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# References

Dirac Operator on the Quantum Sphere

A. Pinzul and A. Stern

Department of Physics, University of Alabama,

Tuscaloosa, Alabama 35487, USA

ABSTRACT

We construct a Dirac operator on the quantum sphere $`S_q^2`$ which is covariant under the action of $`SU_q(2)`$. It reduces to Watamuras’ Dirac operator on the fuzzy sphere when $`q1`$. We argue that our Dirac operator may be useful in constructing $`SU_q(2)`$ invariant field theories on $`S_q^2`$ following the Connes-Lott approach to noncommutative geometry.

Two important self-adjoint operators for the Connes-Lott approach to noncommutative geometry are the Dirac operator and chirality operator.,, The former is needed to construct a differential calculus and the latter for chiral fermions. If symmetries are present on the noncommutative manifold, then these operators should respect the symmetries if they are to be applied in writing invariant quantum field theories. For example, the fuzzy sphere has an $`SU(2)`$ rotation symmetry which is reflected in the Dirac operator.,,, Other noncommutative manifolds possessing different symmetry groups have been studied. On the other hand, the program of Connes has not been extensively applied to noncommutative manifolds having symmetries associated with quantum groups. (In this regard, see .) In this letter we give a construction of the chirality operator $`\mathrm{\Gamma }`$ and Dirac operator $`D`$ for a noncommutative manifold having an $`SU_q(2)`$ symmetry. The manifold is Podles’ quantum sphere $`S_q^2`$ . It, along with the fuzzy sphere, has been shown to appear in certain sectors of string theory. There are both finite and infinite dimensional representations for the algebra depending on the value of a certain parameter. Finite dimensional representations were given in . We shall give an explicit construction of infinite dimensional representations here.

Besides the symmetry requirements on $`\mathrm{\Gamma }`$ and $`D`$, further conditions are: a) that $`\mathrm{\Gamma }`$ squares to unity, b) $`\mathrm{\Gamma }`$ commutes with the algebra $`𝒜`$ associated with the noncommutative manifold, c) $`\mathrm{\Gamma }`$ and $`D`$ anticommute and d) they yield the correct commutative limit. To understand what the correct commutative limit is in our case, we shall first review the spherically symmetric Dirac operator on $`S^2`$. We then generalize to Dirac operators on a certain one parameter family of deformed (commutative) spheres. These deformed spheres are one point compactifications of certain Kähler manifolds. Their Dirac operators can also be regarded as rotationally invariant, but now with respect to the Poisson action of $`SU(2)`$. The Poisson action of $`SU(2)`$ on the deformed sphere is the commutative limit of the action of the quantum group $`SU_q(2)`$ on $`S_q^2`$. So from our $`D`$ defined on $`S_q^2`$ we should recover the Dirac operator on the deformed sphere in the commutative limit. Although the latter Dirac operator is rotationally invariant, the property of invariance is difficult to satisfy away from the commutative limit. Our $`D`$ on $`S_q^2`$ is instead covariant. We argue that nevertheless it can be applied following Connes’ scheme for writing $`SU_q(2)`$ invariant field theories on $`S_q^2`$, which is of current interest. Our construction of the Dirac operator and chirality operator is along the lines of the Watamuras’ construction for the fuzzy sphere***Another Dirac operator on the fuzzy sphere was given by Grosse and Prešnajder., and in fact, their Dirac operator and chirality operator are obtained from ours in a certain limit. For a quite different construction, see . Also, a Dirac operator on $`S_q^2`$ was given in  which did not have simple $`SU_q(2)`$ transformation properties. Its utility in writing invariant theories is therefore unclear. From our $`D`$ one can thus construct differential calculi over a family of noncommutative spheres (parametrized by $`q`$), including the fuzzy sphere.

$`𝐒^\mathrm{𝟐}.`$ The Dirac operator $`\stackrel{~}{D}`$ on $`S^2`$ can be expressed in different ways. In terms of stereographically projected coordinates $`z`$ and $`\overline{z}=z^{}`$, it, along with the chirality operator $`\stackrel{~}{\gamma }`$, is given by

$$\stackrel{~}{D}=\eta ^{3/2}\left(\begin{array}{cc}& \\ \overline{}& \end{array}\right)\eta ^{1/2},\stackrel{~}{\gamma }=\left(\begin{array}{cc}1& \\ & 1\end{array}\right),$$
(1)
where $`\eta `$ is the conformal factor $`\eta =(1+|z|^2)^1`$ , $`=\frac{}{z},\overline{}=\frac{}{\overline{z}}`$ and we assume unit radius. $`\stackrel{~}{D}`$ and $`\stackrel{~}{\gamma }`$ are hermitean and anticommute with each other. Alternatively, the Dirac operator and chirality operator can be expressed in a rotationally invariant manner by going to three-dimensional embedded coordinates $`x_i`$, $`x_ix_i=1`$, $`i=1,2,3`$ . For this one can apply a unitary transformation using

$$U=\eta ^{1/2}\left(\begin{array}{cc}z& 1\\ 1& \overline{z}\end{array}\right),$$
(2)
and $`z=(x_1ix_2)/(2\eta )`$ , $`\overline{z}=(x_1+ix_2)/(2\eta )`$ . One gets

$`D`$ $`=`$ $`U\stackrel{~}{D}U^{}=\sigma _i\mathrm{}_i+1,`$ (3)
$`\gamma `$ $`=`$ $`U\stackrel{~}{\gamma }U^{}=\sigma _ix_i,`$ (4)
where $`\mathrm{}_i`$ are the angular momenta $`\mathrm{}_i=iϵ_{ijk}x_j\frac{}{x_k}`$ and $`\sigma _i`$ are Pauli matrices. Yet another way to write $`D`$ is in terms of the rotationally invariant Poisson structure on the sphere, i.e.

$$\{x_i,x_j\}=ϵ_{ijk}x_k.$$
(5)
Acting on a spinor $`\psi `$ it can be expressed by

$$iD\psi =\{x\sigma ,\psi \}\frac{\{x\sigma ,\{x\sigma ,x\sigma \}\}}{2\{x\sigma ,x\sigma \}}\psi $$
(6)
$`\mathrm{𝐃𝐞𝐟𝐨𝐫𝐦𝐞𝐝}`$ $`𝐒^\mathrm{𝟐}.`$ We now generalize the notion of rotational invariance to the include invariance with respect to Poisson actions of the rotation group. In this approach $`SU(2)`$ is a Poisson-Lie group. The most general Poisson structure on $`S^2`$ where the left action of $`SU(2)`$ on $`S^2`$ is a Poisson action is given by

$$\{x_i,x_j\}=(1\lambda x_3)ϵ_{ijk}x_k,$$
(7)
where $`\lambda `$ is a real constant and we again assume $`x_ix_i=1`$. Substituting into (6)The inverse of $`\{x\sigma ,x\sigma \}`$ is defined everywhere but $`x_3=1/\lambda `$. gives the new Dirac operator

$$D=(1\lambda x_3)(\sigma _i\mathrm{}_i+1)+\frac{i\lambda }{2}ϵ_{ij3}x_i\sigma _j,$$
(8)
which is a one parameter deformation of (3). Like (3), it is hermitean and anticommutes with the chirality operator (4). It too is invariant under simultaneous rotations of the spin and the coordinates, but now the latter is with a Poisson action. If we perform a unitary transformation using the inverse of (2) we recover (1) with the conformal factor $`\eta `$ replaced by $`\eta /(1\lambda x_3)`$ . From (7) this factor also appears in the symplectic two form, and as a result the manifold on which $`D`$ is written is Kählerian, or more precisely a one point compactification of a Kähler manifold.

$`𝐒_𝐪^\mathrm{𝟐}.`$ For the generalization to quantum groups, we recall that Poisson actions are recovered from actions of quantum groups in the commutative limit. It is therefore natural to ask whether or not there is an extension of (8) to a Dirac operator which is invariant under the action of a quantum group. As stated earlier, the invariance requirement appears difficult to satisfy. On the other hand, we can find a Dirac operator with simple (covariant) transformation properties which is well suited for writing invariant field theories. The relevant quantum group is $`SU_q(2)`$, because the Poisson action of $`SU(2)`$ is recovered from the action of $`SU_q(2)`$ when $`q1`$. $`SU_q(2)`$ has a natural action on the quantum sphere $`S_q^2`$ , which reduces to ordinary rotations on $`S^2`$ when $`q1`$. We denote the generators of the algebra $`𝒜`$ for $`S_q^2`$ by $`𝐱_+`$, $`𝐱_{}`$ $`𝐱_3`$, along with the unit $`1`$. They satisfy commutation relations

$`𝐱_+𝐱_{}𝐱_{}𝐱_+`$ $`=`$ $`\mu 𝐱_3(qq^1)𝐱_3^2`$ (9)
$`q𝐱_3𝐱_+q^1𝐱_+𝐱_3`$ $`=`$ $`\mu 𝐱_+`$ (10)
$`q𝐱_{}𝐱_3q^1𝐱_3𝐱_{}`$ $`=`$ $`\mu 𝐱_{},`$ (11)
subject to the constraint

$$𝐱_3^2+q𝐱_{}𝐱_++q^1𝐱_+𝐱_{}=1$$
(12)
Not surprisingly, there are now two deformation parameters $`q`$ and $`\mu `$, which we take to be real (and we have again chosen the ‘radius’ equal to one). (11) and (12) are preserved under the involution $``$: $`𝐱_\pm ^{}=𝐱_{}`$ and $`𝐱_3^{}=𝐱_3`$.

There are two limits of interest of the relations (11) and (12). The deformed sphere is recovered when

$$q1\mathrm{and}\mu 0,\mathrm{with}\frac{qq^1}{\mu }\mathrm{finite},$$
(13)
which we refer to as the commutative limit. The limiting value of $`(qq^1)/\mu `$ can be taken to be the constant $`\lambda `$ appearing in (7) and (8). If we write $`q=e^\tau `$, then the commutation relations (11) at lowest order in $`\tau `$ become

$$[𝐱_i,𝐱_j]=\frac{2i\tau }{\lambda }\{𝐱_i,𝐱_j\}+O(\tau ^2),i,j,\mathrm{}=1,2,3$$
(14)
where the Poisson brackets are those in (8), and

$$𝐱_1=\frac{1}{\sqrt{2}}(𝐱_++𝐱_{})𝐱_2=\frac{i}{\sqrt{2}}(𝐱_+𝐱_{}).$$
(15)
Here $`\frac{2\tau }{\lambda }`$ plays the role of $`\mathrm{}`$. From (12) we get that $`𝐱_i𝐱_i=1+O(\tau ^2)`$.

