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# New solvable Matrix Integrals

## 1 Introduction

The study of different models of random matrices is one of the most interesting topic in mathematical physics (see ,,, for a review). Models of random matrices are applied to various topics starting with quantum field theory and condensed matter physics ending with combinatorics, algebraic topology and number theory. The purpose of the paper is to generalize some known solvable matrix integrals. By the solvable matrix integrals we mean those which can be presented as tau functions and which can be evaluated by the method of orthogonal polynomials. Let us mark that in papers , by solvability of matrix model the author means a weaker condition - a model considered to be solvable if it admits a reduction of number of integrations (from the order $`N^2`$ to the order $`N`$) via a character expansion method without any relation to the tau function topic.

Today it is not surprising that the notion of tau function, introduced by Sato school (see a list of references in ), is widely used in statistical physics and quantum field theory as a partition function of different models (as an example see the review ). The special class of tau functions, which we shall exploit in the present paper and which we call tau functions of hypergeometric type, is not an exclusion. Tau functions of hypergeometric type are parameterized by a function $`r`$ on the lattice and are denoted by $`\tau _r`$. (The name hypergeometric tau function  is due to the fact that the simplest specialization, $`r`$ is rational, yields the hypergeometric function of matrix argument ,.) This is a type of tau functions one may meet in many different problems, and special examples of these tau functions one can find in ,,, , all these examples one may obtain by a specialization of $`r`$. The most of well known matrix integrals actually belong to this class of tau-functions ,,. (To be precise we deal with asymptotic expansion of matrix integrals and tau functions).

In the present paper we show that the integrals of tau functions of hypergeometric type of matrix argument are again tau functions of hypergeometric type. We notice that all known matrix integrals such as one-matrix model , Itzykson-Zuber integral ,, two-matrix matrix model , Gross-Witten one plaquette model  may be considered as integrals of the simplest tau function (so-called vacuum tau function). The determinant representation of the tau functions of hypergeometric type allows to obtain generalizations of solvable multi-matrix models and a certain generalization of Kontsevich integral.

In the last part of this introduction we review some things from soliton theory.

Soliton theory. KP hierarchy of integrable equations ,, which is the most popular example, consists of semi-infinite set of nonlinear partial differential equations

$$_{t_m}u=K_m\left[u\right],m=1,2,\mathrm{},$$
(1)
which are commuting flows: $`[_{t_k},_{t_m}]u=0`$. The first nontrivial one is Kadomtsev-Petviashvili equation

$$_{t_3}u=\frac{1}{4}_{t_1}^3u+\frac{3}{4}_{t_1}^1_{t_2}^2u+\frac{3}{4}_{t_1}u^2,$$
(2)
which originally served in plasma physics , now plays a very important role both, in physics and in mathematics. Another very important equation is the equation of two-dimensional Toda lattice (TL) carefully studied in

$$_{t_1}_{t_1^{}}\varphi _n=e^{\varphi _{n1}\varphi _n}e^{\varphi _n\varphi _{n+1}}$$
(3)
This equation gives rise to TL hierarchy which contains derivatives with respect to the higher times $`t_1,t_2,\mathrm{}`$ and $`t_1^{},t_2^{},\mathrm{}`$.

The key point of the soliton theory is the notion of tau function, introduced by Sato (for KP tau-function see ). The tau function is a sort of a potential which gives rise both to TL hierarchy and KP hierarchy. It depends on two semi-infinite sets of higher times $`t_1,t_2,\mathrm{}`$ and $`t_1^{},t_2^{},\mathrm{}`$, and on discrete variable $`n`$: $`\tau =\tau (n,𝐭,𝐭^{})`$. More explicitly we have ,:

$$u=2_{t_1}^2\mathrm{log}\tau (n,𝐭,𝐭^{}),\varphi _n(𝐭,𝐭^{})=\mathrm{log}\frac{\tau (n+1,𝐭,𝐭^{})}{\tau (n,𝐭,𝐭^{})}$$
(4)
In the soliton theory so-called Hirota-Miwa variables $`𝐱,𝐲`$, which are related to the higher times as

$$mt_m=\underset{i}{}x_i^m,mt_m^{}=\underset{i}{}y_i^m,$$
(5)
are well-known. Any tau function is a symmetric function in Hirota-Miwa variables, the higher times $`mt_m,mt_m^{}`$ are so-called  power sums.

It is known fact that a typical tau function may be presented in the form of double series over partitions in Schur functions :

$$\tau (n,𝐭,𝐭^{})=\underset{\lambda ,\mu }{}K_{\lambda \mu }s_\lambda \left(𝐭\right)s_\mu \left(𝐭^{}\right),$$
(6)
where the coefficients $`K_{\lambda \mu }`$ solve special bilinear equations .

$`\tau `$ functions of hypergeometric type. Let us consider a function $`r`$ which depends on a single variable $`n`$, the $`n`$ is an integer. We suppose $`r\left(n\right)`$ to be finite for integer $`n`$. Given partition $`\lambda `$, we define

$$r_\lambda \left(x\right)=\underset{i,j\lambda }{}r\left(x+ji\right)$$
(7)
Namely, $`r_\lambda \left(n\right)`$ is a product of $`r`$ over all nodes of the Young diagram of the partition $`\lambda `$ where argument of $`r`$ is defined by entries $`i,j`$ of a node . The value of $`ji`$ is zero on the main diagonal; the value $`ji`$ is called the content of the node. For zero partition one puts $`r_01`$. It was shown  that

$$\tau _r(n,𝐭,𝐭^{})=\underset{\lambda }{}r_\lambda \left(n\right)s_\lambda \left(𝐭\right)s_\lambda \left(𝐭^{}\right)$$
(8)
(where the sum is going over all partitions including zero one) is a TL and a KP tau function, which we call the tau function of hypergeometric type. The Schur functions $`s_\lambda \left(𝐭\right),s_\lambda \left(𝐭^{}\right)`$ are defined with the help of

$$s_\lambda \left(𝐭\right)=deth_{\lambda _ii+j}\left(𝐭\right)_{1i,jl\left(\lambda \right)},\mathrm{exp}\underset{m=1}{\overset{\mathrm{}}{}}z^mt_m=\underset{k=1}{\overset{\mathrm{}}{}}z^kh_k\left(𝐭\right)$$
(9)
Here $`h_k\left(𝐭\right)`$ is called the elementary Schur function, or, the same, the complete symmetric function, see . We should say more about the case $`𝐭=𝐭\left(𝐱^n\right)`$. Mark that $`s_\lambda \left(𝐭\left(𝐱^n\right)\right)=0`$ if the length of the partition $`l\left(\lambda \right)`$ exceeds $`n`$, therefore, in this case, the sum over $`\lambda `$ (8) is restricted by $`l\left(\lambda \right)n`$. Due to (7), it means that $`r\left(k\right),k0`$ are not involved to the series (8) if $`𝐭=𝐭\left(𝐱^n\right)`$.

If $`𝐱^n=(x_1,\mathrm{},x_n)`$ are eigenvalues of a $`n`$ by $`n`$ matrix $`X`$, and the variables $`𝐭`$ and $`𝐱^n`$ are related by (5), we write $`s_\lambda \left(X\right):=s_\lambda \left(𝐭\left(𝐱^n\right)\right)`$. It is suitable to introduce the notion of tau function of matrix argument by analogy with the hypergeometric function of matrix argument (see (2),(2) below):

$$\tau (n,X,𝐭^{}):=\tau (n,𝐭\left(𝐱^n\right),𝐭^{}),\tau (n,X,Y):=\tau (n,𝐭\left(𝐱^n\right),𝐭^{}\left(𝐲^n\right)),$$
(10)
where Hirota-Miwa variables $`x_1,\mathrm{},x_n`$ are just eigenvalues of a matrix $`X`$. We shall use large letters for this matrix argument. As in the case of the hypergeometric functions the tau function by definition depends only on eigenvalues of the matrix.

## 2  Useful formulae

We shall exploit the following formulae for integrations of Schur functions over the unitary group . Let $`d_{}U`$ be the normalized Haar measure on the $`U\left(n\right)`$ and let $`\delta _{\mu ,\lambda }`$ be the Kronecker symbol. Then

$$_{U\left(n\right)}s_\lambda \left(AUBU^1\right)d_{}U=\frac{s_\lambda \left(A\right)s_\lambda \left(B\right)}{s_\lambda \left(I_n\right)},$$
(11)
$$_{U\left(n\right)}s_\mu \left(AU\right)s_\lambda \left(U^1B\right)d_{}U=\frac{s_\lambda \left(AB\right)}{s_\lambda \left(I_n\right)}\delta _{\mu ,\lambda }$$
(12)
Let $`𝐭_{\mathrm{}}=(1,0,0,0,\mathrm{})`$. For integration over complex matrices $`Z`$ there are the formulae

$$_{C^{n^2}}s_\lambda \left(AZBZ^+\right)e^{\text{Tr}ZZ^+}\underset{i,j=1}{\overset{n}{}}d^2Z=\frac{s_\lambda \left(A\right)s_\lambda \left(B\right)}{s_\lambda \left(𝐭_{\mathrm{}}\right)}$$
(13)
and

$$_{C^{n^2}}s_\mu \left(AZ\right)s_\lambda \left(Z^+B\right)e^{\text{Tr}ZZ^+}\underset{i,j=1}{\overset{n}{}}d^2Z=\frac{s_\lambda \left(AB\right)}{s_\lambda \left(𝐭_{\mathrm{}}\right)}\delta _{\mu ,\lambda }$$
(14)
Throughout the text $`d^2Z=\pi ^{n^2}_{i,j=1}^nd\mathrm{}Z_{ij}d\mathrm{}Z_{ij}`$; at sequel we shall omit $`C^{n^2}`$. Then we need

$$s_\lambda \left(𝐭_{\mathrm{}}\right)=\frac{1}{H_\lambda },H_\lambda =\underset{i,j}{}\left(\lambda _i+\lambda _j^{}ij+1\right),$$
(15)
where $`H_\lambda `$ is the hook product. The Pochhammer’s symbol related to a partition $`\lambda =(\lambda _1,\mathrm{},\lambda _k)`$ is the following product of the Pochhammer’s symbols $`\left(a\right)_\lambda =\left(a\right)_{\lambda _1}\left(a1\right)_{\lambda _2}\mathrm{}\left(ak+1\right)_{\lambda _k}`$, $`\left(a\right)_{\lambda _i}=\mathrm{\Gamma }\left(a+\lambda _i\right)/\mathrm{\Gamma }\left(a\right)`$. Let $`𝐭\left(a\right)=(\frac{a}{1},\frac{a}{2},\frac{a}{3},\mathrm{})`$. Then

$$\left(a\right)_\lambda =H_\lambda s_\lambda \left(𝐭\left(a\right)\right)=\frac{s_\lambda \left(𝐭\left(a\right)\right)}{s_\lambda \left(𝐭_{\mathrm{}}\right)},\left(n\right)_\lambda =H_\lambda s_\lambda \left(I_n\right)=\frac{s_\lambda \left(I_n\right)}{s_\lambda \left(𝐭_{\mathrm{}}\right)}$$
(16)
In addition we have a simple relation (bosonic (l.h.s) and fermionic (r.h.s) representation of the vacuum TL tau function, since we did not find it in literature we proved it in ):

$$\mathrm{exp}\underset{m=1}{\overset{\mathrm{}}{}}mt_mt_m^{}=\underset{\lambda }{}s_\lambda \left(𝐭\right)s_\lambda \left(𝐭^{}\right),$$
(17)
which is a generalized version of Cauchy-Littlewood identity .

Let $`r\left(k\right)=q^k`$. One gets tau function used in  as a generating function for double Hurwitz numbers.

Let $`r\left(k\right)=_{i=1}^p\left(k+a_i\right)_{i=1}^s\left(k+b_i\right)^1`$, and let $`l\left(\lambda \right)`$ be the number of non-vanishing parts of $`\lambda `$. Let us write down the formulae for the hypergeometric function of a matrix argument $`X`$ , (throughout the paper all sums include zero partition)

$`{}_{p}{}^{}F_{s}^{}\left({\displaystyle \genfrac{}{}{0pt}{}{a_1+M,\mathrm{},a_p+M}{b_1+M,\mathrm{},b_s+M}}|X\right)=\tau _r(M,𝐭\left(𝐱^n\right),𝐭_{\mathrm{}})=`$
$`{\displaystyle \underset{\genfrac{}{}{0pt}{}{\lambda }{l\left(\lambda \right)n}}{}}{\displaystyle \frac{_{k=1}^ps_\lambda \left(𝐭\left(a_k+M\right)\right)}{_{k=1}^ss_\lambda \left(𝐭\left(b_k+M\right)\right)}}\left(s_\lambda \left(𝐭_{\mathrm{}}\right)\right)^{sp+1}s_\lambda \left(X\right)`$ (18)
Examples:

$${}_{0}{}^{}F_{0}^{}\left(X\right)=e^{\text{Tr}X},{}_{1}{}^{}F_{0}^{}\left(a|X\right)=e^{_{m=1}^{\mathrm{}}\frac{a}{m}\text{Tr}X^m}=det\left(1X\right)^a$$
(19)
Now let $`r\left(k\right)=_{i=1}^p\left(k+a_i\right)\left(k+nM\right)^1_{i=1}^s\left(k+b_i\right)^1`$. The hypergeometric functions of two matrix arguments $`X,Y`$ is ,

$`{}_{p}{}^{}_{s}^{}\left({\displaystyle \genfrac{}{}{0pt}{}{a_1+M,\mathrm{},a_p+M}{b_1+M,\mathrm{},b_s+M}}|X,Y\right)=\tau _r(M,𝐭\left(𝐱^n\right),𝐭^{}\left(𝐲^n\right))=`$
$`{\displaystyle \underset{\genfrac{}{}{0pt}{}{\lambda }{l\left(\lambda \right)n}}{}}{\displaystyle \frac{_{k=1}^ps_\lambda \left(𝐭\left(a_k+M\right)\right)}{_{k=1}^ss_\lambda \left(𝐭\left(b_k+M\right)\right)}}\left(s_\lambda \left(𝐭_{\mathrm{}}\right)\right)^{sp+1}{\displaystyle \frac{s_\lambda \left(X\right)s_\lambda \left(Y\right)}{s_\lambda \left(I_n\right)}}`$ (20)
Here $`𝐱^n=(x_1,\mathrm{},x_n),𝐲^n=(y_1,\mathrm{},y_n)`$ are eigenvalues of the matrices $`X,Y`$. Matrices $`X,Y`$ are supposed to be diagonalizable (i.e. normal) matrices.

