidsdynamics

XXV1973Molecularfluids

XXVI1974Atomicandmolecularphysicsandtheinterstellarmatter

XXVII1975Frontiersinlaserspectroscopy

XXVIII1975Methodsinfieldtheory

XXIX1976Weakandelectromagneticinteractionsathighenergy

XXX1977Nuclearphysicswithheavyionsandmesons

XXXI1978Illcondensedmatter

XXXII1979Membranesandintercellularcommunication

XXXIII1979Physicalcosmology

XXXIV1980Laserplasmainteraction

XXXV1980Physicsofdefects

XXXVI1981Chaoticbehaviorofdeterministicsystems

XXXVII1981Gaugetheoriesinhighenergyphysics

XXXVIII1982Newtrendsinatomicphysics

XXXIX1982Recentadvancesinfieldtheoryandstatisticalmechanics

XL1983Relativity,groupsandtopology

XLI1983Birthandinfancyofstars

XLII1984Cellularandmolecularaspectsofdevelopmentalbiology

XLIII1984Criticalphenomena,randomsystems,gaugetheories

XLIV1985Architectureoffundamentalinteractionsatshortdistances

XLV1985Signalprocessing

XLVI1986Chanceandmatter

XLVII1986Astrophysicalfluiddynamics

XLVIII1988Liquidsatinterfaces

XLIX1988Fields,stringsandcriticalphenomena

L1988Oceanographicandgeophysicaltomography

LI1989Liquids,freezingandglasstransition

LII1989Chaosandquantumphysics

LIII1990Fundamentalsystemsinquantumoptics

LIV1990Supernovae

LV1991Particlesinthenineties

LVI1991Stronglyinteractingfermionsandhigh Tc superconductivity

LVII1992Gravitationandquantizations

LVIII1992Progressinpictureprocessing

LIX1993Computationalfluiddynamics

LX1993Cosmologyandlargescalestructure

LXI1994Mesoscopicquantumphysics

LXII1994Fluctuatinggeometriesinstatisticalmechanicsandquantum fieldtheory

LXIII1995Quantumfluctuations

LXIV1995Quantumsymmetries

LXV1996Fromcelltobrain

LXVI1996Trendsinnuclearphysics,100yearslater

LXVII1997Modelingtheearthsclimateanditsvariability

LXVIII1997ProbingtheStandardModelofparticleinteractions

LXIX1998Topologicalaspectsoflowdimensionalsystems

LXX1998Infraredspaceastronomy,todayandtomorrow

LXXI1999Theprimordialuniverse

LXXII1999Coherentatomicmatterwaves

LXXIII2000Atomicclustersandnanoparticles

LXXIV2000Newtrendsinturbulence

LXXV2001Physicsofbio-moleculesandcells

LXXVI2001Unityfromduality:Gravity,gaugetheoryandstrings

LXXVII2002Slowrelaxationsandnonequilibriumdynamicsincondensed matter

viii Previoussessions

LXXVIII2002Accretiondiscs,jetsandhighenergyphenomenain astrophysics

LXXIX2003Quantumentanglementandinformationprocessing

LXXX2003Methodsandmodelsinneurophysics

LXXXI2004Nanophysics:Coherenceandtransport

LXXXII2004MultipleaspectsofDNAandRNA

LXXXIII2005Mathematicalstatisticalphysics

LXXXIV2005ParticlephysicsbeyondtheStandardModel

LXXXV2006Complexsystems

LXXXVI2006Particlephysicsandcosmology:thefabricofspacetime

LXXXVII2007Stringtheoryandtherealworld:Fromparticlephysicsto astrophysics

LXXXVIII2007Dynamos

LXXXIX2008Exactmethodsinlow-dimensionalstatisticalphysicsand quantumcomputing

XC2008Long-rangeinteractingsystems

XCI2009Ultracoldgasesandquantuminformation

XCII2009Newtrendsinthephysicsandmechanicsofbiologicalsystems

XCIII2009ModernperspectivesinlatticeQCD:quantumfieldtheory andhighperformancecomputing