The other limit is

$$q1\mathrm{and}\mu \pm \frac{1}{\sqrt{\mathrm{}(\mathrm{}+1)}},\mathrm{}=\frac{1}{2},1,\frac{3}{2},\mathrm{}.$$
(16)
This is the limit of the fuzzy sphere associated with the $`2\mathrm{}+1`$ dimensional representation. Now (11) and (12) reduce to the familiar relations,,,,

$$[𝐱_i,𝐱_j]=\frac{i}{\sqrt{\mathrm{}(\mathrm{}+1)}}ϵ_{ijk}𝐱_k,𝐱_i𝐱_i=1,$$
(17)
where we again define $`𝐱_1`$ and $`𝐱_2`$ by (15). §§§There exist deformations of these finite dimensional representations when $`q1`$. They occur for values of $`\mu `$ given in (52). , If after taking the limit (16) we then take $`\mathrm{}\mathrm{}`$ we get back (undeformed) $`S^2`$.

From the generators $`𝐱_i`$ it is convenient to defined a $`2\times 2`$ matrix $`X=[X_{ab}]`$ according to

$$X=\left(\begin{array}{cc}q𝐱_3& \sqrt{\frac{[2]}{q}}𝐱_+\\ \sqrt{\frac{[2]}{q}}𝐱_{}& q^1𝐱_3\end{array}\right),$$
(18)
where

$$[n]=\frac{1q^{2n}}{1q^2}.$$

$`X`$ has the properties:

i) $`X`$ is hermitean with respect to $``$, i.e. $`X_{ab}^{}=X_{ba}`$,

ii) It satisfies a deformed trace condition: $`\mathrm{Tr}_qX=q^1X_{11}+qX_{22}=0,`$

iii) $`X^2=1\mathrm{l}+\mu X,`$ where $`1\mathrm{l}`$ is the unit matrix.Using this property one can construct projection operators $`P_\pm =\frac{1}{2}\{1\mathrm{l}\pm (X\frac{\mu }{2})/\sqrt{1+\frac{\mu ^2}{4}}\}`$. They are the magnetic monopoles projectors of . (We thank Tomasz Brzezinski for this remark.) They reduce to the magnetic monopoles projectors for the fuzzy sphere in the limit (16).

The matrices $`X`$ define an $`SU_q(2)`$ bimodule. $`SU_q(2)`$ matrices satisfy the commutation relations with themselves

$$R\begin{array}{c}\\ T\\ ^1\end{array}\begin{array}{c}\\ T\\ ^2\end{array}=\begin{array}{c}\\ T\\ ^2\end{array}\begin{array}{c}\\ T\\ ^1\end{array}R$$
(19)
where $`\begin{array}{c}\\ T\\ ^1\end{array}=T1\mathrm{l}`$, $`\begin{array}{c}\\ T\\ ^2\end{array}=1\mathrm{l}T`$ and

$$R=\left(\begin{array}{cccc}q& & & \\ & 1& & \\ & qq^1& 1& \\ & & & q\end{array}\right),$$
(20)
and $`R`$ fulfills the quantum Yang-Baxter equation. In addition, $`T`$ satisfies a unitarity condition (using the involution $``$) and also a deformed unimodularity condition $`det_qT=1`$, where $`det_qT=T_{11}T_{22}qT_{12}T_{21}`$. This constraint is possible because $`det_qT`$ so defined is in the center of the algebra. Under the action of $`SU_q(2)`$ $`X`$ undergoes a similarity transformation

$$XX^{}=TXT^1,$$
(21)
which preserves the relations i)-iii). Thus (21) is an algebra homomorphism. Although matrix elements of $`T`$ do not commute amongst themselves, they are assumed to commute with $`𝒜`$. There is an analogue of the cyclic property of the trace (now with respect to $`\mathrm{Tr}_q`$) for the matrices $`T`$ and this leads to ii) being preserved under $`SU_q(2)`$.

In either the commutative limit or the fuzzy limit, $`X`$ reduces to $`\sigma _ix_i`$, and the analogue of transformation (21) rotates either the coordinates or the spin matrices:

$$\sigma _ix_ig\sigma _ig^{}x_i=\sigma _j\theta _{ji}x_i,$$
(22)
where $`gSU(2)`$ and $`\theta `$ is the corresponding rotation matrix. Alternatively, we can write

$$\sigma _ix_i=g\sigma _ig^{}\theta _{ij}^1x_j,$$
(23)
and say that $`\sigma _ix_i`$ is invariant with respect to simultaneous rotations of the coordinates and the spin generated by the total angular momentum. There is no analogue of this statement with regard to $`SU_q(2)`$ transformations of $`X`$. For this define the deformed Pauli matrices:

$$\sigma _3^q=\left(\begin{array}{cc}q& \\ & q^1\end{array}\right)\sigma _+^q=\left(\begin{array}{cc}& \sqrt{\frac{[2]}{q}}\end{array}\right)\sigma _{}^q=\left(\begin{array}{cc}& \\ \sqrt{\frac{[2]}{q}}& \end{array}\right),$$
(24)
and write $`X=\sigma _3^q𝐱_3+\sigma _+^q𝐱_++\sigma _{}^q𝐱_{}=\sigma _i^q𝐱_i`$. Then (21) becomes

$$\sigma _i^q𝐱_iT\sigma _i^qT^1𝐱_i=\sigma _j^q\mathrm{\Theta }_{ji}𝐱_i,$$
(25)
$`\mathrm{\Theta }_{ij}`$ giving the spin one representation of $`SU_q(2)`$ and $`𝐱\mathrm{\Theta }_{ij}𝐱_j`$ defines the algebra homomorphism for $`S_q^2`$. The analogue of (23) is true, namely,

$$\sigma _i^q𝐱_i=T\sigma _i^qT^1\mathrm{\Theta }_{ij}^1𝐱_j,$$
(26)
but $`\mathrm{\Theta }_{ij}^1`$ is not in the spin one representation of $`SU_q(2)`$, and $`𝐱\mathrm{\Theta }_{ij}^1𝐱_j`$ is not an algebra homomorphism for $`S_q^2`$. For this reason we cannot argue that $`X`$ is invariant under simultaneous $`SU_q(2)`$ transformations of the coordinates and the spin. We can only regard it as covariant with respect to transformations of either the noncommuting coordinates or the deformed spin matrices. Since we will construct the Dirac operator and chirality operator for $`S_q^2`$ from $`X`$, the same will apply for these operators.

In analogy with the Watamuras’ construction for the fuzzy sphere,  we introduce an $`𝒜`$-bimodule $``$, whose elements belong to $`𝒜`$. It is acted on from the left by $`𝒜_L`$ and the right by $`𝒜_R`$. Elements $`a_L`$, $`b_L`$,… of $`𝒜_L`$ satisfy the same algebra as $`𝒜`$, i.e. $`a_Lb_L=(ab)_L`$, $`a,b,..𝒜`$, while elements $`a_R`$, $`b_R`$,… of $`𝒜_R`$ satisfy $`a_Rb_R=(ba)_R`$. The action of an element $`a_Lb_R`$ of $`𝒜_L𝒜_R`$ on $``$ is given by

$$(a_Lb_R)=ab$$
(27)
It follows that left and right variables commute, i.e. $`[a_L1,\mathrm{\hspace{0.33em}1}b_R]=0`$. Then we can fulfill the requirement that $`\mathrm{\Gamma }`$ commutes with $`𝒜=𝒜_L`$ by constructing it from only from elements of $`𝒜_R`$ .

Next we introduce a spin structure. We define spinor fields $`\mathrm{\Psi }`$ to take values in $`𝒜C^2`$, where $`C^2`$ is the space of two dimensional spinors, and to transform covariantly under $`SU_q(2)`$, i.e.

$$\mathrm{\Psi }\mathrm{\Psi }^{}=T\mathrm{\Psi },$$
(28)
They are acted on by operators $`𝒪`$ belonging to $`𝒜_L𝒜_RM^2`$, where $`M^2`$ is the space of $`2\times 2`$ matrices. For the result to be a spinor we need that

$$(𝒪\mathrm{\Psi })𝒪^{}\mathrm{\Psi }^{}=T(𝒪\mathrm{\Psi })$$
(29)
under $`SU_q(2)`$. It is easy to find a solution to (29) for arbitrary spinors for the case where $`𝒪`$ has only trivial dependence in $`𝒜_R`$. Then one can just write $`𝒪=𝙻`$, where

$$𝙻\mathrm{\Psi }=X\mathrm{\Psi }$$
(30)
and use (21). For the case where $`𝒪`$ has only trivial dependence in $`𝒜_L`$, one can define $`𝒪=𝚁`$, where

$$(𝚁\mathrm{\Psi })^T=\mathrm{\Psi }^TϵXϵ,$$
(31)
The superscript $`T`$ denotes transpose and

$$ϵ=\left(\begin{array}{cc}& 1\\ q& \end{array}\right).$$
(32)
Using (21) and the identities

$$TϵT^T=T^TϵT=ϵ$$
(33)
one can show that $`X_R`$ satisfies the covariance condition (29):

$`(𝚁^{}\mathrm{\Psi }^{})^T`$ $`=`$ $`\mathrm{\Psi }^TϵX^{}ϵ`$ (34)
$`=`$ $`\mathrm{\Psi }^TT^TϵTXT^1ϵ`$ (35)
$`=`$ $`\mathrm{\Psi }^TϵXϵT^T`$ (36)
$`=`$ $`(T(𝚁\mathrm{\Psi }))^T`$ (37)
From (30) and (31), $`𝙻`$ and $`𝚁`$ have matrix elements

$$𝙻_{ab}=(X_{ab})_L𝚁_{ab}=ϵ_{bc}ϵ_{da}(X_{cd})_R$$
(38)
Finally, one can construct $`SU_q(2)`$ covariant operators $`𝒪`$ with a nontrivial dependence in both $`𝒜_L`$ and $`𝒜_R`$ by taking matrix products of $`𝙻`$ and $`𝚁`$.