Taking $`b_1=c+ϵ`$ where $`cn`$ is an integer, we obtain

$$\underset{ϵ0}{lim}{}_{p}{}^{}F_{q}^{}\left(\genfrac{}{}{0pt}{}{a_1,\mathrm{},a_p}{c+ϵ,b_2,\mathrm{},b_q}|X\right)\frac{\left(c+ϵ\right)_\sigma ,\left(b_2\right)_\sigma \mathrm{}\left(b_q\right)_\sigma }{\left(a_1\right)_\sigma \mathrm{}\left(a_p\right)_\sigma }\left(n\right)_\sigma $$
(21)
$$=detX^{n+c}{}_{p}{}^{}F_{q}^{}\left(\genfrac{}{}{0pt}{}{a_1+n+c,\mathrm{},a_p+n+c}{2n+c,b_2+n+c,\mathrm{},b_q+n+c}|X\right),$$
(22)
where $`\sigma `$ is the partition $`(n+c,\mathrm{},n+c)`$ with the length $`l\left(\sigma \right)=n`$. Meanwhile

$$\underset{ϵ0}{lim}{}_{p}{}^{}_{q}^{}\left(\genfrac{}{}{0pt}{}{a_1,\mathrm{},a_p}{c+ϵ,b_2,\mathrm{},b_q}|X,Y\right)\frac{\left(c+ϵ\right)_\sigma \left(b_2\right)_\sigma \mathrm{}\left(b_q\right)_\sigma }{\left(a_1\right)_\sigma \mathrm{}\left(a_p\right)_\sigma }\left(n\right)_\sigma $$
(23)
$$=detX^{n+c}detY^{n+c}{}_{p}{}^{}_{q}^{}\left(\genfrac{}{}{0pt}{}{a_1+n+c,\mathrm{},a_p+n+c}{2n+c,b_2+n+c,\mathrm{},b_q+n+c}|X,Y\right)$$
(24)
In particular

$$\underset{ϵ0}{lim}{}_{1}{}^{}F_{1}^{}\left(\genfrac{}{}{0pt}{}{n}{c+ϵ}|X\right)\left(c+ϵ\right)_\sigma ={}_{0}{}^{}F_{0}^{}\left(X\right)detX^{n+c}=e^{\text{Tr}X}detX^{n+c},$$
(25)
$$\underset{ϵ0}{lim}{}_{2}{}^{}F_{1}^{}\left(\genfrac{}{}{0pt}{}{a,n}{c+ϵ}|X\right)\frac{\left(c+ϵ\right)_\sigma }{\left(a\right)_\sigma }=detX^{n+c}{}_{1}{}^{}F_{0}^{}\left(a+n+c|X\right)=detX^{n+c}det\left(1X\right)^{anc}$$
(26)
These relations are particular cases of the limit of $`\tau _r`$, where we put $`r`$ to be singular: $`r`$ is evaluated at the vicinity of zero as $`r\left(ϵ\right)=\frac{1}{ϵ}+O\left(ϵ\right)`$. Below $`cn`$ is an integer and $`\sigma `$ is a partition $`(n+c,\mathrm{},n+c)`$ of the length $`l\left(\sigma \right)=n`$. Then we have

$$\underset{ϵ0}{lim}\frac{\tau _r(c+ϵ,𝐭\left(𝐱^n\right),𝐭_{\mathrm{}})}{r_\sigma \left(c+ϵ\right)}=\frac{detX^{n+c}}{\left(n\right)_\sigma }\tau _{\stackrel{~}{r}}(n,𝐭\left(𝐱^n\right),𝐭_{\mathrm{}}),\stackrel{~}{r}\left(k\right)=r\left(k\right)\frac{k}{k+n+c},$$
(27)
$$\underset{ϵ0}{lim}\frac{\tau _r(c+ϵ,𝐭\left(𝐱^n\right),𝐭^{}\left(𝐲^n\right))}{r_\sigma \left(c+ϵ\right)}=detX^{n+c}detY^{n+c}\tau _r(n,𝐭\left(𝐱^n\right),𝐭^{}\left(𝐲^n\right))$$
(28)
Let us mark also the determinant representations of (2) and of (2) which are of importance in applications of the method of orthogonal polynomials to the new matrix models, which we shall consider below.

The determinant representations have forms (the reader may find details in ,):

$$\tau _r(M,𝐭\left(𝐱^n\right),𝐭^{})=\frac{detx_i^{nk}\tau _r(Mk+1,𝐭\left(x_i\right),𝐭^{})|_{i,k=1}^n}{\mathrm{\Delta }\left(𝐱^n\right)},$$
(29)
(which in particular yields the determinant representation of $`{}_{p}{}^{}F_{s}^{}`$ of (2)) and

$$\tau _r(M,𝐭\left(𝐱^n\right),𝐭^{}\left(𝐲^n\right))=c_n\left(M\right)\frac{det\tau _r(Mn+1,x_i,y_j)|_{i,k=1}^n}{\mathrm{\Delta }\left(𝐱^n\right)\mathrm{\Delta }\left(𝐲^n\right)},$$
(30)
(which yields the determinant representation of $`{}_{p}{}^{}_{s}^{}`$, see (35) below), where

$$\mathrm{\Delta }\left(𝐱^n\right)=\underset{1i<jn}{}\left(x_ix_j\right)=det\left(x_i^{nk}\right),$$
(31)
$$c_1=1,c_n\left(M\right)=\underset{k=1}{\overset{n1}{}}\left(r\left(Mn+k\right)\right)^{kn},n>1,$$
(32)
$$\tau _r(Mn+1,x_i,y_j)=1+r\left(Mn+1\right)x_iy_j+r\left(Mn+1\right)r\left(Mn+2\right)x_i^2y_j^2+\mathrm{},$$
(33)
where $`c_n^1\left(M\right)\mathrm{\Delta }\left(𝐱^n\right)\mathrm{\Delta }\left(𝐲^n\right)`$ is supposed to be non-vanishing; otherwise the formula (30) should be modified, see . Most often we need the cases $`M=0,n`$. Examples of (29),(30):

$${}_{p}{}^{}F_{s}^{}\left(\genfrac{}{}{0pt}{}{a_1,\mathrm{},a_p}{b_1,\mathrm{},b_s}|X\right)=\frac{1}{\mathrm{\Delta }\left(𝐱^n\right)}detx_i^{nk}{}_{p}{}^{}F_{s}^{}\left(\genfrac{}{}{0pt}{}{a_1k+1,\mathrm{},a_pk+1}{b_1k+1,\mathrm{},b_sk+1}|x_i\right)|_{i,k=1}^n,$$
(34)
$${}_{p}{}^{}_{s}^{}\left(\genfrac{}{}{0pt}{}{a_1+n,\mathrm{},a_p+n}{b_1+n,\mathrm{},b_s+n}|X,Y\right)=\frac{c_n\left(n\right)}{\mathrm{\Delta }\left(𝐱^n\right)\mathrm{\Delta }\left(𝐲^n\right)}det{}_{p}{}^{}F_{s}^{}\left(\genfrac{}{}{0pt}{}{a_1+1,\mathrm{},a_p+1}{b_1+1,\mathrm{},b_s+1}|x_iy_j\right)|_{i,j=1}^n$$
(35)
If $`r\left(0\right)=0`$ there is the following formula for the open Toda lattice (for instance see ,):

$$\tau _r(n,𝐭,𝐭^{})=c_ndet\left(\frac{^{i+k2}}{t_1^{i1}t_{1}^{}{}_{}{}^{k1}}\tau _r(1,𝐭,𝐭^{})\right)|_{i,k=1}^n,$$
(36)
$$c_n=\underset{k=1}{\overset{n1}{}}\left(r\left(k\right)\right)^{kn}$$
(37)
At last let us notice that $`\tau _r(n,𝐭,𝐭^{})`$ enjoys the following symmetry relations:

$$\tau _r(n,𝐭,𝐭^{})=\tau _r(n,𝐭^{},𝐭),\tau _r(n+m,𝐭,𝐭^{})=\tau _{\stackrel{~}{r}}(n,𝐭^{},𝐭),$$
(38)
$$\tau _r(n,𝐭_{\mathrm{}},𝐭^{})=\tau _{r_1}(n,𝐭\left(a\right),𝐭^{})=\tau _{r_2}(n,I_n,𝐭^{}),$$
(39)
where $`I_n`$ is $`n`$ by $`n`$ unit matrix, and where $`\stackrel{~}{r}\left(k\right)=r\left(k+m\right),r_1\left(k\right)=\left(k+a\right)^1r\left(k\right),r_2\left(k\right)=\left(k+n\right)^1r\left(k\right)`$, the relations (39) are derived from (16), for details see .

## 3 Tau functions of a matrix argument and angle integration. The integration of tau functions over complex matrices

###### Theorem 1

Let $`x_i`$ and $`y_i`$, where $`i=1,\mathrm{},n`$, are eigenvalues of matrices $`X`$ and $`Y`$ respectively. If for $`n>1`$

$$c_n\left(n\right)=\underset{k=1}{\overset{n1}{}}\left(r\left(k\right)\right)^{kn}0,$$
(40)
then there is the following generalization of HCIZ integral

$$_{U\left(n\right)}\tau _r(n,XUYU^+,I_n)d_{}U=\tau _r(n,X,Y)=c_n\left(n\right)\frac{det\left(\tau _r(1,x_i,y_j)\right)_{i,j=1,\mathrm{},n}}{\mathrm{\Delta }\left(𝐱^n\right)\mathrm{\Delta }\left(𝐲^n\right)},$$
(41)
where $`\mathrm{\Delta }(𝐱^n),\mathrm{\Delta }(𝐲^n)`$ are the Vandermond determinants.

The proof follows directly from (8),(11),(30). In particular we have (see (2),(2))

$$_{U\left(n\right)}{}_{p}{}^{}F_{s}^{}\left(\genfrac{}{}{0pt}{}{a_1,\mathrm{},a_p}{b_1,\mathrm{},b_s}|XUYU^+\right)d_{}U={}_{p}{}^{}_{s}^{}\left(\genfrac{}{}{0pt}{}{a_1,\mathrm{},a_p}{b_1,\mathrm{},b_s}|X,Y\right)$$
(42)
Let us consider the simplest examples of (42), which, at the same time, are the solvable cases of

$$_{U\left(n\right)}e^{_{m=1}^{\mathrm{}}t_m\text{Tr}\left(XUYU^+\right)^m}d_{}U=\underset{\lambda ,l\left(\lambda \right)n}{}\frac{s_\lambda \left(𝐭\right)s_\lambda \left(X\right)s_\lambda \left(Y\right)}{s_\lambda \left(I_n\right)}$$
(43)
Similar series for matrix integrals were considered in the papers , without connections with classical integrable systems.

(1) HCIZ integral, ,,,,, which we obtain choosing $`p=s=0`$

$$_{U\left(n\right)}e^{\text{Tr}\left(XUYU^+\right)}d_{}U=\underset{\lambda ,l\left(\lambda \right)n}{}\frac{s_\lambda \left(X\right)s_\lambda \left(Y\right)}{H_\lambda s_\lambda \left(I_n\right)}={}_{0}{}^{}_{0}^{}(X,Y)=c_n\frac{det\left(e^{x_iy_j}\right)}{\mathrm{\Delta }\left(x\right)\mathrm{\Delta }\left(y\right)},$$
(44)
$$c_1=1,c_n=c_n\left(n\right)=\underset{k=1}{\overset{n1}{}}\left(r\left(k\right)\right)^{kn}=\underset{k=1}{\overset{n1}{}}\left(\frac{1}{k}\right)^{kn},n>1,r\left(k\right)=\frac{1}{k}$$
(45)
(2) Choosing $`p=s+1=1`$ we get

$$_{U\left(n\right)}det\left(1XUYU^+\right)^ad_{}U=\underset{\lambda ,l\left(\lambda \right)n}{}\left(a\right)_\lambda \frac{s_\lambda \left(X\right)s_\lambda \left(Y\right)}{H_\lambda s_\lambda \left(I_n\right)}=\tau _r(n,X,Y)$$
(46)
$$={}_{1}{}^{}_{0}^{}(a;X,Y)=c_n\frac{det\left(1x_iy_j\right)^{n1a}}{\mathrm{\Delta }\left(𝐱^n\right)\mathrm{\Delta }\left(𝐲^n\right)},$$
(47)
$$c_n=c_n\left(n\right)=\underset{k=1}{\overset{n1}{}}\left(r\left(k\right)\right)^{kn},n>1,r\left(k\right)=\frac{an+k}{k}$$
(48)
Now let us consider integrals over complex matrices. Different integrals over complex matrices were considered in the papers of I.Kostov, see , as an example.