XCIV2010Many-bodyphysicswithultra-coldgases

XCV2010Quantumtheoryfromsmalltolargescales

XCVI2011Quantummachines:Measurementcontrolofengineered quantumsystems

XCVII2011TheoreticalphysicstofacethechallengeofLHC

SpecialIssue2012Advanceddataassimilationforgeosciences

XCVIII2012Softinterfaces

XCIX2012Stronglyinteractingquantumsystemsoutofequilibrium

C2013Post-Planckcosmology

CI2013QuantumOpticsandNanophotonics

SpecialIssue2013StatisticalPhysics,Optimization,Inference andMessage-PassingAlgorithms

CII2014FromMoleculestoLivingOrganisms:AnInterplayBetween BiologyandPhysics

CIII2014TopologicalAspectsofCondensedMatterPhysics

CIV2015StochasticProcessesandRandomMatrices

Publishers –SessionVIII:Dunod,Wiley,Methuen –SessionsIXandX:Herman,Wiley –SessionXI:GordonandBreach,PressesUniversitaires –SessionsXII–XXV:GordonandBreach –SessionsXXVI–LXVIII:NorthHolland –SessionLXIX–LXXVIII:EDPSciences,Springer –SessionLXXIX–LXXXVIII:Elsevier –SessionLXXXIX–:OxfordUniversityPress

Preface

ThefieldofstochasticprocessesandRMThasbeenarapidlyevolvingsubjectduring thelastfifteenyearswherethecontinuousdevelopmentanddiscoveryofnewtools, connectionsandideashaveledtoanavalancheofnewresults.Thesebreakthroughs havebeenmadepossiblethanks,toalargeextent,totherecentdevelopmentofvarious newtechniquesinRandomMatrixTheory(RMT).Matrixmodelshavebeenplaying animportantroleintheoreticalphysicsforalongtimeandtheyarecurrentlyalsoa veryactivedomainofresearchinmathematics.Anemblematicexampleoftheserecent advancesconcernsthetheoryofgrowthphenomenaintheKardar-Parisi-Zhang(KPZ) universalityclasswherethejointeffortsofphysicistsandmathematiciansduringthe lasttwentyyearshaveunveiledthebeautifulconnectionsbetweenthisfundamental problemofstatisticalmechanicsandthetheoryofrandommatrices,namelythefluctuationsofthelargesteigenvalueofcertainensembleofrandommatrices.Theselecture notesnotonlycoverthistopicindetailbutalsopresentmorerecentdevelopmentsthat haveemergedfromthesediscoveries,forinstanceinthecontextoflowdimensional heattransport(onthephysicsside)orincontextofintegrableprobability(onthe mathematicalside).Morewidely,ourgoal,inorganizingthisschoolinLesHouches, wastopresentthelatestdevelopmentsonthesetopicsattheinterfacebetweentheoreticalphysicsandmathematics,withaspecialemphasisonthelargespectrumof techniquesandapplicationsofRMT.Byfollowingthelecturesinthisvolumethe readerwillsurelybeabletoappreciatethebreadthandbeautyofthesubject.

TheschoolwasheldinJuly2015.Itstartedwithahistoricalintroductorylectures ontheapplicationsofRMTgivenbyH.Weidenm¨ullerandconsistedofmorethan fifty90-minuteslectures,coveringawiderangeoftopics.Theschoolcomprised,on theonehand,fivelongcourses(fivelectureseach)onrathergeneralsubjects,and,on theotherhand,tenshortercourses(twotothreelectureseach)onmorespecialized topics.Thisvolumepresentsthelecturenotespreparedbythespeakers.