We can now define the chirality operator $`\mathrm{\Gamma }`$. $`\mathrm{\Gamma }`$ is defined to square to the identity and commute with $``$. As remarked earlier, $`\mathrm{\Gamma }`$ should be trivial in $`𝒜_L`$. In addition, we require $`\mathrm{\Gamma }`$ to satisfy the covariance condition (29) with respect to $`SU_q(2)`$ transformations. The solution for $`\mathrm{\Gamma }`$ is then

$$\mathrm{\Gamma }=\frac{1}{q\sqrt{4+\mu ^2}}(2𝚁+q\mu 1\mathrm{l}).$$
(39)
Its matrix elements are

$$\mathrm{\Gamma }_{ab}=\frac{1}{q\sqrt{4+\mu ^2}}(2ϵ_{bc}ϵ_{da}(X_{cd})_R+q\mu \delta _{ab}).$$
(40)
The Dirac operator $`D`$ is required to anticommute with $`\mathrm{\Gamma }`$. We shall also demand that it transform covariantly under $`SU_q(2)`$. These requirements are met for any $`D`$ of the form

$$D=\mathrm{\Gamma }[Y,\mathrm{\Gamma }],$$
(41)
where $`Y`$ transform covariantly under $`SU_q(2)`$. For $`D`$ to have a nontrivial commutator with $``$, $`Y`$ should be nontrivial in $`𝒜_L`$. A natural choice is therefore

$$Y=\frac{1}{2\mu }𝙻,$$
(42)
The factor $`\frac{1}{2\mu }`$ was inserted to get a finite commutative limit, defined in (13), which we compute below. We show that if we once again choose the limiting value of $`(qq^1)/\mu `$ to be the constant $`\lambda `$ appearing in (7) and (8) we recover the Dirac operator (8) for the deformed sphere. If on the other hand we take the fuzzy sphere limit (16), $`D`$ reduces to the Dirac operator in . For arbitrary values of $`q`$ and $`\mu `$, the matrix elements of $`D`$ are

$$D_{ab}=\frac{1}{2q^2\mu (4+\mu ^2)}(X_{cd})_L\left((2ϵXϵ+q\mu 1\mathrm{l})_{bd}(2ϵXϵ+q\mu 1\mathrm{l})_{ca}q^2(4+\mu ^2)\delta _{bd}\delta _{ca}\right)_R.$$
(43)
We now show that the commutative limit of $`\mathrm{\Gamma }`$ and $`D`$ is (4) and (8), respectively. As earlier, we set $`q=e^\tau `$ and $`\mu =2\tau /\lambda +O(\tau ^2)`$ and then perform an expansion in $`\tau `$. Up to first order

$`X`$ $`=`$ $`𝐱_i\sigma _i+\tau 𝐱_31\mathrm{l}+O(\tau ^2)`$ (44)
$`ϵXϵ`$ $`=`$ $`𝐱_i\sigma _i^T+\tau \left(𝐱_3(\sigma _31\mathrm{l})+(𝐱_1i𝐱_2)(\sigma _1i\sigma _2)\right)+O(\tau ^2),`$ (46)
where $`\sigma _i`$, $`i=1,2,3`$, are Pauli matrices and $`𝐱_1`$ and $`𝐱_2`$ were defined in (15). Then

$$\frac{1}{q\sqrt{4+\mu ^2}}(2ϵXϵ+q\mu 1\mathrm{l})=𝐱\sigma ^T+\tau \left(iϵ_{ij3}𝐱_i\sigma _j^T+(\lambda ^1𝐱_3)1\mathrm{l}\right)+O(\tau ^2).$$
(47)
We only need the zeroth order term to show that the commutative limit of $`\mathrm{\Gamma }`$ is (4), while we need the first order term to compute $`D`$. Up to first order in $`\tau `$, $`D`$ acting on a spinor $`\psi `$ is given by

$`2\mu D_{ab}\psi _b`$ $``$ $`(𝐱\sigma )_{cd}\psi _b(𝐱\sigma )_{db}(𝐱\sigma )_{ac}(𝐱\sigma )_{ab}\psi _b`$ (50)
$`+\mathrm{\hspace{0.33em}2}\tau \left(iϵ_{ij3}𝐱_i\sigma _j\psi +(\lambda ^1𝐱_3)\psi \right)_a,`$
as $`q1`$. We have neglected the ordering of factors of $`𝐱_i`$ and $`\psi _a`$ in the first order terms, which is not valid at zeroth order. For the latter, we can use (14) with Poisson brackets given in (8). This gives

$$2\mu D_{ab}\psi _b4\tau (\lambda ^1𝐱_3)(iϵ_{ijk}\sigma _i𝐱_j_k\psi +\psi )_a+2\tau iϵ_{ij3}𝐱_i(\sigma _j\psi )_a,$$
(51)
and consequently (8).

In order to proceed with Connes’ construction of the differential calculus, one must obtain the spectra of the Dirac operator and introduce a Hilbert space for the spinors $`\mathrm{\Psi }`$. We have not yet attempted the former. Concerning the latter, there are both finite and infinite dimensional Hilbert spaces. The finite dimensional Hilbert spaces occur for certain discrete values of $`\mu `$:

$$\mu =\pm \frac{[2(2\mathrm{}+1)]}{q[2\mathrm{}+1]}\frac{1}{\sqrt{[2\mathrm{}][2\mathrm{}+2]}},\mathrm{}=\frac{1}{2},1,\frac{3}{2},\mathrm{},$$
(52)
where the dimension is $`2(2\mathrm{}+1)`$. (The factor $`2`$ is because we have spinors.) They were explicitly constructed in . In the limit $`q1`$, (52) goes to (16) and the corresponding matrix representations for the algebra agree with those of the fuzzy sphere.

Infinite dimensional representations occur for

$$\mu =qq^1,$$
(53)
which can emerge as the large $`\mathrm{}`$ limit of (52). A possible construction involves the use of coherent states. Here one can adopt the approach developed in , which relies on coherent states for deformed creation and annihilation operators, $`\stackrel{~}{𝐚}^{}`$ and $`\stackrel{~}{𝐚}`$, respectively. They satisfy the commutation relations

$$[\stackrel{~}{𝐚},\stackrel{~}{𝐚}^{}]=F(\stackrel{~}{𝐚}\stackrel{~}{𝐚}^{})$$
(54)
for some function $`F`$. The deformed coherent states diagonalize $`\stackrel{~}{𝐚}`$, and have a natural scalar product. An explicit construction was given in  for the fuzzy sphere. There one identified $`\stackrel{~}{𝐚}^{}`$ and $`\stackrel{~}{𝐚}`$ with the fuzzy analogues of stereographic coordinates. Something similar can be done for the quantum sphere, since analogues of stereographic coordinates also exist for $`S_q^2`$.  This construction, however, only works when (53) is satisfied. Then one can parametrize the matrix $`X`$ according to

$$X=\left(\begin{array}{cc}q(1[2]\eta )& q^1[2]𝐳\eta \\ q^1[2]\eta \overline{𝐳}& q^1([2]\eta 1)\end{array}\right),$$
(55)
where $`\overline{𝐳}=𝐳^{}`$, and we assume that the operator $`1+\overline{𝐳}𝐳`$ is nonsingular, with

$$\eta ^1=1+\overline{𝐳}𝐳=q^2(1+𝐳\overline{𝐳}),$$
(56)
which gives the commutation relations for $`𝐳`$ and $`\overline{𝐳}`$. From these relations one can verify i-iii). Now identify: $`\stackrel{~}{𝐚}=𝐳`$ , $`\stackrel{~}{𝐚}^{}=\overline{𝐳}`$ and $`F(𝐳\overline{𝐳})=q^1\mu \eta ^1`$, where we used (53). To write the deformed coherent states one introduces a map from a pair of standard (or undeformed) creation and annihilation operators, $`𝐚^{}`$ and $`𝐚`$, satisfying

$$[𝐚,𝐚^{}]=\mathrm{\hspace{0.33em}1},$$
(57)
to $`\stackrel{~}{𝐚}^{}`$ and $`\stackrel{~}{𝐚}`$. The map can be expressed as

$$\stackrel{~}{𝐚}=f(𝐧+1)𝐚,$$
(58)
$`𝐧`$ being the number operator $`𝐧=𝐚^{}𝐚`$, having eigenvalues $`n=0,1,2,\mathrm{}`$ . The function $`f`$ is determined from $`F`$. We get

$$|f(n)|^2=q^{2n+1}\mu \frac{[n]}{n},n>0.$$
(59)
For $`n=0`$ we can take the limiting value $`|f(0)|^2=2\mathrm{ln}q`$ . For the right hand side of (59) to be positive we must restrict $`q<1`$. We note that the undeformed creation and annihilation operators are not recovered in the commutative limit, i.e. $`q1`$, and further $`f`$ is ill-defined in the limit. The Hilbert space $`𝙷`$ can now be defined as being spanned by the eigenstates $`|n>`$, $`n=0,1,2,\mathrm{}`$, of $`𝐧`$ with scalar product $`<n|m>=\delta _{n,m}`$. (Actually, we want two copies of $`𝙷`$ for the spinors.) Alternatively, one can use the overcomplete coherent state basis: ,

$`|\zeta >`$ $`=`$ $`N(|\zeta |^2)^{\frac{1}{2}}\mathrm{exp}\{\zeta f(𝐧)^1𝐚^{}\}f(𝐧)^1|0>`$ (60)
$`=`$ $`N(|\zeta |^2)^{\frac{1}{2}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\zeta ^n}{\sqrt{n!}[f(n)]!}}|n>,`$ (62)
where $`[f(n)]!=f(n)f(n1)\mathrm{}f(0)`$, which diagonalize $`\stackrel{~}{𝐚}`$. Requiring $`|\zeta >`$ to be of unit norm fixes $`N(|\zeta |^2)`$,

$$N(x)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{x^n}{n!([f(n)]!)^2}.$$
(63)
As with the standard coherent states, the states (62) are not orthonormal, but instead satisfy

$$<\eta |\zeta >=N(|\eta |^2)^{\frac{1}{2}}N(|\zeta |^2)^{\frac{1}{2}}N(\overline{\eta }\zeta )$$
(64)
(Alternatively, a construction of finite dimensional Hilbert spaces exists for certain discrete values of $`\mu `$ .)

From the above, we conclude that when (53), along with $`q<1`$, are satisfied there is an infinite dimensional Hilbert space which should allow for a construction of a differential calculus on $`S_q^2`$ following Connes. We recall that the condition (53) was previously found to be necessary for writing down a differential calculus on $`S_q^2`$ in a very different approach.  The differential calculus of  was obtained by demanding invariance of the exterior derivative $`d`$ under $`SU_q(2)`$. The corresponding algebra of one forms is easily expressed in terms of $`𝐳`$ and $`\overline{𝐳}`$ and their exterior derivatives:

$$𝐳d𝐳=q^2d\mathrm{𝐳𝐳},𝐳d\overline{𝐳}=q^2d\overline{𝐳}𝐳$$

$$\overline{𝐳}d𝐳=q^2d𝐳\overline{𝐳},\overline{𝐳}d\overline{𝐳}=q^2d\overline{𝐳}\overline{𝐳}$$

$$d𝐳d\overline{𝐳}=q^2d\overline{𝐳}d𝐳,(d𝐳)^2=(d\overline{𝐳})^2=0$$
(65)
We, on the other hand, do not recover these formulae upon representing $`d𝐳`$ and $`d\overline{𝐳}`$ with $`[D,𝐳]`$ and $`[D,\overline{𝐳}]`$, respectively, following Connes. This cannot be surprising since our Dirac operator is only covariant and therefore, in contrast to , will not lead to an invariant exterior derivative. (From the Dirac operator of  one does recover the Podles differential calculus (65), however, that Dirac operator does not have simple transformation properties under $`SU_q(2)`$.)