###### Theorem 2

Under the conditions of the Theorem 1 we have

$$\tau _r(n,𝐭_{\mathrm{}},XZYZ^+)e^{\text{Tr}ZZ^+}d^2Z=\tau _r(n,X,Y)=c_n\left(n\right)\frac{det\left(\tau _r(1,x_i,y_j)\right)_{i,j=1,\mathrm{},n}}{\mathrm{\Delta }\left(𝐱^n\right)\mathrm{\Delta }\left(𝐲^n\right)}$$
(49)
where $`d^2Z=\pi ^{n^2}_{i,j=1}^nd\mathrm{}Z_{ij}d\mathrm{}Z_{ij}`$. In particular we have

$${}_{p}{}^{}F_{s}^{}\left(\genfrac{}{}{0pt}{}{a_1,\mathrm{},a_p}{b_1,\mathrm{},b_s}|XZYZ^+\right)e^{\text{Tr}ZZ^+}d^2Z={}_{p+1}{}^{}_{s}^{}\left(\genfrac{}{}{0pt}{}{n,a_1,\mathrm{},a_p}{b_1,\mathrm{},b_s}|X,Y\right)$$
(50)
The proof follows from (8),(13),(30),(2), (2). Examples of solvable models provided by (50):

(1) $`p=s=0`$, then

$$e^{_{m=1}^{\mathrm{}}\text{Tr}\left(XZYZ^+\right)}e^{\text{Tr}ZZ^+}d^2Z=\underset{\lambda ,l\left(\lambda \right)n}{}s_\lambda \left(X\right)s_\lambda \left(Y\right)=\underset{i,j}{\overset{n}{}}\left(1x_iy_j\right)^1={}_{1}{}^{}_{0}^{}\left(n|X,Y\right)$$
(51)
(2) $`p=s+1=1`$:

$$e^{_{m=1}^{\mathrm{}}\frac{a}{m}\text{Tr}\left(XZYZ^+\right)^m}e^{\text{Tr}ZZ^+}d^2Z=det\left(1\frac{1}{2}XZYZ^+\right)^ae^{\text{Tr}ZZ^+}d^2Z$$
(52)
$$=\underset{\lambda ,l\left(\lambda \right)n}{}\left(a\right)_\lambda s_\lambda \left(X\right)s_\lambda \left(Y\right)={}_{2}{}^{}_{0}^{}(a,n|X,Y),$$
(53)
which in general is a divergent series (until $`a`$ is a non-negative integer).

Next theorem is a generalization of Gross-Witten integral:

###### Theorem 3

Let $`z_i,i=1,\mathrm{},n`$ be eigenvalues of the matrix $`XY`$

$$_{U\left(n\right)}\tau _r(n,𝐭,XU)\tau _{\stackrel{~}{r}}(n,U^1Y,I_n)d_{}U=\tau _{r\stackrel{~}{r}}(n,𝐭,XY)$$
(54)
$$=\frac{det\left(z_i^{nk}\tau _{r\stackrel{~}{r}}(nk+1,𝐭,𝐭^{}\left(z_i\right))\right)_{i,k=1,\mathrm{},n}}{\mathrm{\Delta }\left(𝐳^n\right)},$$
(55)
where $`\mathrm{\Delta }(𝐳^n)`$ is the Vandermond determinant. Also

$$_{U\left(n\right)}\tau _r(n,𝐭,XU)\tau _{\stackrel{~}{r}}(n,U^1X^1,𝐭^{})d_{}U=\tau _{r_1}(n,𝐭,𝐭^{}),$$
(56)
where $`r_1`$ is the following step function:

$$r_1\left(k\right)=r\left(k\right)\stackrel{~}{r}\left(k\right),k>0,r\left(k\right)=0,k0$$
(57)
For the proof we use (12),(29). The simplest example of (56), $`X=1`$ , $`r=\stackrel{~}{r}=1`$ is the well-known model of unitary matrices, see  about this model. We obtain

$$_{U\left(n\right)}e^{_it_i\text{Tr}U^i+_it_i^{}\text{Tr}U^i}d_{}U=\underset{\lambda ,l\left(\lambda \right)n}{}s_\lambda \left(𝐭\right)s_\lambda \left(𝐭^{}\right)=\tau _r(n,𝐭,𝐭^{})$$
(58)
In (58) $`r`$ is the following step function: $`r\left(k\right)=1,k>0;r\left(k\right)=0,k0`$.

Due to the restriction $`l\left(\lambda \right)n`$ it is not the l.h.s of Cauchy-Littlewood formula (17). Let us mark that the right hand side of (58) is the subject of the so-called Gessel theorem if one take $`𝐭=𝐭\left(𝐱^m\right),𝐭^{}=𝐭^{}\left(𝐲^m\right),n<m`$. This case was considered in . There exist different determinant representations of (58), which are due to (29), a modification of (30) and due to (36), see .

An example of (54) is

$$_{U\left(n\right)}e^{_mt_m\text{Tr}\left(XU\right)^m}det\left(1U^1Y\right)^bd_{}U=\underset{\lambda ,l\left(\lambda \right)n}{}\left(b\right)_\lambda \frac{s_\lambda \left(𝐭\right)s_\lambda \left(XY\right)}{\left(n\right)_\lambda }$$
(59)
$$=\frac{det\left(z_i^{nk}\tau _r(nk+1,𝐭\left(z_i\right),𝐭)\right)_{i,k=1}^n}{\mathrm{\Delta }\left(𝐳^n\right)},\tau _r(nk+1,𝐭\left(z_i\right),𝐭)=\underset{j=0}{\overset{\mathrm{}}{}}\frac{\left(bk+1\right)_j}{\left(nk+1\right)_j}z_i^jh_j\left(𝐭\right)$$
(60)
where $`z_i,i=1,\mathrm{},n`$ are eigenvalues of the matrix $`XY`$. Here $`h_k\left(𝐭\right)`$ is the elementary Schur function, see (9).

###### Consequence 1

Let $`A,X,Y`$ are $`n`$ by $`n`$ normal matrices. For integer $`m0`$ consider the partition $`\sigma =(m,\mathrm{},m)`$ of the length $`l(\sigma )=n`$. We have

$$_{U\left(n\right)}\tau _r(n,A,XU)\tau _{\stackrel{~}{r}}(n,U^1Y,I_n)detU^md_{}U=detA^mdetX^mr_\sigma \left(n\right)\tau _{r_1}(n,A,XY),$$
(61)
where $`r_1(k)=r(k+m)\stackrel{~}{r}(k)`$. Also

$$_{U\left(n\right)}\tau _r(n,A,XU)\tau _{\stackrel{~}{r}}(n,U^1Y,I_n)detU^md_{}U=detY^m\stackrel{~}{r}_\sigma \left(n\right)\tau _{r_1}(n,A,XY),$$
(62)
where $`r_1(k)=r(k)\stackrel{~}{r}(k+m)`$. In particular

$$_{U\left(n\right)}detU^m{}_{p}{}^{}_{s}^{}\left(\genfrac{}{}{0pt}{}{a_1,\mathrm{},a_p}{b_1,\mathrm{},b_s}|A,XU\right){}_{\stackrel{~}{p}}{}^{}F_{\stackrel{~}{s}}^{}\left(\genfrac{}{}{0pt}{}{\stackrel{~}{a}_1,\mathrm{},\stackrel{~}{a}_{\stackrel{~}{p}}}{\stackrel{~}{b}_1,\mathrm{},\stackrel{~}{b}_{\stackrel{~}{s}}}|U^1Y\right)d_{}U$$
(63)
$$=\frac{_{i=1}^p\left(a_i\right)_\sigma }{\left(n\right)_\sigma _{i=1}^s\left(b_i\right)_\sigma }detA^mdetX^m{}_{p+\stackrel{~}{p}}{}^{}_{s+\stackrel{~}{s}+1}^{}\left(\genfrac{}{}{0pt}{}{a_1+m,\mathrm{},a_p+m,\stackrel{~}{a}_1,\mathrm{},\stackrel{~}{a}_{\stackrel{~}{p}}+m}{n+m,b_1+m,\mathrm{},b_s+m,\stackrel{~}{b}_1,\mathrm{},\stackrel{~}{b}_{\stackrel{~}{s}}}|A,XY\right),$$
(64)
$$_{U\left(n\right)}detU^m{}_{p}{}^{}_{s}^{}\left(\genfrac{}{}{0pt}{}{a_1,\mathrm{},a_p}{b_1,\mathrm{},b_s}|A,XU\right){}_{\stackrel{~}{p}}{}^{}F_{\stackrel{~}{s}}^{}\left(\genfrac{}{}{0pt}{}{\stackrel{~}{a}_1,\mathrm{},\stackrel{~}{a}_{\stackrel{~}{p}}}{\stackrel{~}{b}_1,\mathrm{},\stackrel{~}{b}_{\stackrel{~}{s}}}|U^1Y\right)d_{}U$$
(65)
$$=\frac{_{i=1}^{\stackrel{~}{p}}\left(\stackrel{~}{a}_i\right)_\sigma }{\left(n\right)_\sigma _{i=1}^{\stackrel{~}{s}}\left(\stackrel{~}{b}_i\right)_\sigma }detY^m{}_{p+\stackrel{~}{p}}{}^{}_{s+\stackrel{~}{s}+1}^{}\left(\genfrac{}{}{0pt}{}{a_1,\mathrm{},a_p,\stackrel{~}{a}_1+m,\mathrm{},\stackrel{~}{a}_{\stackrel{~}{p}}+m}{n+m,b_1,\mathrm{},b_s,\stackrel{~}{b}_1+m,\mathrm{},\stackrel{~}{b}_{\stackrel{~}{s}}+m}|A,XY\right)$$
(66)
Let us notice that putting $`A=I_n`$ in $`{}_{p}{}^{}_{s}^{}\left(\mathrm{}|A,X\right)`$ one gets $`{}_{p}{}^{}F_{s}^{}\left(\mathrm{}|X\right)`$ with the same sets of indices $`\left\{a_i\right\},\left\{b_i\right\}`$. Choosing $`{}_{0}{}^{}F_{0}^{}`$ of (19) we obtain the simplest example of (63)-(66):

$$_{U\left(n\right)}detU^me^{\text{Tr}\left(XU+U^1Y\right)}d_{}U=\frac{1}{\left(n\right)_\sigma }\left\{\genfrac{}{}{0pt}{}{detX^m}{detY^m}\right\}{}_{0}{}^{}F_{1}^{}(n+m,XY)$$
(67)
For the determinant representation see (29). At first this integral was evaluated in  via methods of . The matrix integral in case $`m=0`$ was considered in  by a different method (by the method of orthogonal polynomials), and links with the KP equation and with the so-called generalized Kontsevich model were established. For $`m=0`$ and $`X=Y=\frac{1}{g}I_n`$ the integral is used for the study of two-dimensional QCD  and called Gross-Witten one plaquette model (about this integral see also ):

$$I^{GW}\left(g\right)=_{U\left(n\right)}e^{\frac{1}{g}\text{Tr}\left(U+U^+\right)}d_{}U$$
(68)
In $`n\mathrm{}`$ limit the Gross-Witten model enjoys a third order phase transition .

The other example of (63)-(66) is ($`\sigma `$ is the partition $`(m,\mathrm{},m),l\left(\sigma \right)=n`$)

$$_{U\left(n\right)}detU^mdet\left(1XU\right)^adet\left(1U^1Y\right)^{\stackrel{~}{a}}d_{}U=\frac{1}{\left(n\right)_\sigma }\left\{\genfrac{}{}{0pt}{}{\left(a\right)_\sigma detX^m}{\left(\stackrel{~}{a}\right)_\sigma detY^m}\right\}{}_{2}{}^{}F_{1}^{}\left(\genfrac{}{}{0pt}{}{a,\stackrel{~}{a}+m}{n+m}|XY\right)$$
(69)
The determinant representation of the Gauss hypergeometric function see (29). Let us mark that $`{}_{2}{}^{}F_{1}^{}(a,b;c|X)`$ with integer $`a,b,c`$ solves Painleve V equation .