Thisvolumestartswiththelecturenotesofthreeofthefivelonglectures:A. BorodinonIntegrableProbability,A.GuionnetonFreeProbabilityandH.Spohn ontheKardar-Parisi-Zhangequation(weregretthatwewerenotabletoincludethe lecturesnotesbyP.LeDoussalandB.Viraginthisvolume).Theyarefollowedup bythelecturenotesonmorespecializedtopics:G.AkemannonRMTandquantum chromodynamics,J.-Ph.BouchaudonRMTand(Big)dataanalysis,B.Eynardon Randommatricesandloopequations,J.P.KeatingonRandommatricesandnumber theory,A.L.MoustakasontheapplicationsofRMTtomoderntelecommunications, H.Schomerusonrandommatrixapproachestoopenquantumsystems,Y.Tourigny (andA.Comtet)onimpuritymodelsandproductsofrandommatrices,V.Vargas (andR.Rhodes)GaussianmultiplicativechaosandLiouvilleQuantumGravityand A.ZabrodinonQuantumspinchainsandclassicalintegrablesystems.Wealsohad

x Preface thepleasuretolistentoaseminarbyJ.-P.EckmannonM.Hairer’sworkandthe Kardar-Parisi-Zhangequation.

Thestudents,halfofthemphysicistsandtheotherhalfmathematicians,werefull ofenthusiasmbothinsideandoutsidetheclassroom.Manyofthemhadtheopportunitytopresenttheirworkduringtwopostersessions.ThisschoolinLesHouches hascertainlybeenaverygoodopportunityforthemtointeractscientificallywith otherstudentsaswellaswiththelecturers,whowereallofthemextremelyopento discussionswiththestudentsduringtheirstayinLesHouches.

Wearedeeplygratefultothelecturersworkinpreparingthelecturenotes,which willbeusefulinthefuturetothewholecommunity(bothphysicistsandmathematicians)workingonstochasticprocessesandRMT.WealsowishtothankPiotrWarchol forhispicturesofthelecturersandSunˇcanaDuli´cforherbeautifuldrawingsofthe mountainsaroundLesHouches.Finally,wewanttowarmlythankthestaffofthe SchoolofPhysicsinLesHouches,whomadeafantasticworkduringthisschool, whichwasreallyagreatmomentforallofus.