Although our exterior derivative is not invariant, it should nevertheless be useful for writing invariant field theories. For example, if $`\varphi 𝒜`$ represents a scalar field on $`S_q^2`$, we can construct the following quadratic invariant

$$\mathrm{Tr}_q[D,\varphi ][D,\varphi ],$$
(66)
since $`\mathrm{Tr}_qT𝙼T^1=\mathrm{Tr}_q𝙼`$ for any $`𝙼𝒜\times M^2`$. For fields belonging to nontrivial representations of $`SU_q(2)`$ additional deformed traces can be taken. In order to be useful in constructing actions, we will also have to take a trace in the Hilbert space, which will require clarification. More exciting is the possibility that $`q`$ can be made into a dynamical quantity, thereby introducing dynamics in the underlying noncommuting manifold, and possibly allowing for quantum fluctuations about fuzzy spheres.

Acknowledgement

This work was supported by the joint NSF-CONACyT grant E120.0462/2000, and in part by the U.S. Department of Energy under contract number DE-FG05-84ER40141.


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# The supersymmetric technique for random-matrix ensembles with zero eigenvalues

## 1 Spectral density in random-matrix ensembles with zero levels

In this section I review the results for the average spectral density in the vicinity of the zero eigenvalue. All these results are known and were previously derived by other methods. The reader may use this section as a quick reference.

In what follows we consider zero-curvature random-matrix ensembles and treat them as quantum-mechanical Hamiltonians. Accordingly we use quantum-mechanical terminology such as “energy levels”, “inter-level spacing”, etc.

In an ensemble of random matrices of size $`N`$, with a fixed dispersion of matrix elements, the inter-level spacing in the middle of the spectrum scales as $`N^{1/2}`$ for large $`N`$. If we measure the energy $`E`$ in the units of this inter-level spacing $`\mathrm{\Delta }`$, the correlation functions in the vicinity of zero energy (middle of the spectrum) have a finite and universal limit as $`N\mathrm{}`$. In this paper I am interested in the average density of states $`\rho (x)`$ as a function of dimensionless energy $`x=E/\mathrm{\Delta }`$. This function gives the average number of energy levels in any interval $`[a;b]`$:

$$n_{[a;b]}=_a^b\rho (x)𝑑x$$
(2)
(In the case of symplectic ensembles $`D`$III and $`C`$II, all energy levels are doubly degenerate, and for counting purposes every degenerate pair of states will be counted as a single level). The function $`\rho (x)`$ is symmetric $`\rho (x)=\rho (x)`$ and has the normalization $`lim_x\mathrm{}\rho (x)=1`$. For an ensemble with $`m`$ zero levels, $`\rho (x)`$ has a $`\delta `$-functional contribution at $`x=0`$: $`\rho (x)=m\delta (x)+\stackrel{~}{\rho }(x)`$, where $`\stackrel{~}{\rho }(x)`$ is continuous at $`x=0`$.

The results for the average density of states $`\rho (x)`$ in the ensembles studied in this paper are the following (defining $`y=2\pi |x|`$, $`m`$ is the number of zero levels in the chiral ensembles).

Class $`D`$:

$$1+\frac{\mathrm{sin}y}{y}$$
(3)
Class $`B`$:

$$1\frac{\mathrm{sin}y}{y}+\delta (x)$$
(4)
Class $`D`$III-even:

$$\frac{\pi }{2}y\left[J_1^{}(y)J_0(y)+J_1^2(y)\right]+\frac{\pi }{2}J_1(y)$$
(5)
Class $`D`$III-odd:

$$\frac{\pi }{2}y\left[J_1^{}(y)J_0(y)+J_1^2(y)\right]\frac{\pi }{2}J_1(y)+\delta (x)$$
(6)
Class $`A`$III (chiral unitary):

$$\frac{\pi }{4}y\left[J_m^2(\frac{y}{2})J_{m1}(\frac{y}{2})J_{m+1}(\frac{y}{2})\right]+m\delta (x)$$
(7)
Class $`BD`$I (chiral orthogonal):

$$\frac{\pi }{2}\left(\frac{y}{2}\left[J_m^2(\frac{y}{2})J_{m1}(\frac{y}{2})J_{m+1}(\frac{y}{2})\right]+J_m(\frac{y}{2})R_m(\frac{y}{2})\right)+m\delta (x)$$
(8)
Class $`C`$II (chiral symplectic):

$$\frac{\pi }{2}\left(y\left[J_{2m}^2(y)J_{2m1}(y)J_{2m+1}(y)\right]J_{2m}(y)\stackrel{~}{R}_{2m}(y)\right)+m\delta (x)$$
(9)
where the functions $`R_n`$ and $`\stackrel{~}{R}_n`$ are defined as:

$$\stackrel{~}{R}_n(z)=1R_n(z)=_0^zJ_n(z^{})𝑑z^{}.$$
(10)
These results were previously derived by other methods. The results (3) and (4) are presented in the book of Mehta . They are also straightforward to obtain from mapping of level statistics onto free fermions. A supersymmetric approach to classes $`B`$ and $`D`$ was developed in Ref. . The result (5) was found by Nagao and Slevin  and by Altland and Zirnbauer  (contrary to their claim, their result is identical to the result of Nagao and Slevin after some algebraic manipulations with Bessel functions). The result (7) was obtained in the works of Verbaarschot and Zahed , Nagao and Slevin , and Forrester . Also, a supersymmetric calculation of (7) at $`m=0`$ was reported in , and then at arbitrary $`m`$ in . To make this paper self-contained, I repeat the derivation of Ref.  in the corresponding section. The particular case of the formula (8) at $`m=1`$ can be found in . The case of arbitrary $`m`$ was treated in  and . The latter work also contains the answer for the ensemble $`C`$II. The results of  and  are presented in the form of complicated integrals. The simple formulas (8) and (9) were later reported in Refs. .

The average spectral densities (3)–(9) are plotted in Fig. 1.

## 2 Remarks about notation, supergroups and superspaces

In this section I explain some notational conventions used in the subsequent sections. The calculations involve supermatrices acting in a superspace which has the structure $`^2^2`$ or $`^2^2^2`$, depending on the symmetry class. One of the $`^2`$ factors refers to the Fermi–Bose (FB) sectors and defines the supersymmetric grading. The one or two remaining $`^2`$ factors are either produced by additionally doubling the dimension to take into account the symmetries of the random-matrix ensemble (in classes $`B`$$`D`$, $`D`$III, and $`BD`$I) or are originally present in the matrix structure in the random-matrix ensemble (in class $`D`$III and in the three chiral classes). These $`^2`$ will be labeled to as “particle-hole” (PH) or “1-2” sectors, without stressing the physical meaning of this terminology. In supermatrices, the FB sectors will be graphically divided by solid lines \[see, for example, eq. (12)\], with the BB sector in the upper left corner, and the FF sector in the lower right corner. When the matrices also act in the PH or 1-2 spaces, in order to avoid confusion, these spaces will be explicitly mentioned as a subscript, from the outermost division to the innermost subdivision \[see, for example, eqs. (58)–(60)\]. The empty spaces in matrices denote zeroes.

The supergroups $`\mathrm{GL}(n|m)`$ and $`\mathrm{OSp}(n|2m)`$ appearing in our supersymmetric constructions are defined as follows. The complex supergroup $`\mathrm{GL}(n|m)`$ consists of all invertible supermatrices of dimension $`n+m`$. The complex supergroup $`\mathrm{OSp}(n|2m)`$ is the subgroup of $`\mathrm{GL}(n|2m)`$ obeying the relation

$$g^1=\gamma g^T\gamma ^1,$$
(11)
where

$$\gamma =\left(\begin{array}{ccc}1_n& & \\ & & \\ & 0& 1_m\\ & 1_m& 0\end{array}\right).$$
(12)
Its support is the direct product of $`\mathrm{O}(n)`$ and $`\mathrm{Sp}(m)`$. More details about these supergroups may be found in Refs. . The reader may also refer to Ref.  for conventions regarding manipulations with supermatrices. The Lie superalgebras of $`\mathrm{OSp}(n|2m)`$ and $`\mathrm{GL}(n|m)`$ are denoted as $`\mathrm{osp}(n|2m)`$ and $`\mathrm{gl}(n|m)`$.

To distinguish between fermionic and bosonic sectors \[which is important when performing integration, either compact or non-compact, see below\], we shall reserve the notation $`\mathrm{OSp}(n|2m)`$ for the supergroup with $`\mathrm{O}(n)`$ in the bosonic and $`\mathrm{Sp}(m)`$ in the fermionic sector. The same supergroup with $`\mathrm{O}(n)`$ in the fermionic and $`\mathrm{Sp}(m)`$ in the bosonic sector we denote as $`\mathrm{SpO}(n|2m)`$. Also, we use the notation $`\mathrm{SpSO}(n|2m)`$ for the connected component of $`\mathrm{SpO}(n|2m)`$ \[with the unit superdeterminant\].

The notation $`\mathrm{Sp}(m)`$ in this paper refers to the symplectic group of $`2m\times 2m`$ matrices. This notation agrees with Refs. , but differs from Ref. where the same group is denoted $`\mathrm{Sp}(2m)`$.

## 3 Classes $`B`$ and $`D`$

In this section we use the supersymmetric technique to compute the density of states for the so($`N`$) random matrices (class $`D`$ for even $`N`$, class $`B`$ for odd $`N`$). This is the simplest of the five examples considered in this paper, and we describe it in more detail to demonstrate the technique of the calculation. The calculation follows the prescription described in detail by Zirnbauer .

The random-matrix ensembles $`B`$$`D`$ is unitary (with $`\beta =2`$). The supermatrix $`Q`$ used in the calculation of the average density of states has dimension $`2+2`$ (2 bosonic and 2 fermionic dimensions), is parameterized by $`4+4`$ independent variables and is an element of osp($`2|2`$) Lie superalgebra. The saddle-point manifold has dimension $`2+2`$, and thus the density of states in the large-$`N`$ limit is computed as an integral over two commuting and two Grassmann variables.