Let $`U`$ (and $`V`$) be $`N`$ by $`N`$ (and respectively $`n`$ by $`n`$) unitary matrices, $`Nn`$, and $`A,X`$ (and $`B,Y`$) are $`n`$ by $`N`$ (and respectively $`N`$ by $`n`$) rectangle matrices . One combines results of Theorems 3 and 1 to get

$$_{U\left(n\right)}_{U\left(N\right)}e^{\text{Tr}XUYV^++\text{Tr}VAU^+B}d_{}Ud_{}V={}_{0}{}^{}_{1}^{}\left(n|BX,YA\right)$$
(70)
At first the similar result was obtained in  (see also ), where the answer was given as a determinant of Bessel functions, by (35) it is the same as $`{}_{0}{}^{}_{1}^{}`$ of (70). Other examples of combining of results of Theorems 1,3:

$$_{U\left(n\right)}_{U\left(N\right)}det\left(1XUYV^+\right)^ae^{\text{Tr}VAU^+B}d_{}Ud_{}V={}_{1}{}^{}_{1}^{}\left(\genfrac{}{}{0pt}{}{a}{n}|BX,YA\right)$$
(71)
$$_{U\left(n\right)}_{U\left(N\right)}det\left(1XUYV^+\right)^adet\left(1VXU^+Y\right)^bd_{}Ud_{}V={}_{2}{}^{}_{1}^{}\left(\genfrac{}{}{0pt}{}{a,b}{n}|BX,YA\right)$$
(72)
###### Theorem 4

Let $`z_i,i=1,\mathrm{},n`$ be eigenvalues of the matrix $`XY`$

$$\tau _r(n,𝐭,XZ)\tau _{\stackrel{~}{r}}(n,Z^+Y,𝐭_{\mathrm{}})e^{\text{Tr}ZZ^+}d^2Z$$
(73)
$$=\tau _{r\stackrel{~}{r}}(n,𝐭,XY)=\frac{det\left(z_i^{nk}\tau _{r\stackrel{~}{r}}(nk+1,𝐭,𝐭^{}\left(z_i\right))\right)_{i,k=1,\mathrm{},n}}{\mathrm{\Delta }\left(𝐱^n\right)}$$
(74)
Also

$$\tau _r(n,𝐭,XZ)\tau _{\stackrel{~}{r}}(n,Z^+X^1,𝐭^{})e^{\text{Tr}ZZ^+}d^2Z=\tau _{r_1}(n,𝐭,𝐭^{}),$$
(75)
where $`r_1`$ is the following step function:

$$r_1\left(k\right)=kr\left(k\right)\stackrel{~}{r}\left(k\right),k>0,r\left(k\right)=0,k0$$
(76)
The proof follows from (29). Examples:

$$e^{_{m=1}^{\mathrm{}}t_m\text{Tr}\left(XZ\right)^m}e^{\text{Tr}\left(Z^+Y\right)}e^{\text{Tr}ZZ^+}d^2Z=e^{_{m=1}^{\mathrm{}}t_m\text{Tr}\left(XY\right)^m}$$
(77)
$$e^{_{m=1}^{\mathrm{}}t_m\text{Tr}Z^m}e^{_{m=1}^{\mathrm{}}t_m^{}\text{Tr}\left(Z^+\right)^m}e^{\text{Tr}ZZ^+}d^2Z=\underset{\lambda }{}\left(n\right)_\lambda s_\lambda \left(𝐭\right)s_\lambda \left(𝐭^{}\right)$$
(78)
Let us notice that series in the r.h.s. of (78) coincide with the series for hermitian-antihermitian matrix model and with the series for the model of normal matrices , which in $`n\mathrm{}`$ limit describes the interface dynamics of a spot of water inside oil .

Applying (27) and (28) we get

###### Consequence 2

Let $`A,X,Y`$ are $`n`$ by $`n`$ normal matrices. For integers $`m0`$ we have

$$\tau _r(n,A,XZ)\tau _{\stackrel{~}{r}}(n,Z^+Y,𝐭_{\mathrm{}})det\left(Z^+\right)^me^{\text{Tr}ZZ^+}d^2Z$$
(79)
$$=\left(n\right)_\sigma r_\sigma \left(n\right)detA^mdetX^m\tau _{r_1}(n,A,XY),$$
(80)
where the partition $`\sigma =(m,\mathrm{},m)`$ and are of the length $`l(\sigma )=n`$. In (80) $`r_1(k)=\frac{k+m}{k}r(k+m)\stackrel{~}{r}(k)`$. Also

$$\tau _r(n,A,XZ)\tau _{\stackrel{~}{r}}(n,Z^+Y,𝐭_{\mathrm{}})detZ^me^{\text{Tr}ZZ^+}d^2Z=\stackrel{~}{r}_\sigma \left(n\right)detY^m\tau _{r_1}(n,A,XY),$$
(81)
where the partition $`\sigma =(m,\mathrm{},m)`$ and are of the length $`l(\sigma )=n`$. In (81) $`r_1(k)=r(k)\stackrel{~}{r}(k+m)`$. In particular

$${}_{p}{}^{}_{s}^{}\left(\genfrac{}{}{0pt}{}{a_1,\mathrm{},a_p}{b_1,\mathrm{},b_s}|A,XZ\right){}_{\stackrel{~}{p}}{}^{}F_{\stackrel{~}{s}}^{}\left(\genfrac{}{}{0pt}{}{\stackrel{~}{a}_1,\mathrm{},\stackrel{~}{a}_{\stackrel{~}{p}}}{\stackrel{~}{b}_1,\mathrm{},\stackrel{~}{b}_{\stackrel{~}{s}}}|Z^+Y\right)det\left(Z^+\right)^me^{\text{Tr}ZZ^+}d^2Z$$
(82)
$$=\frac{_{i=1}^p\left(a_i\right)_\sigma }{_{i=1}^s\left(b_i\right)_\sigma }detA^mdetX^m{}_{p+\stackrel{~}{p}}{}^{}_{s+\stackrel{~}{s}}^{}\left(\genfrac{}{}{0pt}{}{a_1+m,\mathrm{},a_p+m,\stackrel{~}{a}_1,\mathrm{},\stackrel{~}{a}_{\stackrel{~}{p}}}{b_1+m,\mathrm{},b_s+m,\stackrel{~}{b}_1,\mathrm{},\stackrel{~}{b}_{\stackrel{~}{s}}}|A,XY\right),$$
(83)
$${}_{p}{}^{}_{s}^{}\left(\genfrac{}{}{0pt}{}{a_1,\mathrm{},a_p}{b_1,\mathrm{},b_s}|A,XZ\right){}_{\stackrel{~}{p}}{}^{}F_{\stackrel{~}{s}}^{}\left(\genfrac{}{}{0pt}{}{\stackrel{~}{a}_1,\mathrm{},\stackrel{~}{a}_{\stackrel{~}{p}}}{\stackrel{~}{b}_1,\mathrm{},\stackrel{~}{b}_{\stackrel{~}{s}}}|Z^+Y\right)detZ^me^{\text{Tr}ZZ^+}d^2Z$$
(84)
$$=\frac{_{i=1}^{\stackrel{~}{p}}\left(\stackrel{~}{a}_i\right)_\sigma }{_{i=1}^s\left(\stackrel{~}{b}_i\right)_\sigma }detY^m{}_{p+\stackrel{~}{p}}{}^{}_{s+\stackrel{~}{s}}^{}\left(\genfrac{}{}{0pt}{}{a_1,\mathrm{},a_p,\stackrel{~}{a}_1+m,\mathrm{},\stackrel{~}{a}_{\stackrel{~}{p}}}{b_1,\mathrm{},b_s,\stackrel{~}{b}_1+m,\mathrm{},\stackrel{~}{b}_{\stackrel{~}{s}}+m}|A,XY\right)$$
(85)
For instance

$$det\left(Z^+\right)^me^{\text{Tr}Z^+Y}e^{\text{Tr}XZ\text{Tr}ZZ^+}d^2Z=detX^me^{\text{Tr}XY},$$
(86)
$$det\left(Z^+\right)^mdet\left(1Z^+Y\right)^ae^{\text{Tr}XZ\text{Tr}ZZ^+}d^2Z=detX^mdet\left(1XY\right)^a,$$
(87)
$$det\left(Z^+\right)^mdet\left(1XZ\right)^adet\left(1Z^+Y\right)^ke^{\text{Tr}ZZ^+}d^2Z=\left(a\right)_\sigma detX^m{}_{2}{}^{}F_{0}^{}(k,a|XY)$$
(88)
Let $`Z_1`$ (and $`Z_2`$) be $`N`$ by $`N`$ (and respectively $`n`$ by $`n`$) unitary matrices, $`Nn`$, and $`A,X`$ (and $`B,Y`$) are $`n`$ by $`N`$ (and respectively $`N`$ by $`n`$) rectangle matrices. Theorems 4,2 yields the following examples:

$$_{C^{N^2}}_{C^{n^2}}e^{\text{Tr}XZ_1YZ_2^++\text{Tr}Z_2AZ_1^+B}e^{\text{Tr}Z_1Z_1^+\text{Tr}Z_2Z_2^+}d^2Z_1d^2Z_2={}_{0}{}^{}_{0}^{}(BX,YA)$$
(89)
$$_{C^{N^2}}_{C^{n^2}}det\left(1XZ_1YZ_2^+\right)^ae^{\text{Tr}Z_2AZ_1^+B}e^{\text{Tr}Z_1Z_1^+\text{Tr}Z_2Z_2^+}d^2Z_1d^2Z_2={}_{1}{}^{}_{0}^{}\left(a|BX,YA\right)$$
(90)
## 4 Kontsevich-type integrals

Lemma If $`f_1,\mathrm{},f_n`$ is a set of functions of one variable, and $`g\left(𝐱^n\right)`$ is an antisymmetric function of $`x_1,\mathrm{},x_n`$, then

$$\mathrm{}g\left(𝐱^n\right)det\left(f_j\left(x_i\right)\right)|_{i,j=1}^ndx_1\mathrm{}dx_n=n!\mathrm{}g\left(𝐱^n\right)\underset{i=1}{\overset{n}{}}f_i\left(x_i\right)dx_1\mathrm{}dx_n$$
(91)
(below we put $`g\left(𝐱^n\right)=\mathrm{\Delta }\left(𝐱^n\right)`$)

Let $`X`$ be $`n`$ by $`n`$ Hermitian matrix with eigenvalues $`x_1,\mathrm{},x_n`$, let and $`Y`$ be $`n`$ by $`n`$ matrix with eigenvalues $`y_1,\mathrm{},y_n`$. Let $`dX=_{i<k}d\mathrm{}X_{ik}d\mathrm{}X_{ik}_{i=1}^ndX_{ii}=d_{}U\mathrm{\Delta }\left(𝐱^n\right)^2_{i=1}^ndx_i`$. The determinant representation (29), the lemma and theorems 1,2 result in

###### Theorem 5

The following integrals over Hermitian matrix $`X`$ and over complex matrix $`Z`$

$$\tau _r(n,𝐭,X)\tau _{\stackrel{~}{r}}(n,XY,I_n)𝑑X=\tau _r(n,𝐭,X)\tau _{\stackrel{~}{r}}(n,ZXZ^+Y,𝐭_{\mathrm{}})e^{\text{Tr}ZZ^+}d^2Z𝑑X=$$
(92)
is equal to

$$\frac{n!C}{\mathrm{\Delta }\left(𝐲^n\right)}det\left(x_i^{nk}\tau _r(nk+1,𝐭\left(x_i\right),𝐭^{})\tau _{\stackrel{~}{r}}(1,x_i,y_i)\right)_{i,k=1,\mathrm{},n}dx_1\mathrm{}dx_n$$
(93)
$$=\frac{n!C}{\mathrm{\Delta }\left(𝐲^n\right)}det\left(x^{nk}\tau _r(nk+1,𝐭\left(x\right),𝐭^{})\tau _{\stackrel{~}{r}}(1,x,y_i)𝑑x\right)_{i,k=1,\mathrm{},n}$$
(94)
For the proof we use (41) and the Lemma (91) and (29). One obtains the Kontsevich integral $`e^{t_3\text{Tr}X^3}e^{\text{Tr}XY}𝑑X`$  if he choose $`r=1`$, $`t_k=\delta _{k,3}`$ and $`\stackrel{~}{r}\left(k\right)=1/k`$.

Also we have

###### Theorem 6

Let $`a_1,\mathrm{},a_n`$ ($`y_1,\mathrm{},y_n`$) are eigenvalues of matrix $`A`$ (of matrix $`Y`$)

$$\tau _r(n,A,X)\tau _{\stackrel{~}{r}}(n,XY,I_n)𝑑X=\frac{n!C}{\mathrm{\Delta }\left(𝐲^n\right)}det\left(\tau _r(1,a_j,x)\tau _{\stackrel{~}{r}}(1,x,y_i)𝑑x\right)_{i,k=1,\mathrm{},n}$$
(95)
## 5 New multi-matrix models which can be solved by the method of orthogonal polynomials and the Schur function expansion

Here we consider in short new solvable multi-matrix integrals which we obtain with the help of the previous consideration, details will appear in the separate paper.