DrawingsbySunˇcanaDuli´ c

Listofparticipantsxxiii

1History—anoverview

OriolBOHIGASandHansA.WEIDENM ¨ ULLER1

1.1Bohr’sconceptofthecompoundnucleus3

1.2Spectralproperties4 1.3Data8

1.4Many-bodytheory9 1.5Chaos10

1.6Numbertheory11

1.7Scatteringtheory12

1.8Replicatrickandsupersymmetry15

1.9Disorderedsolids18

1.10Interactingfermionsandfieldtheory20 Acknowledgements20 References20

2Integrableprobability:stochasticvertexmodelsand symmetricfunctions

AlexeiBORODINandLeonidPETROV26

2.1Introduction28

2.1.1Preface28

2.1.2Ourmodelinaquadrant30

2.1.3Themainresult31

2.1.4Symmetricrationalfunctions32

2.1.5Cauchyidentities33

2.1.6Organizationofthechapter34

2.2Vertexweights34

2.2.1Higherspinsix-vertexmodel34

2.2.2Vertexweights35

2.2.3Motivation36

2.2.4Conjugatedweightsandstochasticweights37

2.3TheYang–Baxterequation38

2.3.1TheYang–Baxterequationincoordinatelanguage38

2.3.2TheYang–Baxterequationinoperatorlanguage39

2.3.3Attachingverticalcolumns41

2.4Symmetricrationalfunctions42

2.4.1Signatures43

2.4.2Semi-infiniteoperators A and B anddefinitionof symmetricrationalfunctions43

2.4.3Semi-infiniteoperator D 46

2.4.4Cauchy-typeidentitiesfromtheYang–Baxter commutationrelations48

2.4.5Symmetrizationformulas51

2.5Stochasticweightsandfusion59

2.5.1Stochasticweights Lu 59

2.5.2Fusionofstochasticweights60

2.5.3Principalspecializationsofskewfunctions63

2.6Markovkernelsandstochasticdynamics66

2.6.1ProbabilitymeasuresassociatedwiththeCauchyidentity66

2.6.2FourMarkovkernels69

2.6.3Specializations71

2.6.4Interactingparticlesystems73

2.6.5Degenerationtothesix-vertexmodelandtheASEP76

2.6.6Degenerationto q -Hahnand q -Bosonsystems80

2.7Orthogonalityrelations85

2.7.1Spatialbiorthogonality85

2.7.2Plancherelisomorphismsandcompleteness91

2.7.3Anintegralrepresentationfor Gμ 95

2.8 q -correlationfunctions96

2.8.1ComputingobservablesviatheCauchyidentity97

2.8.2Computationof Gν ( ,w1 ,...,wk )98

2.8.3Extractingtermsbyintegratingover wi 101

2.8.4 q -correlationfunctions104

2.8.5Remark.Fromobservablestoduality,andback109

2.9 q -momentsoftheheightfunction111

2.9.1Heightfunctionandits q -moments111

2.10Degenerationsofmomentformulas123

2.10.1Momentformulasforthestochasticsix-vertexmodel andtheASEP124

2.10.2Momentformulasfor q -Hahnand q -Bosonsystems126 Acknowledgements128 References128