The random-matrix ensemble $`B`$$`D`$ consists of purely imaginary antisymmetric matrices $`H`$:

$$H_{ab}=H_{ba}^{}=H_{ba},a,b=1,\mathrm{},N.$$
(13)
The matrix elements have independent Gaussian distributions:

$$dP(H)\underset{a>b}{}\mathrm{exp}\left(\frac{|H_{ab}|^2}{2v^2}\right)dH_{ab},$$
(14)
so that the averages of any number of matrix elements are given by the Wick rule together with the pair average

$$H_{ab}H_{a^{}b^{}}=v^2(\delta _{ab^{}}\delta _{ba^{}}\delta _{aa^{}}\delta _{bb^{}}).$$
(15)
From the calculation below we shall see that the energy unit defined as

$$\mathrm{\Delta }=\frac{\pi v}{\sqrt{N}}$$
(16)
plays the role of the average level spacing near zero energy.

The average density of states can be found by differentiating the generating function

$$Z(\omega _B,\omega _F)=𝑑P(H)\frac{det(H\omega _F\mathrm{\Delta })}{det(H\omega _B\mathrm{\Delta })},$$
(17)
where the integration is performed over the ensemble of random matrices $`H`$; $`\omega _B`$ and $`\omega _F`$ are auxiliary variables (complex numbers). We included the energy scale $`\mathrm{\Delta }`$ in the definition (17) to make $`\omega _B`$ and $`\omega _F`$ dimensionless.

The ensembles considered in this paper have an $`EE`$ symmetry, which leads to the symmetry of the generating function:

$$Z(\omega _B,\omega _F)=Z(\omega _B,\omega _F)=(1)^mZ(\omega _B,\omega _F),$$
(18)
where $`m`$ is the number of zero levels. In the supersymmetric calculation below we neglect the overall sign of $`Z(\omega _B,\omega _F)`$, but restore it at the end of the calculation from the condition $`Z(\omega ,\omega )=1`$ and from positiveness of the density of states.

The two determinants in (17) may be written as Gaussian integrals over bosonic and fermionic variables (auxiliary fields). Introducing the $`(N+N)`$-component supervector $`\psi _a=(\psi _{Ba},\psi _{Fa}),a=1,\mathrm{},N`$, and performing the integration over $`dP(H)`$, we arrive at the partition function for interacting superfields \[the common energy scale $`v`$ drops out already at this step, thanks to our including $`\mathrm{\Delta }`$ in (17)\]:

$$Z(\omega _B,\omega _F)=D(\psi ^{},\psi )\mathrm{exp}\left(\frac{i\pi \omega _\mu }{\sqrt{N}}\psi _{\mu a}^{}\psi _{\mu a}\frac{1}{2}\left[(\psi _{\mu a}^{}\psi _{\mu b})(\psi _{\nu b}^{}\psi _{\nu a})(\psi _{\mu a}^{}\psi _{\mu b})(\psi _{\nu a}^{}\psi _{\nu b})\right]\right),$$
(19)
where $`\mu `$, $`\nu `$ are fermion-boson indices. In the integral, the Grassmann components in $`\psi `$ and $`\psi ^{}`$ are treated as independent variables (total $`2N`$ Grassmann variables). The integral over bosonic components of $`\psi `$ and $`\psi ^{}`$ is taken over the $`2N`$-dimensional real submanifold $`(\psi ^{})_{Ba}=(\psi _{Ba})^{}`$.

To decouple the interaction with the $`Q`$-matrix, it is necessary to double the dimension of vector $`\psi `$. Combine the old superfields $`\psi _{\mu a}`$ into the new ones:

$$\mathrm{\Psi }_a=\left(\begin{array}{c}\psi _B\\ \psi _B^{}\\ \psi _F\\ \psi _F^{}\end{array}\right)_a,\overline{\mathrm{\Psi }}_a=\left(\begin{array}{c}\psi _B^{}\\ \psi _B\\ \psi _F^{}\\ \psi _F\end{array}\right)_a^T,$$
(20)
so that

$$\overline{\mathrm{\Psi }}=(\gamma \mathrm{\Psi })^T,$$
(21)
where

$$\gamma =\left(\begin{array}{cccc}0& 1& & \\ 1& 0& & \\ & & & \\ & & 0& 1\\ & & 1& 0\end{array}\right).$$
(22)
In terms of the supervectors $`\mathrm{\Psi }`$ and $`\overline{\mathrm{\Psi }}`$, the partition function may be rewritten as

$$Z(\omega _B,\omega _F)=D\mathrm{\Psi }\mathrm{exp}\left(\frac{1}{2}\mathrm{STr}\left[\frac{i\pi }{\sqrt{N}}\mathrm{\Psi }_a\overline{\mathrm{\Psi }}_a\widehat{\omega }+\frac{1}{2}(\mathrm{\Psi }_a\overline{\mathrm{\Psi }}_a)^2\right]\right),$$
(23)
where

$$\widehat{\omega }=\left(\begin{array}{cc}\omega _B& \\ & \\ & \omega _F\end{array}\right)\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)$$
(24)
(With this definition of $`\widehat{\omega }`$ we in fact change the sign of $`\omega _F`$, which may result in the change of sign of $`Z(\omega _B,\omega _F)`$, according to (18). We shall not control the overall sign of $`Z(\omega _B,\omega _F)`$, but restore the correct sign at the end of the calculation.)

The matrix $`(\mathrm{\Psi }_a\overline{\mathrm{\Psi }}_a)`$ has the explicit form

$$\mathrm{\Psi }_a\overline{\mathrm{\Psi }}_a=\left(\begin{array}{cccc}Q_B& X& \sigma & \rho \\ \overline{X}& Q_B& \overline{\rho }& \overline{\sigma }\\ & & & \\ \overline{\sigma }& \rho & Q_F& 0\\ \overline{\rho }& \sigma & 0& Q_F\end{array}\right).$$
(25)
This is also the form of the supermatrix $`Q`$ used to decouple the interaction via Hubbard-Stratonovich transformation:

$$Z(\omega _B,\omega _F)=DQD\mathrm{\Psi }\mathrm{exp}\left(\frac{1}{2}\mathrm{STr}\left[\frac{N}{2}Q^2+i\sqrt{N}(Q\frac{\pi }{N}\widehat{\omega })\mathrm{\Psi }_a\overline{\mathrm{\Psi }}_a\right]\right).$$
(26)
The integration is performed in the space of matrices $`Q`$ of the form (25) which is equivalent to the linear constraint

$$\gamma Q\gamma ^1=Q^T.$$
(27)
More precisely, the integral is taken along the real subspace in the complex space (27) where $`Q_B`$ is real, $`Q_F`$ is purely imaginary, and $`\overline{X}=X^{}`$ (for convergence of the integral).

After integrating in $`\mathrm{\Psi }`$, we arrive at

$$Z(\omega _B,\omega _F)=DQ\left[\mathrm{SDet}(Q\frac{\pi }{N}\widehat{\omega })\right]^{N/2}\mathrm{exp}\left(\frac{N}{2}\mathrm{STr}\frac{Q^2}{2}\right).$$
(28)
Since we are interested in small energy scales (of the order of several level spacings from zero), we can expand the action to terms linear in $`\omega `$ and obtain

$$Z(\omega _B,\omega _F)=DQ\mathrm{exp}\left(\frac{N}{2}\mathrm{STr}\left[\frac{Q^2}{2}+\mathrm{ln}Q\right]+\mathrm{STr}\frac{\pi }{2}\widehat{\omega }Q^1\right).$$
(29)
At large $`N`$, the integral is determined by the saddle points of the action

$$S_0(Q)=\mathrm{STr}\left(\frac{Q^2}{2}+\mathrm{ln}Q\right).$$
(30)
By varying the action, the equation of the saddle-point manifold is

$$Q^2=1.$$
(31)
By deforming the integration contour onto the saddle-point manifold, the integral reduces to

$$Z(\omega _B,\omega _F)=_\mathrm{\Gamma }DQ\mathrm{exp}\left(\frac{N}{2}S_0(Q)\mathrm{STr}\frac{\pi }{2}\widehat{\omega }Q\right)$$
(32)
(the transversal directions do not contribute to the integral because of the supersymmetry).

The contour of integration $`\mathrm{\Gamma }`$ on the saddle-point manifold should be determined from the condition that the original contour of integration can be deformed onto it without making integrals divergent (see also discussion of this procedure in ). For the convergence of the integral (19) over the bosonic components of $`\psi `$ and $`\psi ^{}`$, the energy $`\omega _B`$ must have an infinitesimal imaginary part $`\mathrm{Im}\omega _B<0`$. Then, for the convergence of the integral (32), the matrix $`Q`$ must satisfy $`\mathrm{Im}Q_B>0`$ at infinity on the contour $`\mathrm{\Gamma }`$ \[$`Q_B`$ is the bosonic diagonal element, as shown in (25)\]. Besides, the contour $`\mathrm{\Gamma }`$ must be compact in the fermionic and non-compact in the bosonic sector (see, e.g., ). It is shown in  that $`\mathrm{\Gamma }`$ is the Riemannian symmetric superspace SpO($`2|2`$)/GL($`1|1`$) (class $`C`$I$`|D`$III).

The key observation, important for taking into account the parity of $`N`$, is that the saddle-point manifold $`\mathrm{\Gamma }`$ consists of two connected components, which are the images of the two components of the symmetry group SpO($`2|2`$) acting on $`\mathrm{\Gamma }`$. This symmetry group acts on $`Q`$ by conjugation: $`QUQU^1`$. Explicitly, the two connected pieces of $`\mathrm{\Gamma }`$ may be obtained by rotating by the connected component of the symmetry group SpSO($`2|2`$) the two representative matrices

$$Q_1=\left(\begin{array}{cccc}i& & & \\ & i& & \\ & & & \\ & & i& \\ & & & i\end{array}\right),Q_2=\left(\begin{array}{cccc}i& & & \\ & i& & \\ & & & \\ & & i& \\ & & & i\end{array}\right).$$
(33)
The action (30) is invariant with respect to SpSO($`2|2`$), but acquires an additional shift by $`2\pi i`$ between the two connected components of the saddle-point manifold.