Let us remind that the multi-matrix model of Hermitian matrices

$$I=e^{\text{Tr}V_1\left(M_1\right)+\mathrm{}+\text{Tr}V_N\left(M_N\right)}e^{\text{Tr}M_1M_2}e^{\text{Tr}M_2M_3}\mathrm{}e^{\text{Tr}M_{N1}M_N}𝑑M_1\mathrm{}𝑑M_N,$$
(96)
where $`M_1,\mathrm{},M_N`$ are Hermitian $`n`$ by $`n`$ matrices and

$$V_k\left(M_k\right)=\underset{m=1}{\overset{\mathrm{}}{}}t_m^{\left(k\right)}M_k^m,k=1,\mathrm{},N$$
(97)
was shown to be multi-component KP tau function and solved by the method of orthogonal polynomials.

Now we consider more general integral over matrices $`M_1,\mathrm{},M_N`$

$$I=e^{\text{Tr}V_1\left(M_1\right)+\mathrm{}+\text{Tr}V_N\left(M_N\right)}R_1\left(M_1M_2\right)R_2\left(M_2M_3\right)\mathrm{}R_{N1}\left(M_{N1}M_N\right)𝑑M_1\mathrm{}𝑑M_N$$
(98)
If we choose the interaction term as hypergeometric function of matrix argument (see (10))

$$R_k\left(M_kM_{k+1}\right)=\tau _{r_k}(n,𝐭,M_kM_{k+1}),𝐭=(1,0,0,0,\mathrm{})$$
(99)
then due to (41) it is possible to perform the angle integration over each $`U_k\left(n\right)`$ where $`M_k=U_kX^{\left(k\right)}U_k^+`$, $`X^{\left(k\right)}=diag(x_1^{\left(k\right)},\mathrm{},x_n^{\left(k\right)})`$. Really, (41) is a tau function which has a determinant representation (30). Finely we obtain the following integral over eigenvalues $`x_i^{\left(k\right)}\left(i=1,\mathrm{},n;k=1,\mathrm{},N\right)`$:

$$I=c\underset{i=1}{\overset{n}{}}\rho _k\left(x_i^{\left(1\right)}x_i^{\left(2\right)}\right)\rho _2\left(x_i^{\left(2\right)}x_i^{\left(3\right)}\right)\mathrm{}\rho _{N1}\left(x_i^{\left(N1\right)}x_i^{\left(N\right)}\right)\underset{k=1}{\overset{N}{}}e^{_{k=1}^N_{m=1}^{\mathrm{}}t_m^{\left(k\right)}\left(x_i^{\left(k\right)}\right)^m}dx_i^{\left(k\right)},$$
(100)
where

$$\rho _k\left(x_i^{\left(k\right)}x_i^{\left(k+1\right)}\right)=\tau _{r_k}(1,𝐭,x_i^{\left(k\right)}x_i^{\left(k+1\right)}),𝐭=(1,0,0,0,\mathrm{})$$
(101)
(In the case of the familiar multi-matrix model (96) each $`\rho _k\left(xy\right),k=1,\mathrm{},N`$ is $`e^{xy}`$).

The integral (100) may be evaluated by the method of orthogonal polynomials $`\left\{p_m(t^𝐍,x)\right\}`$, $`\left\{\pi _m(t^𝐍,x)\right\}`$ which depend on the collection of times $`t^𝐍=(𝐭^{\left(1\right)},𝐭^{\left(2\right)},\mathrm{},𝐭^{\left(N\right)})`$

$$p_m(t^𝐍,x)\pi _n(t^𝐍,y)\omega (t^𝐍,x,y)𝑑x𝑑x=\delta _{nm}e^{\varphi _n\left(t^𝐍\right)},n,m=0,1,2,\mathrm{}$$
(102)
Each of polynomials is of a form $`p_m(t^𝐍,x)=_{nm}p_{nm}\left(t^𝐍\right)x^n,\pi _m(t^𝐍,x)=_{nm}\pi _{nm}\left(t^𝐍\right)x^n`$, and the weight function is

$$\omega (t^𝐍,x,y)=e^{V_1\left(x\right)+V_N\left(y\right)}\rho _k\left(xx^{\left(2\right)}\right)\rho _2\left(x^{\left(2\right)}x^{\left(3\right)}\right)\mathrm{}\rho _{N1}\left(x^{\left(N1\right)}y\right)\underset{k=2}{\overset{N1}{}}e^{V_k\left(x^{\left(k\right)}\right)}dx^{\left(k\right)}$$
(103)
We obtain

$$I=c\underset{k=1}{\overset{n}{}}e^{\varphi _k\left(t^𝐍\right)}$$
(104)
Let us notice that the orthogonal polynomials are Baker-Akhiezer functions of TL hierarchy. Gauss-Zakharov-Shabat factorization problem for TL equation  directly results from the relation (102)

$$K_+\left(t^𝐍\right)=K_{}\left(t^𝐍\right)e^\mathrm{\Phi }G\left(t^𝐍\right),\mathrm{\Phi }=diag(\varphi _1\left(t^𝐍\right),\varphi _2\left(t^𝐍\right),\mathrm{}),$$
(105)
where

$$\left(K_+\right)_{nm}=\left(\pi ^1\right)_{nm},\left(K_{}\right)_{nm}=p_{nm},G_{nm}=x^ny^m\omega (t^𝐍,x,y)𝑑x𝑑x$$
(106)
(as it was in the case of two-matrix model ).

The Schur function expansion for these matrix matrix models is given by (6), where $`K_{\lambda \mu }`$ are expressed via products of skew Schur functions, will be presented in the forthcoming paper.

## 6 Acknowledgements

I thank A.Morozov for a helpful remark and T.Degasperis, B.Dubrovin, B.Enriquez, J.Harnad, J. van de Leur, M.Mineev-Weinstein, N.Nekrasov and P.Santini for the hospitality and for discussions and Yu.Neretin for some remarks. I thank IHES for hospitality and thank grant RFBR 02-02-17382a, LDRD project 20020006ER.


format: text

text:
# Nonlinear Volatility of River Flux Fluctuations

\[

## Abstract

We study the spectral properties of the magnitudes of river flux increments, the volatility. The volatility series exhibits (i) strong seasonal periodicity and (ii) strongly power-law correlations for time scales less than one year. We test the nonlinear properties of the river flux increment series by randomizing its Fourier phases and find that the surrogate volatility series (i) has almost no seasonal periodicity and (ii) is weakly correlated for time scales less than one year. We quantify the degree of nonlinearity by measuring (i) the amplitude of the power spectrum at the seasonal peak and (ii) the correlation power-law exponent of the volatility series.

PACS numbers: 92.70.Gt, 05.40.-a, 92.40.Cy

\]

Climate is strongly forced by the periodic variations of Earth with respect to state of the solar system. The seasonal variations in the solar radiation cause to periodic changes in temperature and precipitation which eventually lead to seasonal periodicity of river flow. In spite of this well defined seasonal change, river flow exhibits highly unpredictable complex behavior; floods and droughts are usually unexpected and cause severe damage in life, housing, and agriculture products. Hence, river flow is likely to have indirect nonlinear response to the seasonal changes in solar radiation.

Many components of the water budget of a catchment are coupled in a nonlinear fashion. The key for all interactions between atmospheric processes like precipitation, temperature, humidity (or extraterrestrical inputs like sun radiance) and surface runoff is the soil. The dynamic state of this key variable is highly nonlinear.

By means of the proposed methods in this paper it will be possible to characterize quantitativly the degree of nonlinearity of the involved processes by investigating the outputs of the catchment (the resulting flux time series) only. This nonlinearity test would be very helpful both for the design of time series models and statistical prediction algorithms.

There are several statistical features found in the earlier studies of river flow fluctuations. E.g., river flow fluctuations have broad probability distribution . Moreover, river flow fluctuations have unique temporal organization; they are long-range power-law correlated and possess scale invariant structure . These river flow power-law correlations are usually characterized by scaling exponent  as was originally defined by Hurst in his seminal work  regarding the Nile river floodings. However, such scaling laws only quantify the linear properties (two-point correlations) of a time series. Here we study other nonlinear statistical aspects of river flow fluctuations.

A nonlinearity of a stationary time series may be defined with respect to its Fourier phases . Series that its statistical properties are independent of the Fourier phases may be defined as linear otherwise the series may be defined as nonlinear. Autoregression processes and fractional Brownian motion are examples for linear processes while multifractal processes are examples for nonlinear processes. Recently it has been shown that volatility correlations of long-range power-law correlated time series reflects the degree of nonlinearity of a time series . Given a time series, $`x_i`$, the volatility series is defined as the magnitudes of the series increments, $`|\mathrm{\Delta }x_i||x_{i+1}x_i|`$. It was found that long-range correlated linear series has uncorrelated volatility series while long-range correlated nonlinear series has correlated volatility series; see  for details. Power-law correlations in the volatility series indicate that the magnitudes $`|\mathrm{\Delta }x_i|`$ are clustered into self-similar patches of small and big magnitudes — a big magnitude increment is likely to precede a big magnitude increment and vice versa. When the volatility series, $`|\mathrm{\Delta }x_i|`$, is uncorrelated the increment series is homogeneous. Volatility correlations were found, for example, in econometric time series , heart interbeat interval series , and human gait dynamics .

Here we study the volatility properties of river flow fluctuations. We first extend the notion of volatility to periodic time series by measuring the periodicity of the volatility series. We find that after randomizing the Fourier phases of the river flow increment series, the periodicity of the volatility series is almost diminished indicating that “periodic volatility” is a result of nonlinearity. We also find long-range volatility correlations for time scales below one year. Our results suggest that clusters of magnitudes of river flow increments appear in two ways: periodic clustering and long-range self-similar clustering.

We analyze the daily river flux time series of 30 world rivers scattered around the globe. The mean flux of these rivers ranges from $`0.6m^3/s`$ to $`2\times 10^5m^3/s`$ and thus covers more than 5 orders of magnitudes. The length of the these time series ranges from 26 years to 171 years with average length of 81.3 years. In Fig. 1 we present a typical example of 4 years (1986-1990) of river flow data of the Maas river in Europe. It is evident that fluctuations around large river flow are also large while the fluctuations around small river flow are small.

To study the nonlinear properties of the river flow time series we apply a surrogate data test to the river flow increment series. We use a surrogate data test that preserves both the power spectrum and the probability distribution of the river flow increment series . On the other hand, the Fourier phases of the surrogate series are random. Thus, the surrogate data test linearizes the series under consideration. Since the histogram of the surrogate data is identical to the histogram of the original increment series one can be sure that the probability distribution is not the source of the nonlinearity of the data. Fig. 2 shows the river flow increment series and its power spectrum before and after the surrogate data test. Although the river flow increment series exhibits irregular behavior, its power spectrum shows a very pronounced seasonal peak with few harmonics. As expected, the surrogate series shows a similar pattern with almost identical power spectrum.

Next we compare the power spectrum of the volatility series obtained from the original increment river flow series and from the surrogate series (Fig. 3). The power spectrum of the original volatility series shows a pronounced seasonal peak while the power spectrum of the surrogate volatility series has no seasonal periodicity. The seasonal periodicity of the original volatility series may be associated with the increased fluctuation for large river flux (see Fig. 1). The absence of seasonal periodicity for the surrogate volatility series is somehow counter intuitive since the surrogate series itself is as periodic as the original river flow increment series while a simple inversion operation of the negative values of $`\mathrm{\Delta }x_i`$ to obtain $`|\mathrm{\Delta }x_i|`$ diminishes this periodicity. The absence of the seasonal periodicity from the surrogate volatility series indicates that periodicity in the magnitude series is a result of nonlinearity. We suggest that the amplitude of the seasonal peak of the original volatility series compare to the seasonal peak of the surrogate volatility series would quantify the degree of nonlinearity.

We use the power spectra of the original and surrogate volatility series to analyze the correlations properties of these series. If a series $`x_i`$ is long-range correlated than its autocorrelation function decays as a power law $`C(l)=\frac{1}{Nl}_{i=1}^{Nl}x_{i+l}x_il^\gamma `$ where $`N`$ is the series total length, $`l`$ is the lag, and $`\gamma `$ is the correlation exponent ($`0<\gamma <1`$). In this case also the power spectrum follows scaling law  $`S(f)1/f^\beta `$ where $`\gamma =1\beta `$. In Fig. 4 we show the power spectra of the original and surrogate volatility series for frequencies larger than $`1yr^1`$. There is a notable difference between the power spectrum of the original volatility and the power spectrum of surrogate volatility; while the power spectrum of the surrogate volatility series is almost flat, the power spectrum of the original volatility decays as a power law with an exponent of $`\beta 0.66`$. Thus (i) the original volatility series is power-law correlated and (ii) its correlations are a nonlinear measure since they significantly reduced after the surrogate data test. The interpretation of these correlations is that there are clusters of big magnitudes $`|\mathrm{\Delta }F_i|`$ that are statistically followed by patches of big magnitudes. These clusters are in addition to the periodic clustering (shown in Fig. 3). We note that the power spectrum is not the preferred method for scaling analysis; we repeated the scaling analysis with more advanced method, the detrended fluctuation analysis , and find less noisy but similar results .