3Freeprobability

AliceGUIONNET132

3.1Introduction134

3.2Freeprobabilitysetting135

3.2.1Noncommutativeprobabilityspace136

3.2.2Weak*-topology140

3.2.3Freeness140

3.3Asymptoticfreenessofrandommatrices141

3.3.1IndependentGUEmatricesareasymptoticallyfree141

3.3.2MatricesconjugatedbyHaarunitarymatricesare asymptoticallyfree146

3.4Freeconvolution150

3.4.1The R-transform150

3.4.2Thefreecentrallimittheorem153

3.5Nonnormaloperators154

3.5.1Thecircularlaw157

3.5.2Thesingleringtheorem157

3.6Loopequationsandtopologicalexpansions157

3.6.1Thefreedifferencequotientandtheconjugatevariable158

3.6.2Matrixmodelandintegrationbyparts158

3.6.3Topologicalexpansions159

3.6.4Formaltopologicalexpansions160

3.6.5Loopequationsandasymptoticexpansions165

3.6.6ExtensiontoHaardistributedmatrices171

3.7Applicationstoloopmodels171

3.7.1Applicationtoplanaralgebrasandloopmodels171

3.7.2Loopmodelsandsubfactors174 References175

4TheKardar–Parisi–Zhangequation:astatisticalphysics perspective HerbertSPOHN177

4.1Stable-metastableinterfacedynamics179

4.2Scalingproperties,KPZequationasweakdrivelimit182

4.3Eden-typegrowthmodels184

4.4TheKPZuniversalityclass185

4.4.1One-pointdistributions187

4.4.2Multipointdistributions188

4.4.3Stationarycovariance189

4.5Directedpolymersinarandommedium190

4.6Replicasolutions192

4.7Statisticalmechanicsoflineensembles194

4.8Noisylocalconservationlaws195

4.9One-dimensionalfluidsandanharmonicchains196

4.10DiscretenonlinearSchr¨odingerequation202

4.11LinearizedEulerequations204

4.12Linearfluctuatinghydrodynamics207

4.13Second-orderexpansion,nonlinearfluctuatinghydrodynamics211

4.14Couplingcoefficients,dynamicalphasediagram212

4.15Low-temperatureDNLS214

4.16Mode-couplingtheory216

4.16.1Decouplinghypothesis216

4.16.2One-loop,diagonal,andsmalloverlapapproximations217

4.17Moleculardynamicsandothermissedtopics222 Acknowledgements222 References223

5Randommatrixtheoryandquantumchromodynamics

GernotAKEMANN228

5.1Introductionandmotivation230

5.2OrthogonalpolynomialapproachtotheDiracoperatorspectrum233

5.2.1Theeigenvaluemodelanddefinitionofitscorrelation functions234

5.2.2Propertiesoforthogonalpolynomialswithgeneralweights237

5.2.3Allcorrelationfunctionswithmassesintermsof Laguerrepolynomials242

5.2.4Thelarge-N limitatthehardedge247

5.3SymmetriesofQCDanditsrelationtoRMT251

5.3.1TheDiracoperatorandglobalsymmetriesofQCD252

5.3.2Chiralsymmetrybreakingandchiralperturbationtheory254

5.3.3ThelimittoRMT:theepsilonregime257

5.4Recentdevelopments262

5.4.1RMTandQCDatfinitelatticespacing—theWilson Diracoperator262

5.4.2RMTandQCDwithchemicalpotential267

5.5Summary276 Acknowledgements277 References277

6Randommatrixtheoryand(big)dataanalysis

Jean-PhilippeBOUCHAUD283

6.1Introduction285

6.2Eigenvaluespectrumandeigenvectoroverlaps286

6.2.1Relationamongresolvent,spectrum,andoverlaps287

6.2.2Freeadditivenoise288

6.2.3Freemultiplicativenoiseandempiricalcovariancematrices289

6.3Rotationallyinvariantestimators291

6.3.1Theoracleestimatorandtheoverlaps291

6.3.2Optimalrotationalinvariantestimator293

6.4Rectangularcorrelationmatrices295

6.5Conclusionand(some)openproblems297

6.6AppendixA:ReminderontransformsinRMT298

6.7AppendixB:Resolventsandreplicas299

6.7.1Thereplicamethod299

6.7.2Freeadditivenoise300 References302

7Randommatricesandloopequations

BertrandEYNARD304

7.1Introduction306

7.1.1Randommatrices306

7.1.2Adetailedexample:randompartitionsasrandommatrices312

7.2Coulombgasandsaddle-pointapproximation317

7.2.1Coulombgasofeigenvalues317

7.2.2Saddle-pointapproximation318

7.2.3Functionalsaddle-point322

7.2.41-cutcase,Joukovskitransformation325

7.2.5Examples326

7.3Loopequations330

7.3.1Basisofmomentsandobservables330

7.3.2Integratingbyparts332

7.3.3Perturbativetopologicalexpansion336

7.3.4Higherorders340 References347

8Randommatricesandnumbertheory:somerecentthemes JonP.KEATING348

8.1TheRiemannzetafunction350

8.1.1Definitionandbasicproperties350

8.1.2Explicitformulae351

8.1.3 L-functions353

8.1.4Countingzeros354

8.1.5Generalexplicitformula355

8.1.6Connectionwithrandommatrices:Montgomery’s pair-correlationconjecture356

8.2Valuedistributionofthezetafunctiononitscriticalline360

8.2.1Selberg’stheorem360

8.2.2Momentsof ζ 1 2 + it 361

8.2.3Characteristicpolynomialsofrandommatrices362

8.2.4Extremevalues365

8.3FunctionFields369

8.3.1Background370

8.3.2Zetafunctionsofcurves371

8.3.3Spectralinterpretation372

8.3.4Spectralstatistics372

8.3.5Arithmeticstatisticsinfunctionfields373 Acknowledgements377 References377

9Moderntelecommunications:aplaygroundforphysicists? ArisL.MOUSTAKAS382 9.1Introduction384

9.1.1Outline385

9.2Informationtheorybasics385

9.2.1Informationcapacity385

9.2.2Linearprecoders386

9.3Wirelesscommunications:replicasandmobility387

9.3.1Capacityofcorrelatedantennas388

9.3.2Effectofmobilityonenergyconsumption390

9.3.3Discussion393 9.4Opticalcommunications:momentsandtails394 9.4.1Characterexpansionsincommunications395 9.4.2Tailsofthemutualinformation399