It is this property of the supersymmetric action that allows to distinguish between odd and even $`N`$ in the large-$`N`$ limit: in the even-$`N`$ case (class $`D`$, no zero levels), the contributions from the two pieces of the saddle-point manifold come with equal signs, and in the odd-$`N`$ case (class $`B`$, one zero level) — with opposite signs:

$$Z(\omega _B,\omega _F)=Z_1(\omega _B,\omega _F)+(1)^NZ_2(\omega _B,\omega _F).$$
(34)
The average spectral density $`\rho (\omega )`$ may be found as

$$\rho (\omega )=\frac{1}{\pi }\mathrm{Im}\frac{Z(\omega _B,\omega _F)}{\omega _B}|_{\omega _B=\omega _F=\omega i0}=\frac{1}{\pi }\mathrm{Im}\frac{Z(\omega _B,\omega _F)}{\omega _F}|_{\omega _B=\omega _F=\omega i0}.$$
(35)
To take the integral over $`\mathrm{\Gamma }`$, we need to parameterize the integration contour: in this section, the parameterization involves the two commuting parameters $`x`$,$`\varphi `$ and the two anticommuting $`\xi `$ and $`\overline{\xi }`$ (we never use complex conjugation of anticommuting variables in this paper, and so $`\xi `$ and $`\overline{\xi }`$ should be treated as independent variables). The expressions for $`\rho (\omega )`$ in coordinates takes the form:

$$\rho (\omega )=\mathrm{Im}DQQ_F\mathrm{exp}\left[\pi \omega (Q_BQ_F)\right],$$
(36)
where $`Q_B(x,\varphi ,\xi ,\overline{\xi })`$ and $`Q_F(x,\varphi ,\xi ,\overline{\xi })`$ are diagonal matrix elements of $`Q`$ in a particular parameterization, and the measure of integration $`DQ`$ is

$$DQ=\frac{1}{2\pi }J(x,\varphi ,\xi ,\overline{\xi })dxd\varphi d\xi d\overline{\xi }.$$
(37)
The Jacobian $`J(x,\varphi ,\xi ,\overline{\xi })`$ may be found from expressing the invariant metric $`\mathrm{STr}(dQ)^2`$ in coordinates

$$\mathrm{STr}(dQ)^2=g^{ij}dx_idx_j$$
(38)
and taking its superdeterminant

$$J(\{x_i\})=(\mathrm{SDet}g^{ij})^{1/2}.$$
(39)
In parameterizing the saddle-point manifold we use the usual trick of splitting the rotation of the supermatrix $`Q_i`$ into the two rotations by even and odd generators of the supergroup . Namely, we parameterize

$$Q=U_\xi Q_zU_\xi ^1,$$
(40)
where $`Q_z`$ is obtained from $`Q_1`$ or $`Q_2`$ by even rotations parameterized by $`x`$ and $`\varphi `$ (and without mixing between boson-bosonic and fermion-fermionic blocks), and

$$U_\xi =\mathrm{exp}(A),$$
(41)
where $`A`$ is an odd infinitesimal rotation linear in $`\xi `$ and $`\overline{\xi }`$.

Supersymmetric calculations of this sort often lead to singularities in superintegrals which need to be resolved by properly taking into account boundary terms (see e.g. ). In this paper I avoid such singularities by an appropriate choice of parameterization of the odd rotation $`U_\xi `$.

We shall also employ the symmetry relating the two components of the saddle-point manifold. Namely, conjugation by the matrix

$$T=\left(\begin{array}{cccc}1& 0& & \\ 0& 1& & \\ & & & \\ & & 0& 1\\ & & 1& 0\end{array}\right)$$
(42)
transforms $`Q_1`$ into $`Q_2`$ ($`Q_2=T^1Q_1T`$) and the two components of the saddle-point manifold into each other.

Thus we first parameterize the component generated by $`Q_1`$, and then the parameterization of the other component may be obtained by applying the operator $`T`$.

The even rotations of $`Q_1`$ may be parameterized as

$$Q_z=i\left(\begin{array}{cccc}\mathrm{cosh}x& e^{i\varphi }\mathrm{sinh}x& & \\ e^{i\varphi }\mathrm{sinh}x& \mathrm{cosh}x& & \\ & & & \\ & & 1& 0\\ & & 0& 1\end{array}\right)$$
(43)
(with $`x[0;+\mathrm{})`$, $`\varphi [0;2\pi ]`$).

The symmetry (27) of the matrix $`Q`$ imposes a similar symmetry constraint on the matrix $`A`$ in (41). The latter constraint admits four independent parameters in the boson-fermion and fermion-boson sectors of $`A`$. However, when acting on $`Q_z`$, only two of them are independent. At this stage we have a freedom of choosing two of the four infinitesimal rotations for our parameterization. The final result does not depend on our choice (provided the Jacobian (39) is non-degenerate), but a good choice of parameterization may considerably simplify the calculation.

We choose

$$A=\left(\begin{array}{cccc}& & \xi & 0\\ & & 0& \overline{\xi }\\ & & & \\ \overline{\xi }& 0& & \text{}\\ 0& \xi & & \end{array}\right)$$
(44)
which leads to

$$U_\xi =\left(\begin{array}{cccc}1\frac{1}{2}\overline{\xi }\xi & 0& \xi & 0\\ 0& 1\frac{1}{2}\overline{\xi }\xi & 0& \overline{\xi }\text{}\\ & & & \\ \overline{\xi }& 0& 1+\frac{1}{2}\overline{\xi }\xi & 0\text{}\\ 0& \xi & 0& 1+\frac{1}{2}\overline{\xi }\xi \end{array}\right).$$
(45)
The Jacobian calculation may be simplified using the simple algebraic identity

$$ds^2=\frac{1}{2}\mathrm{STr}(dQ)^2=\frac{1}{2}\mathrm{STr}(dQ_z)^2+\frac{1}{2}\mathrm{STr}[Q_z,\delta U_\xi ]^2+\mathrm{STr}(\delta U_\xi [Q_z,dQ_z]),$$
(46)
where $`\delta U_\xi =U_\xi ^1dU_\xi `$.

After some calculation, we find for the parameterization chosen

$$ds^2=dx^2+\mathrm{sinh}^2xd\varphi ^2[4(\mathrm{cosh}x+1)+2\mathrm{sinh}^2x\overline{\xi }\xi ]d\overline{\xi }d\xi +2i\mathrm{sinh}^2x(\overline{\xi }d\xi +\xi d\overline{\xi })d\varphi $$
(47)
and

$$J(x,\varphi ,\xi ,\overline{\xi })=\frac{1}{2}\mathrm{tanh}\frac{x}{2}.$$
(48)
Also, by a direct calculation,

$`Q_{B1}`$ $`=`$ $`i[\mathrm{cosh}x(\mathrm{cosh}x+1)\overline{\xi }\xi ],`$
$`Q_{F1}`$ $`=`$ $`i[1+(\mathrm{cosh}x+1)\overline{\xi }\xi ].`$ (49)
Using the operator $`T`$ to relate the two connected components of the saddle-point manifold, we find for the second component

$`Q_{B2}`$ $`=`$ $`Q_{B1},`$
$`Q_{F2}`$ $`=`$ $`Q_{F1},`$ (50)
and the Jacobian obviously remains the same (48).

As a consistency check, one may verify that

$$Z_\pm (\omega ,\omega )=\frac{1}{2\pi }J(x,\varphi ,\xi ,\overline{\xi })𝑑x𝑑\varphi 𝑑\overline{\xi }𝑑\xi \left(\mathrm{exp}\left[\pi \omega (Q_{B1}Q_{F1})\right]\pm \mathrm{exp}\left[\pi \omega (Q_{B1}+Q_{F1})\right]\right)=1$$
(51)
(up to a sign).

Now the calculation of the integral (36) is easily done:

$`\rho _1(\omega )`$ $`=`$ $`\mathrm{Re}{\displaystyle _0^{\mathrm{}}}dx{\displaystyle _0^{2\pi }}d\varphi {\displaystyle }d\overline{\xi }d\xi {\displaystyle \frac{1}{4\pi }}\mathrm{tanh}{\displaystyle \frac{x}{2}}[1+(\mathrm{cosh}x+1)\overline{\xi }\xi ]\times `$ (52)
$`\times \mathrm{exp}(i\pi \omega [(\mathrm{cosh}x1)2(\mathrm{cosh}x+1)\overline{\xi }\xi ])={\displaystyle \frac{1}{2}}\delta (x)+1,`$
$`\rho _2(\omega )`$ $`=`$ $`\mathrm{Re}{\displaystyle _0^{\mathrm{}}}dx{\displaystyle _0^{2\pi }}d\varphi {\displaystyle }d\overline{\xi }d\xi {\displaystyle \frac{1}{4\pi }}\mathrm{tanh}{\displaystyle \frac{x}{2}}[1+(\mathrm{cosh}x+1)\overline{\xi }\xi ]\times `$ (53)
$`\times \mathrm{exp}(i\pi \omega [\mathrm{cosh}x+1])={\displaystyle \frac{1}{2}}\delta (x){\displaystyle \frac{\mathrm{sin}(2\pi \omega )}{2\pi \omega }}.`$
\[all the calculations are performed up to an overall sign\]. The $`\delta `$-function terms are obtained from imaginary $`1/i\omega `$ terms by shifting $`\omega `$ to the lower half-plane $`\omega \omega i0`$.

Combining these results with proper signs, we arrive at the final expressions (3) and (4). The asymptotic value $`\rho (\omega \mathrm{})=1`$ proves that $`\mathrm{\Delta }`$ given by (16) is indeed the average level spacing.

Note that $`\rho _1(\omega )`$ appeared in Ref.  as the spectral density in class $`BD`$ (which is the average of $`B`$ and $`D`$).

## 4 Classes $`D`$III-even and $`D`$III-odd

For classes $`D`$III-even and $`D`$III-odd, the calculation is similar to that of the previous section. The saddle-point manifold again consists of two connected components, and taking their contributions with different signs distinguishes between odd and even matrix dimension.

The ensembles $`D`$III-even and $`D`$III-odd are symplectic (have $`\beta =4`$). In the calculation of the average spectral density in these ensembles, the matrix $`Q`$ has dimension 4+4 and belongs to a (8+8)-dimensional linear space. The saddle-point manifold is (4+4)-dimensional.

The ensembles $`D`$III are defined as consisting of $`2N\times 2N`$ matrices

$$H=i\left(\begin{array}{cc}H_1& H_2\\ H_2& H_1\end{array}\right),$$
(54)
where $`H_1`$ and $`H_2`$ are real $`N\times N`$ antisymmetric matrices ($`H_1^T=H_1`$, $`H_2^T=H_2`$). Depending on whether $`N`$ is even or odd, this defines the ensemble $`D`$III-even or $`D`$III-odd, respectively. The matrix elements of $`H_1`$ and $`H_2`$ are assumed to be distributed independently with a Gaussian distribution, and produce the following pair correlation function for the matrix elements of $`H`$:

$$H_{ai,bj}H_{a^{}i^{},b^{}j^{}}=v^2\left(\delta _{ii^{}}\delta _{jj^{}}(1)^{i+j}\overline{\delta }_{ii^{}}\overline{\delta }_{jj^{}}\right)\left(\delta _{ab^{}}\delta _{ba^{}}\delta _{aa^{}}\delta _{bb^{}}\right),$$
(55)
where the indices $`i`$, $`j`$ take values 1 or 2 and distinguish between the two $`N`$-dimensional sectors in the $`2N`$-dimensional linear space, and $`\overline{\delta }=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$ in this “1-2” space.