We summarize the periodic volatility and the volatility correlations results for the 30 rivers under consideration in Fig. 5. To systematically compare the seasonal periodicity of the different rivers we first normalize the volatility series by subtracting its mean and dividing by its standard deviation; thus, the area under the power spectrum of the different volatility series should be the same. The seasonal peak of the volatility series exists for all 30 rivers and is significantly higher then the seasonal peak of the surrogate volatility (Fig. 5 upper panel). The scaling exponent $`\beta `$ of the original volatility series (Fig. 5 lower panel) indicates correlations; in most of the cases (27/30=90%) the exponent of the original volatility series lies above 1 standard deviation of the exponent of the surrogate volatility series. The average $`\pm `$ 1 standard deviation of the scaling exponent of original volatility series is $`\beta =0.49\pm 0.11`$ and is significantly higher than the average $`\pm `$ 1 standard deviation of the scaling exponent of the surrogate volatility series $`\beta =0.18\pm 0.13`$; the $`p`$ value of the Student’s $`t`$test is less than $`10^6`$. For time scales larger than 1 year the volatility series is only weakly correlated with average exponent $`\beta =0.27\pm 0.26`$.

Thus, we find two measures of nonlinearity related to the river flow data, periodic volatility and long-range correlated volatility. These two measures are related to the clustering of the magnitudes of river flow fluctuations, periodic and long-range correlated clustering.

To study in more details the possible source for such a seasonal periodicity of the volatility series we propose a simple scheme to generate series with some similar characteristic properties as in the river flow data. To mimic the enhanced fluctuations for large river flow we assume that,

$$x_i=(1+A\eta _i)s_i,$$
(1)
where $`\eta _i`$ is a Gaussian random variable with zero mean and unit standard deviation, $`A`$ is the noise level, and $`s_i`$ is an asymmetric periodic function,

$$s_i=s_{j+nT}=\{\begin{array}{ccc}1+\mathrm{cos}(2\pi fj)\hfill & \mathrm{for}& 0j<\frac{2}{3}T\hfill \\ 1\mathrm{cos}(4\pi fj)\hfill & \mathrm{for}& \frac{2}{3}Tj<T,\hfill \end{array}$$
(2)
where $`T`$ is the time period $`T=365`$ in arbitrary time units, $`j`$ is an integer $`0j<T`$, $`f=0.75/T`$, and $`n`$ is an integer. $`x_i`$ decreases for $`2/3`$ of the time period $`T`$ and increases for $`1/3`$ of this time period. When the noise level $`A`$ increases the nonlinear term $`A\eta _is_i`$ also increases. We generate $`x_i`$ series with different noise level and then calculate the power spectrum of the normalized volatility series $`|\mathrm{\Delta }x_i|`$ of the original and surrogate $`\mathrm{\Delta }x_i`$ series (Fig. 6). We find that when the noise level is relatively small the seasonal peak is present in both the original and surrogate volatility series. When the noise level increases the periodicity of the surrogate volatility series is diminished. Thus, the larger is the difference between the peak of original volatility series and peak of the surrogate volatility series, the larger is the nonlinearity of $`\mathrm{\Delta }x_i`$. This simple scheme indicates that the surrogate data test not always deminishes the seasonal periodicity of the volatility series but rather eliminates the nonlinear part of the process that is proportional to the noise level (Eq. 2). We also analyzed time series generated by realistic hydrological model (ASGi model \[Kontinuierlicher Abfluss und Stofftransport- Integrierte Modellierung unter Nutzung von Geoinformationssystemen\] for Bavaria, Germany ) for three rivers: Naab, Regniz and Vils. Both, the seasonal periodicity of the volatility series as well as its correlations are reproduced by the model and disappear after phase randomization, as was observed in the real data.

In summary we analyse the periodic volatilities and the time correlations of river flow data for 30 world rivers. We find that the volatility series are strongly correlated with a power law behaviour for time scales less than 1 year. The periodic volatility and the long-range correlated volatility are found to disappear when randomizing the phases. This indicate that these features of the volatility time series are due to nonlinear dynamical processes. We suggest that such nonlinear features may result from an interaction between noise and the seasonal trends.

Preliminary analysis of other climate records, such as daily temperature and daily precipitation records, shows the existence of periodic and long-range volatility with similar properties as for the river flow data. Thus, the results presented here may be generic for other climate records.


text:
# Effects of chiral restoration on the behaviour of the Polyakov loop at strong coupling

## Introduction

Quantum Chromodynamics (QCD) is commonly accepted as the fundamental theory of the strong interaction. It has been intensely argued how a thermodynamic system described by QCD goes through the phase transitions at sufficiently high temperature, namely, the colour deconfinement transition and the chiral phase transition around the critical temperature $`150\mathrm{MeV}`$ mey96 .

The analytic study of the deconfinement transition was first offered within the framework of the strong coupling expansion on the lattice pol78 . In the absence of dynamical quarks a pure gluonic system has the centre symmetry and the Polyakov loop provides a criterion of confinement sve82 . For the purpose of looking into the spontaneous breaking of the centre symmetry, the effective action in terms of the Polyakov loop variables has been constructed by the strong coupling expansion, as well as by the perturbative calculation. It is found that the resultant effective action leads to a second-order phase transition pol82  for the SU(2) gauge theory and a first-order phase transition gro83  for the SU($`N3`$) gauge theories. These are consistent with the anticipation from the point of view of the universality classifications sve82  as well as of the lattice observations mcl81 . Also from the analysis of the effective action it has been shown that the perturbative vacuum of the pure gluonic system becomes unstable beyond some critical coupling strength fuk00 .

When dynamical quarks in the fundamental representation are present in a theory, the centre symmetry is broken explicitly and the Polyakov loop is no longer regarded as an order parameter to characterise the deconfinement transition ban83 . Then, the chiral symmetry associated with light quarks plays an important role in hadronic properties. There are many effective approaches based on the chiral symmetry, such as the linear-sigma model, the Nambu–Jona-Lasinio model, the chiral random matrix model and so on mey96 . In those model studies, features of colour confinement are hardly taken into account. The relation between the confinement and the chiral symmetry breaking has been discussed theoretically in a variety of contexts such as the helicity conservation cas79 , the anomaly matching condition tho80  and so on cal77 . The difficulty in studying their interrelation lies in the fact that no proper criterion of confinement is established so far, despite of great efforts bri83 .

In the meanwhile, it has been found in the lattice simulations that the Polyakov loop behaves like an approximate order parameter even in the presence of dynamical quarks. Then the jumps of the Polyakov loop and the chiral condensate are observed at the same critical point kog83 . Precise analyses thereafter in which the pseudo-critical points are defined by respective susceptibilities have sustained this coincidence kar94 . It is often said that the deconfinement and the chiral restoration should take place simultaneously, though the physical reason for the coincidence is still obscure.

The author of Ref. sat98  proposed the following simple explanation for the simultaneous jumps; at low temperature where the chiral symmetry is spontaneously broken, the explicit breaking of the centre symmetry is suppressed by the heavier mass of constituent quarks rather than the lighter mass of current quarks. Consequently the expectation value of the Polyakov loop stays small in the confined or chiral broken phase at low temperature. Once the constituent quark mass drops off in the chiral symmetric phase at high temperature, the expectation value of the Polyakov loop no longer receives such suppression. It follows that the jump of the Polyakov loop signifies not the deconfinement transition but the chiral phase transition. The simultaneous jumps are observed simply because the behaviours of both the Polyakov loop and the chiral condensate indicate a single phase transition of the chiral restoration.

This scenario had been partially confirmed within an effective model constructed by the double expansion of strong coupling and large dimensionality on the lattice goc85 . In Ref. goc85  Gocksch and Ogilvie found that the given model leads to the deconfinement transition at $`T_\mathrm{d}=175\text{MeV}`$ for the pure gluonic system and the chiral restoration at $`T_\chi =471\text{MeV}`$. The authors also argued that the constituent quark mass tends to suppress the magnitude of the Polyakov loop, though the simultaneous jumps could not be reproduced there. Actually in Gocksch and Ogilvie’s results, the transition temperatures relevant to the deconfinement and the chiral restoration are too different to affect each others.

The purpose of this letter is to show that the jump of the Polyakov loop should be attributed to the chiral phase transition rather than the deconfinement transition. To that end, we reexamine the model given by Ref. goc85 , which we call the Gocksch-Ogilvie model hereafter. We make improvements in phenomenological approximations employed in the original work and then find the deconfinement transition at $`T_\mathrm{d}=208\text{MeV}`$ for the pure gluonic system and the chiral phase transition at $`T_\chi =162\text{MeV}`$ in the absence of the Polyakov loop dynamics. As compared with the empirical values mey96 , these transition temperatures are more reasonable than those originally derived in Ref. goc85 . Furthermore, we analyse the coupled dynamics of the chiral order parameter and the Polyakov loop in a numerical way and demonstrate that the pseudo-critical temperature in regard to the Polyakov loop coincides with the pseudo-critical temperature of the chiral restoration at $`T_\mathrm{c}=187\mathrm{MeV}`$.

## Gocksch-Ogilvie model

The effective action of the Gocksch-Ogilvie model is constructed by the double expansion of strong coupling, where the confining property is almost trivial, and large dimensionality, where the dynamical chiral symmetry breaking is realised on the lattice klu83 . Here we present only the expressions from Ref. goc85 ;

$`S_{\text{eff}}[L,\lambda ]`$ $`=J{\displaystyle \underset{\mathrm{n}.\mathrm{n}.}{}}\mathrm{Tr}_\mathrm{c}L(\stackrel{}{n})\mathrm{Tr}_\mathrm{c}L^{}(\stackrel{}{m})+{\displaystyle \frac{N_\mathrm{c}}{2}}{\displaystyle \underset{m,n}{}}\lambda (n)V(n,m)\lambda (m)`$
$`{\displaystyle \frac{1}{2}}{\displaystyle \underset{\stackrel{}{n}}{}}\left\{N_\mathrm{c}\mathrm{ln}\left[\mathrm{cosh}(N_\tau E)\right]+\mathrm{Tr}_\mathrm{c}\mathrm{ln}\left[1+{\displaystyle \frac{1}{2\mathrm{cosh}(N_\tau E)}}(L+L^{})\right]\right\},`$ (1)
where $`\lambda (n)`$ is the meson field, the condensation of which is responsible for the dynamical breaking of the chiral symmetry. Since the model is based on the staggered formalism on the lattice, the flavour contents of meson fields are resolved in the differing lattice sites. $`N_\mathrm{c}`$ is the number of colours. $`L(\stackrel{}{n})`$ denotes the Polyakov loop defined in the $`d`$-dimensional space-time by

$$L(\stackrel{}{n})=\underset{n_4=1}{\overset{N_\tau }{}}U_d(\stackrel{}{n},n_4)$$
(2)
with $`N_\tau `$ lattice sites in the thermal (temporal) direction. The Polyakov loop is a matrix in the colour-space and $`\mathrm{Tr}_\mathrm{c}`$ represents the trace over the colour indices. The static energy $`E`$ of quasi-quarks is given by

$$E=\mathrm{sinh}^1\left(\sqrt{\frac{d1}{2}}\lambda +m\right)$$
(3)
with the current quark mass denoted by $`m`$. In the above expression $`(d1)`$ is the number of spatial dimensions. The propagator $`V(n,m)`$ of meson fields is given by

$$V(n,m)=\frac{1}{2(d1)}\underset{\widehat{j}}{}\left(\delta _{n,m+\widehat{j}}+\delta _{n,m\widehat{j}}\right),$$
(4)
where $`\widehat{j}`$ runs over only the spatial directions. The strength of the nearest neighbour interaction, $`J`$, is determined as a function of the temperature, in other words, the temperature is specified by $`J`$: In the strong coupling limit ($`J1`$) we can express the correlation function of the Polyakov loops in twofold ways as

$$\mathrm{Tr}_\mathrm{c}L^{}(\stackrel{}{n})\mathrm{Tr}_\mathrm{c}L(\stackrel{}{m})J^{|\stackrel{}{m}\stackrel{}{n}|}\mathrm{e}^{\beta \sigma a|\stackrel{}{m}\stackrel{}{n}|},$$
(5)
where $`\sigma `$ is the string tension and $`a`$ is the lattice spacing. Accordingly the temperature in the Gocksch-Ogilvie model is fixed as

$$T=\frac{1}{\beta }=\frac{\sigma a}{\mathrm{ln}J}.$$
(6)
It should be emphasised that the coefficient $`1/2`$ in front of the last part of Eq. (1) was missing in the original work by Gocksch and Ogilvie. This factor is important in counting the number of flavours from the phenomenological point of view. But for the coefficient $`1/2`$, the scalar field $`\lambda (n)`$ generates too many mesons with four degenerate light flavours peculiar to the staggered formalism. This coefficient effectively reduces the model to that with only two ($`u`$ and $`d`$) light quarks, as often adopted in lattice simulations.

The prescription of taking the square root of the Dirac determinant is reliable only in the weak coupling limit where the Dirac operator is well localised. In the present case, the prescription is also reliable, though the model is based on the strong coupling expansion. The counterpart of the Dirac operator is absolutely local because the last part of Eq. (1) comes from the integration with respect to the quark field without its kinetic term which is absorbed in that of mesons.