9.4.3Discussion404 9.5Conclusionsandoutlook405 Acknowledgments405 References405

10Randommatrixapproachestoopenquantumsystems

HenningSCHOMERUS409

10.1Introduction411 10.1.1Welcome411

10.1.2Primer412 10.1.3Opensystems413 10.1.4Preview414 10.2Foundationsofrandom-matrixtheory415 10.2.1RandomHamiltoniansandGaussianHermitianensembles415 10.2.2Time-reversalsymmetryandtheWigner–Dysonensembles416 10.2.3Chiralsymmetry418 10.2.4Charge-conjugationsymmetry420 10.2.5Randomtime-evolutionoperatorsandcircularensembles421 10.2.6Positive-definitematricesandWishart–Laguerreensembles423 10.2.7Jacobiensembles424 10.2.8Non-Hermitianmatrices425 10.3Thescatteringmatrix427 10.3.1Pointsofinterest427 10.3.2Definitionofthescatteringmatrix428 10.3.3Preliminaryanswers428 10.3.4Effectivescatteringmodels432 10.3.5Stroboscopicscatteringapproach433 10.3.6Continuous-timescatteringtheory436 10.3.7Merits438 10.4Decay,dynamics,andtransport440 10.4.1Scatteringpoles441 10.4.2Modenonorthogonality444 10.4.3Delaytimes446 10.4.4Transport450 10.5Localization,thermalization,andentanglement454 10.5.1Andersonlocalization455 10.5.2Thermalizationandlocalizationinmany-bodysystems457 10.6Conclusions460 10.7AppendixA:Eigenvaluedensitiesofmatriceswithlargedimensions461 10.7.1GaussianHermitianensembles461 10.7.2AppendixA.1:Wishart–Laguerreensembles462

10.7.3AppendixA.2:Jacobiensembles462

10.7.4AppendixA.3:Ginibreensembles463 Acknowledgements464 References465

11Impuritymodelsandproductsofrandommatrices

AlainCOMTETandYvesTOURIGNY474

11.1Introduction476

11.1.1Productofmatrices476

11.1.2Disorderedsystems476

11.1.3Outline477

11.1.4Recommendedreading477

11.2Someimpuritymodels478

11.2.1ThevibratingstringandDyson’srandomchainmodel478

11.2.2TheFrisch–Lloydmodel480

11.2.3TheAndersonmodel482

11.2.4Furthermotivations482 11.3Thespectralproblem483

11.3.1Thespectralmeasure485

11.3.2Theintegrateddensityofstatesperunitlength486

11.3.3TheWeylcoefficient486

11.3.4TheRiccatiequation487

11.3.5Classificationintermsoflimit-circleandlimit-pointtypes490

11.3.6Dyson’sdisorderedstringsofTypeI494

11.4ThecomplexLyapunovexponent496

11.4.1Theimaginarypart498

11.4.2Somedeterministicexamples498

11.4.3Adisorderedexample:Kotani’sTypeIIstring501

11.4.4CalculationoftheLyapunovexponent503

11.4.5TherelationshipbetweenΩ(λ)and w (λ)504

11.4.6ApplicationtotheFrisch–Lloydmodel506

11.4.7Notation506

11.5FurtherremarksontheFrisch–Lloydmodel508

11.5.1Pr¨ufervariables:thephaseformalism508

11.5.2Riccatianalysis:aqualitativepicture511

11.5.3TheRiceformula513

11.6Thewhitenoiselimit515

11.6.1L´evyprocesses515

11.6.2TheLyapunovexponent518

11.6.3Riccatianalysis519

11.7LifshitztailsandLifshitzsingularities520

11.7.1Short-range,repulsivepotentials521

11.7.2StringsofTypeI521

11.7.3Supersymmetricpotentials522

11.7.4Furtherreading523

11.8Distributionofthegroundstateenergyandstatisticsof energylevels523 11.9Scatteringandhyperbolicgeometry525 11.9.1Hyperbolicgeometry526 11.9.2Decayofthetransmissioncoefficient528 11.9.3Distributionofthereflexionphase529 11.10TheLyapunovexponentofaproductofrandommatrices530 11.10.1TheCohen–Newmanexample532 11.10.2ApplicationtotheFrisch–Lloydmodel533 11.11Furstenberg’sformulafortheLyapunovexponent534 11.11.1Theprojectivespace534 11.11.2AMarkovchainanditsstationarydistribution535 11.11.3Thecase d =2536 11.12Furstenberg’sTheorem539 11.13Concludingremarks544 Acknowledgements544 References545