We express energy in the units

$$\mathrm{\Delta }=\frac{\sqrt{2}\pi v}{\sqrt{N}}$$
(56)
(as the result of the calculation, this is the average level spacing).

The space of $`\mathrm{\Psi }`$-vectors needs to be doubled. Instead of a single vector $`\mathrm{\Psi }_a`$ we introduce a pair of vectors $`\mathrm{\Psi }_{1a}`$ and $`\mathrm{\Psi }_{2a}`$ (here $`a`$ takes values $`1,\mathrm{},N`$):

$$\mathrm{\Psi }_{1a}=\left(\begin{array}{c}\psi _{1B}\\ \psi _{2B}\\ \psi _{1B}^{}\\ \psi _{2B}^{}\\ \psi _{1F}\\ \psi _{2F}\\ \psi _{1F}^{}\\ \psi _{2F}^{}\end{array}\right)_a,\mathrm{\Psi }_{2a}=\left(\begin{array}{c}\psi _{2B}\\ \psi _{1B}\\ \psi _{2B}^{}\\ \psi _{1B}^{}\\ \psi _{2F}\\ \psi _{1F}\\ \psi _{2F}^{}\\ \psi _{1F}^{}\end{array}\right)_a,\overline{\mathrm{\Psi }}_{1a}=\left(\begin{array}{c}\psi _{1B}^{}\\ \psi _{2B}^{}\\ \psi _{1B}\\ \psi _{2B}\\ \psi _{1F}^{}\\ \psi _{2F}^{}\\ \psi _{1F}\\ \psi _{2F}\end{array}\right)_a^T,\overline{\mathrm{\Psi }}_{2a}=\left(\begin{array}{c}\psi _{2B}^{}\\ \psi _{1B}^{}\\ \psi _{2B}\\ \psi _{1B}\\ \psi _{2F}^{}\\ \psi _{1F}^{}\\ \psi _{2F}\\ \psi _{1F}\end{array}\right)_a^T.$$
(57)
The two sets of vectors $`\mathrm{\Psi }`$, $`\overline{\mathrm{\Psi }}`$ are necessary to reproduce the four terms in the interaction induced by (55).

The corresponding supermatrix $`Q`$ has the form

$$Q=\left(\begin{array}{cccccccc}Q_B& X_B& Y_B& 0& \overline{\sigma }_1& \overline{\sigma }_2& \rho _1& \rho _2\\ X_B& Q_B& 0& Y_B& \overline{\sigma }_2& \overline{\sigma }_1& \rho _2& \rho _1\\ \overline{Y}_B& 0& Q_B& X_B& \overline{\rho }_1& \overline{\rho }_2& \sigma _1& \sigma _2\\ 0& \overline{Y}_B& X_B& Q_B& \overline{\rho }_2& \overline{\rho }_1& \sigma _2& \sigma _1\\ & & & & & & & \\ \sigma _1& \sigma _2& \rho _1& \rho _2& Q_F& X_F& 0& Y_F\text{}\\ \sigma _2& \sigma _1& \rho _2& \rho _1& X_F& Q_F& Y_F& 0\\ \overline{\rho }_1& \overline{\rho }_2& \overline{\sigma }_1& \overline{\sigma }_2& 0& \overline{Y}_F& Q_F& X_F\\ \overline{\rho }_2& \overline{\rho }_1& \overline{\sigma }_2& \overline{\sigma }_1& \overline{Y}_F& 0& X_F& Q_F\end{array}\right)_{FB,PH,12}$$
(58)
Equivalently, $`Q`$ may be described as obeying the two linear constraints:

$$\gamma _{12}Q\gamma _{12}^1=Q,\gamma _{12}=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)_{12},$$
(59)
and

$$\gamma _{PH}Q\gamma _{PH}^1=Q^T,\gamma _{PH}=\gamma =\left(\begin{array}{cccc}0& 1& & \\ 1& 0& & \\ & & & \\ & & 0& 1\\ & & 1& 0\end{array}\right)_{FB,PH}\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)_{12},$$
(60)
where $`FB`$ and $`PH`$ indices specifies that the operator acts in the Fermi-Bose and “particle-hole” spaces (the doubling of dimension by combining $`\psi `$ and $`\psi ^{}`$ in a single vector $`\mathrm{\Psi }`$), and “1-2” denotes the space corresponding to the two $`N`$-dimensional sectors in the original Hamiltonian (54).

Similarly to the previous section, we find for the generating function $`Z(\omega _B,\omega _F)`$

$`Z(\omega _B,\omega _F)`$ $`=`$ $`{\displaystyle D\mathrm{\Psi }\mathrm{exp}\left(\frac{1}{4}\mathrm{STr}\left[\frac{i\pi \sqrt{2}}{\sqrt{N}}\mathrm{\Psi }_{ia}\overline{\mathrm{\Psi }}_{ia}\widehat{\omega }+\frac{1}{2}(\mathrm{\Psi }_{ia}\overline{\mathrm{\Psi }}_{ia})^2\right]\right)}=`$ (61)
$`=`$ $`{\displaystyle DQD\mathrm{\Psi }\mathrm{exp}\left(\frac{1}{2}\mathrm{STr}\left[\frac{N}{2}Q^2+i\sqrt{\frac{N}{2}}(Q\frac{\pi }{N}\widehat{\omega })\mathrm{\Psi }_{ia}\overline{\mathrm{\Psi }}_{ia}\right]\right)}=`$
$`=`$ $`{\displaystyle DQ\left[\mathrm{SDet}(Q\frac{\pi }{N}\widehat{\omega })\right]^{N/2}\mathrm{exp}\left(\frac{N}{2}\mathrm{STr}\frac{Q^2}{2}\right)},`$
where

$$\widehat{\omega }=\left(\begin{array}{cc}\omega _B& \\ & \\ & \omega _F\end{array}\right)\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)_{PH}\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)_{12}.$$
(62)
At small energies $`\omega _B`$, $`\omega _F`$ this leads to the formulas (29)–(32), albeit with the new definitions of $`Q`$ and $`\widehat{\omega }`$.

The saddle-point manifold consists of the two connected pieces represented by

$$Q_1=\left(\begin{array}{cccccccc}i& & & & & & & \\ & i& & & & & & \\ & & i& & & & & \\ & & & i& & & & \\ & & & & & & & \\ & & & & i& & & \\ & & & & & i& & \\ & & & & & & i& \\ & & & & & & & i\end{array}\right),Q_2=\left(\begin{array}{cccccccc}i& & & & & & & \\ & i& & & & & & \\ & & i& & & & & \\ & & & i& & & & \\ & & & & & & & \\ & & & & & & & i\\ & & & & & & i& \\ & & & & & i& & \\ & & & & i& & & \end{array}\right).$$
(63)
Similarly to the procedure described in the previous section, first the supermatrices $`Q_1`$, $`Q_2`$ are rotated by even symmetry-group generators. These rotations do not mix bosonic and fermionic components, i.e. the matrix $`Q_z`$ contains only boson-boson and fermion-fermion blocks:

$$Q_z=\left(\begin{array}{cc}Q_z^{(BB)}& \\ & \\ & Q_z^{(FF)}\text{}\end{array}\right).$$
(64)
We shall use the following parameterization of these blocks:

$$Q_z^{(BB)}=\left(\begin{array}{cccc}i\mathrm{cosh}\theta _B& n_1\mathrm{sinh}\theta _B& (n_2in_3)\mathrm{sinh}\theta _B& 0\\ n_1\mathrm{sinh}\theta _B& i\mathrm{cosh}\theta _B& 0& (n_2in_3)\mathrm{sinh}\theta _B\\ (n_2+in_3)\mathrm{sinh}\theta _B& 0& i\mathrm{cosh}\theta _B& n_1\mathrm{sinh}\theta _B\\ 0& (n_2+in_3)\mathrm{sinh}\theta _B& n_1\mathrm{sinh}\theta _B& i\mathrm{cosh}\theta _B\end{array}\right)_{PH,12},$$
(65)
where $`(n_1,n_2,n_3)`$ is a vector of a real two-dimensional unit sphere ($`n_1^2+n_2^2+n_3^2=1`$). The boson-boson block is the same for the two sectors of the saddle-point manifold.

The fermion-fermion blocks for the two components of the saddle-point manifold are:

$$Q_{z1}^{(FF)}=\left(\begin{array}{cccc}0& 0& 0& ie^{i\theta _F}\\ 0& 0& ie^{i\theta _F}& 0\\ 0& ie^{i\theta _F}& 0& 0\\ ie^{i\theta _F}& 0& 0& 0\end{array}\right),Q_{z2}^{(FF)}=\left(\begin{array}{cccc}i\mathrm{cos}\theta _F& i\mathrm{sin}\theta _F& 0& 0\\ i\mathrm{sin}\theta _F& i\mathrm{cos}\theta _F& 0& 0\\ 0& 0& i\mathrm{cos}\theta _F& i\mathrm{sin}\theta _F\\ 0& 0& i\mathrm{sin}\theta _F& i\mathrm{cos}\theta _F\end{array}\right).$$
(66)
The parameter range is $`\theta _B[0;+\mathrm{})`$, $`\theta _F[0;2\pi ]`$, and the vector $`𝐧`$ runs over the two-dimensional unit sphere $`S^2`$.

Like in the previous section, we first do the calculation in the first component of the saddle-point manifold, and then obtain the answers for the second component by using the symmetry operator $`T`$ mapping one component (generated by $`Q_1`$) onto the other (generated by $`Q_2`$). One possible choice of such a matrix $`T`$ is

$$T=\left(\begin{array}{cccccccc}1& & & & & & & \\ & 1& & & & & & \\ & & 1& & & & & \\ & & & 1& & & & \\ & & & & & & & \\ & & & & 1/2& i/2& i/2& 1/2\\ & & & & i/2& 1/2& 1/2& i/2\\ & & & & i/2& 1/2& 1/2& i/2\\ & & & & 1/2& i/2& i/2& 1/2\end{array}\right)_{FB,PH,12}.$$
(67)
Returning to the parameterization for the first component of the saddle-point manifold, the matrix $`A`$ involved in the odd rotation (40,41) is chosen as follows:

$$A=\left(\begin{array}{cccccccc}& & & & \xi & \nu & 0& 0\\ & & & & \nu & \xi & 0& 0\\ & & & & \overline{\nu }& \overline{\xi }& 0& 0\\ & & & & \overline{\xi }& \overline{\nu }& 0& 0\\ & & & & & & & \\ 0& 0& 0& 0& & & & \\ 0& 0& 0& 0& & & & \\ \overline{\nu }& \overline{\xi }& \xi & \nu & & & & \\ \overline{\xi }& \overline{\nu }& \nu & \xi & & & & \end{array}\right)_{FB,PH,12}.$$
(68)
This matrix satisfies the flatness condition $`[A,dA]=0`$, and this leads to $`\delta U_\xi =U_\xi ^1dU_\xi =dA`$. Using the algebraic identity (46), together with (38), (39), and

$$DQ=\frac{1}{(2\pi )^2}J(\theta _B,\theta _F,𝐧,\xi ,\overline{\xi },\nu ,\overline{\nu })d\theta _Bd\theta _Fd^2𝐧d\xi d\overline{\xi }d\nu d\overline{\nu },$$
(69)
one finds after some calculation the explicit form for the invariant measure in the coordinates chosen:

$$DQ=\frac{1}{16\pi ^2}e^{2i\theta _F}\mathrm{sinh}^2\theta _Bd\theta _Bd\theta _Fd^2𝐧d\xi d\overline{\xi }d\nu d\overline{\nu }$$
(70)
(here $`d^2𝐧`$ is the integration over the solid angle on the unit sphere).