With the factor $`1/2`$, the formulae at zero temperature given in Ref. klu83  should receive modifications. Certainly the expectation value of $`\lambda `$ at zero temperature becomes $`\sqrt{1/2}`$ from $`1`$, but all the physical quantities such as the hadron masses and the chiral condensate are not affected if just the current quark mass is divided by $`\sqrt{1/2}`$. Actually there are two parameters inherent in the model, namely, the lattice spacing $`a`$ and the current quark mass $`m`$. According to the formulae given in Ref. klu83  with modifications from the factor $`1/2`$, the model parameters can be fixed as follows so as to reproduce the pion mass $`140\mathrm{MeV}`$ and the $`\rho `$ meson mass $`770\mathrm{MeV}`$:

$$a^1=432\mathrm{MeV},m=5.7\mathrm{MeV}.$$
(7)
We would emphasise the following point: In the zero temperature analysis like Ref. klu83 , too many light flavours would cause no serious problem as long as the mass spectrum in only the $`u`$ and $`d`$ quark sector is concerned. In the chiral limit ($`m=0`$) the mean-field approximation leads to the same answer for each quark flavour regardless of the flavour number. In the presence of small current quark mass, the difference of the flavour number can be absorbed in the difference of the current quark mass. At finite temperature, on the other hand, how many degrees of freedom are excited at that temperature should affect significantly the relevant temperature to the chiral restoration. In this case, since the number of pions (Nambu-Goldstone bosons) is too large, the resultant potential energy prevents the chiral restoration until considerably high temperature is reached.111This might seem contradict to the fact that the chiral transition temperature is lowered as the number of flavours increases. In the treatment of the Gocksch-Ogilvie model, however, we exploit the mean-field approximation and any fluctuation of pions, which is responsible for reducing the transition temperature, is frozen from the beginning. Thus the potential energy alone is involved in the analysis and it gives higher transition temperature with more flavours. Thus the factor $`1/2`$ is important in order to estimate the chiral transition temperature quantitatively.

## Mean-field approximation

Following the treatment of Ref. goc85 , we adopt the mean-field approximation to deal with the effective action (1). As to the meson field, we simply replace it by a condensate $`\overline{\lambda }`$. The Polyakov loop $`L(\stackrel{}{n})`$ is integrated out with the mean-field action cre83 ,

$$S_{\text{mf}}[L]=\frac{x}{2}\underset{\stackrel{}{n}}{}\left\{\mathrm{Tr}_\mathrm{c}L(\stackrel{}{n})+\mathrm{Tr}_\mathrm{c}L^{}(\stackrel{}{n})\right\},$$
(8)
where $`x`$ is the variational parameter to be determined afterwards from the extremal condition on the free energy. The mean-field free energy is then given by

$`\beta f_{\text{mf}}(x,\overline{\lambda })`$ $`=N^{(d1)}\left(S_{\text{eff}}[L,\overline{\lambda }]+S_{\text{mf}}[L]_{\text{mf}}+\mathrm{ln}{\displaystyle 𝒟L\mathrm{e}^{S_{\text{mf}}[L]}}\right)`$
$`=\beta f_{\text{mf}}^\mathrm{g}(x)+\beta f_{\text{mf}}^\mathrm{q}(x,\overline{\lambda }),`$ (9)
where $`\mathrm{}_{\text{mf}}`$ stands for the expectation value calculated by means of the mean-field action (8). In the expression of the mean-field free energy, the physical implication of each term is plainly understood as follows: In the first line, the first term is the internal energy tending to make the system ordered and the remaining terms can be regarded as the entropy tending to make the system disordered. $`f_{\text{mf}}^\mathrm{g}(x)`$ represents the pure gluonic part of the mean-field free energy and $`f_{\text{mf}}^\mathrm{q}(x,\overline{\lambda })`$ corresponds to the chiral part with the coupling between the Polyakov loop and the scalar condensate. They are explicitly written as

$`\beta f_{\text{mf}}^\mathrm{g}(x)`$ $`=2(d1)J\left({\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}\mathrm{ln}I(x)\right)^2+x^2{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}\left({\displaystyle \frac{1}{x}}\mathrm{ln}I(x)\right),`$ (10)
$`\beta f_{\text{mf}}^\mathrm{q}(x,\overline{\lambda })`$ $`={\displaystyle \frac{N_\mathrm{c}N_\tau }{2}}\overline{\lambda }^2{\displaystyle \frac{N_\mathrm{c}}{2}}\mathrm{ln}\left[\mathrm{cosh}(N_\tau E)\right]{\displaystyle \frac{1}{2}}{\displaystyle \frac{\stackrel{~}{I}(x;\mathrm{cosh}(N_\tau E))}{I(x)}},`$ (11)
where $`I(x)`$ is defined by kog82

$$I(x)=dL\mathrm{exp}\left[\frac{x}{2}\mathrm{Tr}_\mathrm{c}(L+L^{})\right]=N_\mathrm{c}!\underset{m}{}detI_{mi+j}(x),$$
(12)
and $`\stackrel{~}{I}(x;\alpha )`$ is given by

$`\stackrel{~}{I}(x;\alpha )`$ $`={\displaystyle \underset{a=1}{\overset{N_\mathrm{c}}{}}}{\displaystyle \underset{m=\mathrm{}}{\overset{\mathrm{}}{}}}ϵ_{i_1i_2\mathrm{}i_{N_\mathrm{c}}}ϵ_{j_1j_2\mathrm{}j_{N_\mathrm{c}}}I_{mi_1+j_1}(x)\mathrm{}\stackrel{~}{I}_{mi_a+j_a}(x;\alpha )\mathrm{}I_{mi_{N_\mathrm{c}}+j_{N_\mathrm{c}}}(x)`$
$`\stackrel{~}{I}_n(x;\alpha )`$ $`={\displaystyle _0^{2\pi }}{\displaystyle \frac{\mathrm{d}\varphi }{2\pi }}\mathrm{ln}\left[1+{\displaystyle \frac{\mathrm{cos}\varphi }{\alpha }}\right]\mathrm{e}^{x\mathrm{cos}\varphi +\mathrm{i}n\varphi }.`$ (13)
Here $`I_n(x)`$ denotes the modified Bessel function of the first kind. Once we expand $`\stackrel{~}{I}_n(x;\alpha )`$ in terms of $`1/\alpha `$ and furthermore expand the above expressions in terms of $`x`$, we can immediately reproduce the results of Ref. goc85 . These expansions in terms of $`1/\alpha `$ and $`x`$ are not always regarded as reliable in fact. Although the expansion in terms of $`x`$ works well for the estimate of $`I(x)`$, it is not a good approximation for $`f_{\mathrm{mf}}^\mathrm{g}(x)`$ due to significant cancellations in the right-hand-side of Eq. (10). The expansion in terms of $`1/\alpha `$ becomes uncertain when the expectation value of the Polyakov loop is large. Therefore we do not adopt such expansions in examining the mean-field free energies in the present work.

The deconfinement transition in the pure gluonic system is described by $`f_{\mathrm{mf}}^\mathrm{g}(x)`$, while $`f_{\mathrm{mf}}^\mathrm{q}(x,\overline{\lambda })`$ determines the fate of the chiral symmetry in the presence of the Polyakov loop. Actually $`f_{\mathrm{mf}}^\mathrm{g}(x)`$ results in the first-order phase transition at $`2(d1)J_\mathrm{c}=0.806`$ in the case of $`N_\mathrm{c}=3`$. The corresponding temperature read from Eq. (6) is $`T_\mathrm{d}=208\mathrm{MeV}`$ with the numerical value of the string tension $`\sigma =(425\mathrm{MeV})^2`$ substituted.

Then, we will look into the chiral dynamics somewhat closely in an analytic way in the case of the chiral limit ($`m=0`$). When the phase transition is second-order, that is the case in the present analysis, the transition temperature can be deduced from the condition that the quadratic term with respect to the order parameter changes its sign, or passes across zero. Thus we can derive the analytic expression for $`T_\chi `$ from the expansion of $`f_{\mathrm{mf}}^\mathrm{q}(x,\overline{\lambda })`$ in terms of $`\overline{\lambda }`$.

The calculation is simplified when the Polyakov loop is put as trivial, i.e., $`L1`$ for the moment. Then we can approximate the last term of Eq. (11) by $`(N_\mathrm{c}/2)\mathrm{ln}[1+1/\mathrm{cosh}(N_\tau E)]`$ looking back at Eq. (1), which leads to

$$\beta f_{\mathrm{mf}}^\mathrm{q}(\overline{\lambda })\frac{N_\mathrm{c}N_\tau }{2}\overline{\lambda }^2\frac{(d1)N_\mathrm{c}N_\tau ^2}{16}\overline{\lambda }^2+(\text{const.}).$$
(14)
From this expansion, the chiral phase transition temperature in the absence of the Polyakov loop dynamics is immediately determined as

$$T_\chi =\frac{d1}{8}a^1=162\mathrm{MeV}$$
(15)
with the numerical value of $`a`$ given by Eq. (7). The above expression is essentially the same as (3.23) in Ref. goc85 .

Another interesting limit in which the calculation is simplified is that the Polyakov loop is forced to vanish, i.e., $`x=0`$. Then it follows that

$$\mathrm{Tr}_\mathrm{c}\mathrm{ln}\left[1+\frac{1}{2\mathrm{cosh}(N_\tau E)}(L+L^{})\right]_{\text{mf}}N_\mathrm{c}\mathrm{ln}2+\sqrt{d1}N_\mathrm{c}N_\tau |\overline{\lambda }|\frac{(d1)N_\mathrm{c}N_\tau ^2}{4}\overline{\lambda }^2.$$
(16)
The quadratic term proportional to $`\overline{\lambda }^2`$ is exactly cancelled by the contribution from $`N_\mathrm{c}\mathrm{ln}[\mathrm{cosh}(N_\tau E)](d1)N_\mathrm{c}N_\tau ^2\overline{\lambda }^2/4`$ and only the tree-term $`N_\mathrm{c}N_\tau \overline{\lambda }^2/2`$ remains. What is surprising is that the linear term of $`\overline{\lambda }`$ appears in Eq. (16). Owing to the presence of this linear term, the stationary point with respect to $`\overline{\lambda }`$ always leaves from zero. In other words, the chiral symmetry is broken at any temperature. If the vanishing Polyakov loop, $`x=0`$, has something to do with confinement even in the presence of dynamical quarks, this result suggests that the chiral symmetry must be broken in the confined vacuum, which is in agreement with the arguments in Refs. cas79 ; tho80 .

Hence, the chiral dynamics is substantially affected by the Polyakov loop dynamics. It means at the same time that the behaviour of the Polyakov loop is deeply related to that of the chiral order parameter.

## Numerical results

We must search for the global minimum of the free energy $`f_{\mathrm{mf}}(x,\overline{\lambda })`$ numerically in general, except for the above special cases of $`m=0`$, $`L1`$ and $`m=0`$, $`x=0`$ where analytic treatments are feasible. The variational parameter, $`x`$, and the scalar condensate, $`\overline{\lambda }`$, are determined as functions of temperature. Then we can readily acquire the expectation value of the Polyakov loop by using (see Eq. (12))

$$\frac{1}{2N_\mathrm{c}}\left(\mathrm{Tr}_\mathrm{c}L+\mathrm{Tr}_\mathrm{c}L^{}\right)=\frac{1}{N_\mathrm{c}}\frac{\mathrm{d}}{\mathrm{d}x}I(x).$$
(17)
The results are shown in Fig. 2. It is apparent that the behaviours like phase transitions are observed around the temperature $`T_\mathrm{c}180\mathrm{MeV}`$ in Fig. 2. As compared with the pure gluonic result $`T_\mathrm{d}=208\mathrm{MeV}`$ (shown by the dotted curve for reference) it seems that the critical point concerning the Polyakov loop dynamics is smeared by dynamical quarks and, as a result, two crossovers in terms of the Polyakov loop and the scalar condensate are observed nearly at the same point.

To make the argument more quantitative, we can define the pseudo-critical temperatures by means of the peak of susceptibilities in a similar way to Ref. kog83 . Here we make use of the simplest ones, which are immediately feasible in the present analysis, that is, the temperature susceptibilities $`\chi _\mathrm{t}^L=\mathrm{Tr}_\mathrm{c}L/T/N_\mathrm{c}`$ and $`\chi _\mathrm{t}^\lambda =\overline{\lambda }/T`$. The results are shown in Fig. 2. The pseudo-critical temperatures are found exactly at the same point $`T_\mathrm{c}=187\mathrm{MeV}`$. As to the moderate peak of $`\chi _\mathrm{t}^\lambda `$ slightly above $`200\mathrm{MeV}`$, it should be regarded as an accidental artifact because this peak would vanish if the current quark mass $`m`$ is raised or lowered by hand.

The coincidence of the pseudo-critical temperatures completely agrees with the lattice observations. Within the Gocksch-Ogilvie model, the jump of the Polyakov loop does not mean the deconfinement transition. Actually it is caused by the last term of Eq. (1) through which the behaviour of the Polyakov loop would reflect that of the scalar condensate. In analogy with the hopping parameter expansion (see Eq. (2.11) in Ref. gre84 ) we can regard $`1/\mathrm{cosh}(N_\tau E)`$ as the strength of an external field to break the centre symmetry. The behaviour of the Polyakov loop is governed effectively by the chiral dynamics through this strength of an external field.