12GaussianmultiplicativechaosandLiouvillequantumgravity R´emiRHODESandVincentVARGAS548 12.1Introduction550 12.1.1Notations551 12.2Gaussianmultiplicativechaos551

12.2.1ReminderonGaussianvectorsandprocesses551 12.2.2ConstructionoftheGMCmeasures552

12.2.3MainpropertiesoftheGMCmeasures555 12.3LiouvillequantumgravityontheRiemannsphere558

12.3.1ElementaryRiemanniangeometryonthesphere558 12.3.2AnintroductiontoCFTontheRiemannsphere559 12.3.3IntroductiontoLQFTontheRiemannsphere560 12.3.4ConstructionofLQFT563

12.3.5Propertiesofthetheory566

12.3.6TheLiouvillemeasures567 12.3.7Conjecturedrelationwithplanarmaps569 12.3.8OntheIsingmodelatcriticaltemperature571

12.3.9Finalremarksandconclusion573 12.4Appendix574

12.4.1Theconformalstructureonplanarmaps574 Acknowledgments575 References575

13Quantumspinchainsandclassicalintegrablesystems AntonZABRODIN578 13.1Introduction580

13.1.1Organizationofthepaper583 13.1.2Thenotation583 13.2ThemasterT-operatorforspinchains584 13.2.1Quantum R-matrices584

13.2.2InhomogeneousXXXspinchains586

13.2.3ThehigherT-operators590

13.2.4TheconstructionofthemasterT-operator592

13.2.5ThemasterT-operatorandthemKPhierarchy593

13.3FromthemasterT-operatortotheclassicalRSmodelandback596

13.3.1EigenvaluesofthespinchainHamiltoniansas velocitiesoftheRSparticles596

13.3.2LaxpairfortheRSmodelfromdynamicsofpoles597

13.3.3TheBAfunctionandthemasterT-operator599

13.4SpectrumofthespinchainHamiltoniansfromtheclassicalRSmodel601

13.4.1TwistparametersaseigenvaluesoftheLaxmatrix601

13.4.2TheQCcorrespondence602

13.4.3Algebraicequationsforthespectrum603

13.5TheQCcorrespondencevianestedBetheansatz605

13.5.1ThenestedBetheansatzsolution605

13.5.2TheQCcorrespondence:adirectproof606

13.6Concludingremarks608

13.7AppendixA:ThehigherT-operatorsthroughcharacters608

13.8AppendixB:HamiltonianformulationoftheRSmodel609 Acknowledgements610 References610

Listofparticipants Organizers

SCHEHRGr´egory

Universit´eParis-Sud,France

ALTLANDAlexander UniversityofK¨oln,Germany

FYODOROVYanV.

King’sCollegeLondon,DepartmentofMathematics,LondonWC2R2LS, UnitedKingdom

O’CONNELL

UniversityofBristol,SchoolofMathematics,HowardHouse,Queen’sAve,Bristol BS81SD,UnitedKingdom

CUGLIANDOLOLeticiaE. SorbonnesUniversit´es,France

Lecturers

AKEMANNGernot

BielefeldUniversity,Germany

BORODINAlexei

MIT,Cambridge,MA,USA

BOUCHAUDJean-Philippe

CFM/Ecolepolytechnique,Paris,France

ECKMANNJean-Pierre UniversityofGeneva,Switzerland

EYNARDBertrand

IPHTCEASaclay,GifsurYvette,France

GUIONNETAlice

MIT,Cambridge,MA,USA

Universit´edeLyon,EcoleNormaleSup´erieure,Lyon,France

KEATINGJon UniversityofBristol,UK

LEDOUSSALPierre

ENS,Paris,France

MOUSTAKASAris

UniverstiyofAthens,Greece

Listofparticipants Organizers

SCHEHRGr´egory

Universit´eParis-Sud,France

ALTLANDAlexander UniversityofK¨oln,Germany

FYODOROVYanV.

King’sCollegeLondon,DepartmentofMathematics,LondonWC2R2LS, UnitedKingdom

O’CONNELL

UniversityofBristol,SchoolofMathematics,HowardHouse,Queen’sAve,Bristol BS81SD,UnitedKingdom

CUGLIANDOLOLeticiaE. SorbonnesUniversit´es,France

Lecturers

AKEMANNGernot

BielefeldUniversity,Germany

BORODINAlexei

MIT,Cambridge,MA,USA

BOUCHAUDJean-Philippe

CFM/Ecolepolytechnique,Paris,France

ECKMANNJean-Pierre UniversityofGeneva,Switzerland

EYNARDBertrand

IPHTCEASaclay,GifsurYvette,France

GUIONNETAlice

MIT,Cambridge,MA,USA

Universit´edeLyon,EcoleNormaleSup´erieure,Lyon,France

KEATINGJon UniversityofBristol,UK

LEDOUSSALPierre

ENS,Paris,France

MOUSTAKASAris

UniverstiyofAthens,Greece

xxiv Listofparticipants

SCHOMERUSHenning

LancasterUniversity,UK

SPOHNHerbert

TechnicalUniversityMunich,Germany

TOURIGNYYves

UniversityofBristol,UK

VARGASVincent

ENS,Paris,France

VIRAGBalint

UniversityofToronto,Canada

WEIDENMULLERHans

MaxPlanckInstitut,Heidelberg,Germany

ZABRODINAnton

ITEP,Moscow,Russia

Participants

ALLEGRANicolas

Universit´edeLorraine,Nancy,France

ANDRAUSSergio

UniversityofTokyo,Japan

ANOKHINAAlexandra

ITEP,Moscow,Russia

ASSIOTISTheodoros

UniversityofWarwick,Coventry,UK

AUGERIFanny

Universit´ePaulSabatier,Toulouse,France

BALDWINChristopher UniversityofWashington,Seattle,WA,USA

BENITO-MATIASEnrique

CFMAC,Madrid,Spain

BENOISTTristan

McGillUniversity,Montreal,Canada

BUTEZRapha¨el

Universit´eParis-Dauphine,Paris,France

CHECINSKITomasz

UniversityofBielefeld,Germany

CUNDENFabioDeelan

UniversityofBristol,UK

DeNARDISJacopo UniversityofAmsterdam,NL

DOERAENEAntoine

Universit´eCatholiquedeLouvain,Belgium

DUCLUTCharlie

LPTMC,Paris,France

EMRAHElnur UniversityofWisconsin,Madison,WI,USA

FAHSBenjamin UniversityofLouvain,Louvain-la-Neuve,Belgium

FUKAIYosuke SanoLaboratory,UniversityofTokyo,Japan

GROUXBenjamin LaboratoiredeMath´ematiquesdeVersailles,France

HOLCOMBDiane UniversityofArizona,Tucson,AZ,USA

HUANGJiaoyang

HarvardUniversity,Cambridge,MA,USA

IPSENJesper BielefeldUniversity,Germany

JANJIGIANChristopher UniversityofWisconsin,Madison,WI,USA

JOYNERChristopher QueenMaryUniversity,London,UK

JUNNILAJanne UniversityofHelsinki,Finland

KIEFFMax ColumbiaUniversity,NewYork,USA

LAMBERTGaultier

KTHStockholmSweden

LIYiting BrandeisUniversity,Waltham,MA,USA

LIUDang-Zheng UniversityofChina,Hefei,China

MARINORicardo LPTMS,Universit´eParis-Sud,Paris,France

MUDUTE-NDUMBESteve

ImperialCollege,London,UK

NEMISHYuriy

Universit´ePaulSabatier,Toulouse,France

Listofparticipants xxv

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