We consider that the exact coincidence of the pseudo-critical temperatures in the present study provides a credible support for the argument of Ref. sat98 : The behaviour of the Polyakov loop indicates only the chiral phase transition rather than the deconfinement transition. Thus the coincidence of the critical temperatures is only a consequence of viewing a single phenomenon, i.e., the chiral restoration.

Finally we shall comment upon the plans for further work. Since the number of the space-time dimensions is four at most, it is necessary to make sure the convergence of the large dimensional expansion and to confirm the quantitative success in describing the Polyakov loop and the chiral dynamics even with next-to-leading order contributions taken into account.

It would be intriguing to construct a similar effective model in the formulation of the Wilson fermion ros96 . Then the flavour decomposition becomes straightforward at the cost of the intricate structure of the Dirac indices. Also an extension to introduce adjoint fermions, which does not break the centre symmetry, would be interesting. In contrast to the case of fundamental fermions, two distinct transitions are found in the lattice simulations kar99 . It would be challenging to reproduce such results within the model study parallel to the present treatment. Such analyses would serve as a double-check for the speculation on the behaviour of the Polyakov loop discussed in this letter.

###### Acknowledgements.

The author is supported by Research Fellowships of the Japan Society for the Promotion of Science for Young Scientists. He thanks S. Sasaki for comments.


text:
# The Equivalence Principle and the bending of light

## 1 Introduction

In 1911, five years before general relativity was formulated, Einstein used the equivalence principle to calculate the bending of a light ray in a weak gravitational field . By considering the Doppler shift suffered by a light ray in a reference system that moves with acceleration $`𝐚=𝐠`$ in the absence of a gravitational field, Einstein deduced that the frequency of light must experience a shift $`\nu (0)=\nu (H)(1+gH/c^2)`$ when the light moves a height $`H`$ in a weak static gravitational field $`𝐠`$ ($`gH/c^2<<1`$). Because Einstein did not yet possess a metric theory of gravity, he reasoned that the gravitational redshift compels us to use “clocks of unlike constitution for measuring time at places with differing gravitational potential” . In fact, because the number of wave maxima per unit of time should not vary at different heights in a static gravitational field, a clock must go $`(1+gH/c^2)`$ times more slowly at $`z=H`$ than at $`z=0`$. Einstein concluded that the velocity of light is $`c`$ when it is measured with clocks of equal constitution; instead, the use of clocks of unequal constitution implies that the velocity of propagation should increase at the same rate as the clocks go slower: $`c(H)=c(0)(1+gH/c^2)`$. (“The principle of constancy of the velocity of light holds good according to this theory in a different form from that which usually underlies the ordinary theory of relativity” ). Thus a plane wave traveling transversely to a gravitational field changes its direction of propagation -literally, it falls- because the secondary fronts of the Huygens’ construction advance faster where the gravitational potential is higher. In fact, the deflection $`\varphi `$ in Fig. 1 is

$$\varphi \frac{[c_2c_1]\mathrm{\Delta }t}{H}\frac{gH/c^2}{H}c\mathrm{\Delta }tgc^2\mathrm{\Delta }x.$$
(1)
Remarkably, the result in Eq. (1) can also be obtained by a direct application of the equivalence principle to the trajectory of a particle traveling at the speed of light. In the accelerated system ($`𝐚=g\widehat{𝐳}`$) such a particle follows the equations of motion $`xct`$ and $`z=\frac{1}{2}gt^2`$. Therefore, its trajectory is $`z\frac{1}{2}gc^2x^2`$, so its slope after a displacement $`\mathrm{\Delta }x`$ is $`dz/dxgc^2\mathrm{\Delta }x`$ in agreement with Eq. (1).

It is frequently emphasized that Eq. (1) does not agree with the experimentally tested bending of light predicted by general relativity , but only equals half this value (see for instance Refs.  and ). This issue has deserved much attention, and it is usually said that the equivalence principle contributes one half to the deflection while the other half comes from the spatial curvature . In fact, the equivalence principle only prescribes the form $`g_{00}=1+2\mathrm{\Phi }c^2`$ for the temporal part of the metric associated with a weak gravitational potential $`\mathrm{\Phi }(𝐫)`$, but says nothing about the spatial geometry, which certainly influences a light ray. However, this way of relating the equivalence principle to the relativistic bending of light diminishes the value of the equivalence principle by suggesting that the equivalence principle is unable to predict a quantitative physical result.

To reinstate the equivalence principle as a full statement about the local behavior of matter and radiation in a gravitational field so that it can yield results in quantitative agreement with those from a metric theory of gravity, we should first establish the kind of deflection that is referred to by the equivalence principle in the context of a metric theory of gravity (see Ref.  for an approach of this type). In general, the notion of deflection of a trajectory relative to a fixed direction entails the parallel transport of that direction along the trajectory. As it is well known, the angle between a trajectory and a parallel transported direction does not change when the trajectory is a geodesic. Instead, if the trajectory is not a geodesic, then the angle will change (the trajectory deflects). The world line of a ray light is a geodesic of the 4-dimensional spacetime. However, the equivalence principle for the bending of light does not refer to the world line, but contains a statement about the ray trajectory in 3-space. As we will see, the trajectory in 3-space is not a geodesic. Thus the angle between the trajectory and a parallel transported direction changes along the trajectory. Therefore, the equivalence principle should be regarded as a statement about this angle, which is a geometric (invariant) object of 3-space.

Our first task will be to determinate the trajectory of a light ray in the curved 3-space, together with its affine parameter (that is, the length of the trajectory). Then we will calculate the parallel transport of a vector along the trajectory of the light. Finally we will show that a light ray deflects at the angle predicted by the equivalence principle.

## 2 The trajectory of a light ray

We will work in a weak gravitational field geometry described by the static metric

$$ds^2=(1+2\mathrm{\Phi }(𝐫)c^2)c^2dt^2(12\gamma \mathrm{\Phi }(𝐫)c^2)(dx^2+dy^2+dz^2),$$
(2)
where the 3-space metric includes the post-newtonian parameter $`\gamma `$ that is equal to 1 in general relativity . We can use $`\gamma `$ to track the spatial geometry contribution to the bending of light.

The behavior of a light ray is obtained from the equation for null geodesics. Equivalently, we can start from the first integral

$$g^{ij}p_ip_j=0,p_ig_{ik}\frac{dx^k}{d\lambda },$$
(3)
where $`\lambda `$ is an affine parameter. Let us consider a ray satisfying the initial conditions $`dy/d\lambda =0`$ and $`dz/d\lambda =0`$. For simplicity, we will consider a region where the gravitational field is nearly uniform: $`\mathrm{\Phi }=gz`$, so $`p_0`$, $`p_x`$, and $`p_y`$ are conserved magnitudes. Initially (at $`x=0`$, $`z=0`$) Eq. (3) reads

$$p_0^2p_x^2=0.$$
(4)
Because $`p_0`$ and $`p_x`$ are conserved, Eq. (4) implies that $`p_0^2=p_x^2`$ for all value of $`z`$. Therefore, Eq. (3) becomes

$$(1+2gzc^2)^1p_x^2(12\gamma gzc^2)^1p_x^2(12\gamma gzc^2)\left(\frac{dz}{d\lambda }\right)^2=0.$$
(5)
If we retain only terms to first-order in $`gzc^2`$, we have

$$2(1+\gamma )gzc^2p_x^2\left(\frac{dz}{d\lambda }\right)^2,$$
(6)
and

$$z=\frac{1+\gamma }{2}p_x^2gc^2\lambda ^2+O(\lambda ^4).$$
(7)
Because

$$\frac{dx}{d\lambda }=g^{xx}p_x=(12\gamma gzc^2)^1p_x,$$
(8)
implies that

$$x=p_x\lambda +O(\lambda ^3),$$
(9)
we have

$$z(x)=\frac{1+\gamma }{2}gc^2x^2+O(x^4).$$
(10)
After a displacement $`\mathrm{\Delta }x`$, the slope of the trajectory $`z(x)`$ is

$$\frac{dz}{dx}(1+\gamma )gc^2\mathrm{\Delta }x.$$
(11)
This result clearly separates the equivalence principle contribution due to $`g_{00}`$ from the one associated with the spatial geometry which is proportional to $`\gamma `$. Both contributions are equal in general relativity.

## 3 Bending of light in 3-space

Any trajectory in the 3-space can be characterized by its tangent 3-vector $`\overline{U}`$ whose components are $`\overline{U}^\alpha =dx^\alpha /dl`$ ($`\alpha =1,2,3`$); the affine parameter $`l`$ is the length of the trajectory. In the 3-space of the static metric (2), the infinitesimal length of the trajectory (10) is

$$dl^2=(12\gamma \mathrm{\Phi }c^2)(dx^2+dz^2)=(12\gamma gc^2z(x))[1+(dz/dx)^2]dx^2.$$
(12)
Thus, $`dl`$ is

$$dl=[1+\frac{1}{2}(1+2\gamma )(1+\gamma )g^2c^4x^2+O(x^4)]dx,$$
(13)
and the 3-vector $`\overline{U}`$ that is tangent to the ray trajectory is

$`\overline{U}^x`$ $`=`$ $`{\displaystyle \frac{dx}{dl}}=1{\displaystyle \frac{1}{2}}(1+2\gamma )(1+\gamma )g^2c^4x^2+O(x^4)`$
$`\overline{U}^y`$ $`=`$ $`{\displaystyle \frac{dy}{dl}}=0`$ (14)
$`\overline{U}^z`$ $`=`$ $`{\displaystyle \frac{dz}{dl}}={\displaystyle \frac{dz}{dx}}{\displaystyle \frac{dx}{dl}}=(1+\gamma )gc^2x+O(x^3).`$
We can easily verify that the covariant derivative $`D\overline{U}/Dl`$ does not vanish, so the trajectory of the light ray is not a geodesic in 3-space.

As mentioned in Sec. 1, the bending of light is measured by the angle between the trajectory and a direction that is parallel transported along it. So we are going to parallel transport the 3-vector $`\overline{V}=(\overline{V}^x,0,\overline{V}^z)`$ along the 3-curve described by the tangent vector $`\overline{U}`$. This parallel transport is defined by the equation

$$\left(\frac{D\overline{V}}{Dl}\right)^\alpha \frac{d\overline{V}^\alpha }{dl}+\overline{\mathrm{\Gamma }}_{\beta \delta }^\alpha \overline{U}^\beta \overline{V}^\delta =0,$$
(15)
where $`\overline{\mathrm{\Gamma }}_{\beta \delta }^\alpha `$ are the Christoffel symbols associated with the 3-space geometry. The only non-zero Christoffel symbols in which we are interested are

$$\overline{\mathrm{\Gamma }}_{xz}^x=\overline{\mathrm{\Gamma }}_{zx}^x=\gamma gc^2,\overline{\mathrm{\Gamma }}_{xx}^z=\gamma gc^2,\overline{\mathrm{\Gamma }}_{zz}^z=\gamma gc^2.$$
(16)
Let us choose $`\overline{V}(0)=\overline{U}(0)=(1,0,0)`$ as the initial condition at $`x=0,`$ $`z=0`$. Thus the solution of Eq. (15) is

$`\overline{V}^x`$ $`=`$ $`1{\displaystyle \frac{1}{2}}(1+2\gamma )\gamma g^2c^4x^2+O(x^4)`$
$`\overline{V}^z`$ $`=`$ $`\gamma gc^2x+O(x^3).`$ (17)
The angle between the directions of $`\overline{V}`$ and the trajectory is

$`\mathrm{cos}\varphi (x)`$ $`=`$ $`{\displaystyle \frac{\overline{U}\overline{V}}{\left|\overline{U}\right|\left|\overline{V}\right|}}={\displaystyle \frac{\overline{g}_{\alpha \beta }U^\alpha V^\beta }{[\overline{g}_{\alpha \beta }U^\alpha U^\beta ]^{1/2}}}`$ (18)
$`=(12\gamma gz(x)c^2)^{1/2}(\overline{U}^x\overline{V}^x+\overline{U}^z\overline{V}^z)(\overline{U}^x\overline{U}^x+\overline{U}^z\overline{U}^z)^{1/2},`$
where we utilized the fact that $`\left|\overline{V}\right|=1`$ is preserved by the parallel transport in 3-space. Therefore

$$\mathrm{cos}\varphi (x)=1\frac{1}{2}g^2c^4x^2+O(x^4),$$
(19)
so the deflection angle after a small displacement $`\mathrm{\Delta }x`$ is

$$\varphi gc^2\mathrm{\Delta }x,$$
(20)
in agreement with the result (1) obtained by using the equivalence principle.

## 4 Conclusion

The use of the equivalence principle can satisfactorily account for the bending of light in the context of the weak gravitational field metric (2). The result from the equivalence principle corresponds to a physically meaningful quantity: it is the angle formed by the trajectory of the light ray and a direction that is parallel transported along that trajectory in 3-space. The post-newtonian parameter $`\gamma `$ does not enter the deflection angle, although it obviously affects both the trajectory and the parallel transport. In this way, any metric theory of gravity that leads to the weak field behavior of Eq. (2) contains the bending of light predicted by the equivalence principle.

Acknowledgments

This work was supported by Universidad de Buenos Aires (Proy. X143) and Consejo Nacional de Investigaciones Científicas y Técnicas (Argentina).