The explicit expressions for the diagonal entries of the $`Q`$-matrix $`Q_B`$ and $`Q_F`$ are found to be

$`Q_{B1}`$ $`=`$ $`i[\mathrm{cosh}\theta _B+e^{i\theta _F}(\overline{\xi }\xi \overline{\nu }\nu )],`$
$`Q_{F1}`$ $`=`$ $`ie^{i\theta _F}(\overline{\xi }\xi +\overline{\nu }\nu ).`$ (71)
Using the operator $`T`$ defined in (67), for the second component of the saddle-point manifold we find

$`Q_{B2}`$ $`=`$ $`Q_{B1},`$
$`Q_{F2}`$ $`=`$ $`i[\mathrm{cos}\theta _F+2\overline{\xi }\xi \overline{\nu }\nu e^{i\theta _F}+\mathrm{cosh}\theta _B(\overline{\nu }\nu \overline{\xi }\xi )`$
$`+in_1\mathrm{sinh}\theta _B(\nu \overline{\xi }\overline{\nu }\xi )(n_2+in_3)\overline{\nu }\overline{\xi }\mathrm{sinh}\theta _B+(n_2in_3)\nu \xi \mathrm{sinh}\theta _B].`$
After some calculation, one verifies the normalization:

$`Z_1(\omega ,\pm \omega )={\displaystyle 𝑑Q\mathrm{exp}[2\pi \omega (Q_{B1}Q_{F1})]}=0,`$
$`Z_2(\omega ,\pm \omega )={\displaystyle 𝑑Q\mathrm{exp}[2\pi \omega (Q_{B2}Q_{F2})]}=1.`$ (73)
The density of states is found in terms of Bessel functions:

$$\rho _1(\omega )=\mathrm{Im}𝑑QQ_{F1}\mathrm{exp}[2\pi \omega (Q_{B1}Q_{F1})]=\frac{1}{2}\delta (\omega )\frac{\pi }{2}J_1(2\pi \omega )$$
(74)
in the first sector, and

$$\rho _2(\omega )=\mathrm{Im}𝑑QQ_{B2}\mathrm{exp}[2\pi \omega (Q_{B2}Q_{F2})]=\frac{1}{2}\delta (\omega )+\pi ^2\omega \left[J_1^{}(2\pi \omega )J_0(2\pi \omega )+J_1^2(2\pi \omega )\right],$$
(75)
where in (74) and (75) we assumed $`\omega >0`$ and are careless about the overall sign of the answers.

Taking these contributions with proper signs, we obtain the answers (5) and (6). Remarkably, in (6), the contributions of $`\rho _1(\omega )`$ and of $`\rho _2(\omega )`$ cancel each other to the third order at small $`\omega `$, producing the correct behaviour of the total density of states $`\rho (\omega )\omega ^5`$.

## 5 Class $`A`$III (chiral unitary)

The supersymmetric calculations for the three chiral random-matrix ensembles differ from those for classes $`B`$$`D`$ and $`D`$III in that the broken symmetry of the saddle-point manifold is not the discrete $`\mathrm{Z}_2`$, but the continuous GL(1). The representations of GL(1) are enumerated by the integer winding number whose absolute value equals the number of zero levels in the random-matrix ensemble.

The chiral unitary ensemble considered in this section has $`\beta =2`$ (unitary bulk statistics). In the calculation of the average density of states, the supermatrix $`Q`$ has the block form (in the “1-2” space)

$$Q=\left(\begin{array}{cc}0& Q_1\\ Q_2& 0\end{array}\right),$$
(76)
where $`Q_1`$ and $`Q_2`$ are (1+1)-dimensional supermatrices without linear constraints. Thus the linear space of matrices $`Q`$ is 4+4-dimensional, and the saddle-point manifold has dimension 2+2.

The (Gaussian) chiral unitary ensemble (class $`A`$III in Cartan notation) consists of the matrices of the form

$$H=\left(\begin{array}{cc}0& \stackrel{~}{H}\\ \stackrel{~}{H}^{}& 0\end{array}\right),$$
(77)
where $`\stackrel{~}{H}`$ is a rectangular matrix $`p\times q`$ with complex matrix elements. The matrix elements of $`\stackrel{~}{H}`$ have independent Gaussian distributions:

$$dP(H)\underset{a,b}{}\mathrm{exp}\left(\frac{|\stackrel{~}{H}_{ab}|^2}{v^2}\right)d\mathrm{Re}\stackrel{~}{H}_{ab}d\mathrm{Im}\stackrel{~}{H}_{ab}.$$
(78)
The spectrum of such a matrix $`H`$ consist of $`N=\mathrm{min}(p,q)`$ pairs of eigenvalues $`\pm E_i`$ and of $`m=|pq|`$ zero eigenvalues. In this paper we are interested in the average density of states near zero in the limit of large matrices $`N\mathrm{}`$ while keeping the number of zero levels $`m`$ fixed. The average level spacing near zero in the large-$`N`$ limit is

$$\mathrm{\Delta }=\frac{\pi v}{2\sqrt{N}}.$$
(79)
Following the standard procedure, we introduce $`p`$-component superfields $`\mathrm{\Psi }_1`$ and $`\overline{\mathrm{\Psi }}_1`$, and $`q`$-component superfields $`\mathrm{\Psi }_2`$ and $`\overline{\mathrm{\Psi }}_2`$:

$$\mathrm{\Psi }_{1a}=\left(\begin{array}{c}\psi _{1B}\\ \psi _{1F}\end{array}\right)_a,\overline{\mathrm{\Psi }}_{1a}=\left(\begin{array}{c}\psi _{1B}^{}\\ \psi _{1F}^{}\end{array}\right)_a^T,a=1,\mathrm{},p,$$
(80)
$$\mathrm{\Psi }_{2b}=\left(\begin{array}{c}\psi _{2B}\\ \psi _{2F}\end{array}\right)_b,\overline{\mathrm{\Psi }}_{2b}=\left(\begin{array}{c}\psi _{2B}^{}\\ \psi _{2F}^{}\end{array}\right)_b^T,b=1,\mathrm{},q.$$
(81)
The generating function (17) takes the form:

$`Z(\omega _B,\omega _F)={\displaystyle D\mathrm{\Psi }\mathrm{exp}\left(\mathrm{STr}\left[\frac{i\pi }{2\sqrt{N}}\left(\mathrm{\Psi }_{1a}\overline{\mathrm{\Psi }}_{1a}+\mathrm{\Psi }_{2b}\overline{\mathrm{\Psi }}_{2b}\right)\widehat{\omega }+(\mathrm{\Psi }_{1a}\overline{\mathrm{\Psi }}_{1a})(\mathrm{\Psi }_{2b}\overline{\mathrm{\Psi }}_{2b})\right]\right)}=`$ (82)
$`=`$ $`{\displaystyle D(Q_1,Q_2)D\mathrm{\Psi }\mathrm{exp}\left(\mathrm{STr}\left[NQ_1Q_2+i\sqrt{N}\left(Q_1\frac{\pi }{2N}\widehat{\omega }\right)\mathrm{\Psi }_{2b}\overline{\mathrm{\Psi }}_{2b}+i\sqrt{N}\left(Q_2\frac{\pi }{2N}\widehat{\omega }\right)\mathrm{\Psi }_{1a}\overline{\mathrm{\Psi }}_{1a}\right]\right)}=`$
$`=`$ $`{\displaystyle D(Q_1,Q_2)\left[\mathrm{SDet}(Q_1\frac{\pi }{2N}\widehat{\omega })\right]^q\left[\mathrm{SDet}(Q_2\frac{\pi }{2N}\widehat{\omega })\right]^p\mathrm{exp}\left(N\mathrm{STr}Q_1Q_2\right)},`$
where the original integration contour in $`Q`$ is at $`Q_2=Q_1^{}`$, and

$$\widehat{\omega }=\left(\begin{array}{cc}\omega _B& \\ & \\ & \omega _F\end{array}\right).$$
(83)
At small energies, expanding the supersymmetric action to terms linear in $`\omega _{B,F}`$, we find

$$Z(\omega _B,\omega _F)=DQ\left[\mathrm{SDet}Q_1\right]^m\mathrm{exp}\left[NS_0(Q_1,Q_2)+\frac{\pi }{2}\mathrm{STr}\widehat{\omega }(Q_1^1+Q_2^1)\right]$$
(84)
with

$$S_0(Q_1,Q_2)=\mathrm{STr}\left(Q_1Q_2+\mathrm{ln}Q_1+\mathrm{ln}Q_2\right).$$
(85)
If $`Q_1`$ and $`Q_2`$ are combined into a single supermatrix $`Q`$ according to (76), this action coincides with the standard form (30). The saddle-point manifold $`\mathrm{\Gamma }`$ is given by the condition

$$Q_1Q_2=1$$
(86)
\[which is equivalent to $`Q^2=1`$\], and the generating function may be written as the integral over the saddle-point manifold

$$Z_m(\omega _B,\omega _F)=_\mathrm{\Gamma }DQ\left[\mathrm{SDet}Q_1\right]^m\mathrm{exp}\left[\frac{\pi }{2}\mathrm{STr}\widehat{\omega }(Q_1+Q_2)\right].$$
(87)
A parameterization and the calculation of the integral was previously performed in Ref. , and I outline their calculation here for completeness. The matrices $`Q_1`$ and $`Q_2`$ are parameterized as

$$Q_1=Q_2^1=\left(\begin{array}{cc}ie^x& 0\\ & \\ 0& ie^{i\varphi }\text{}\end{array}\right)\mathrm{exp}\left(\begin{array}{cc}0& \xi \\ & \\ \overline{\xi }& 0\text{}\end{array}\right).$$
(88)
The invariant measure deduced from the metric $`ds^2=\mathrm{STr}(Q_1Q_2)`$ leads to the trivial Jacobian $`J=1`$ and to the integration measure

$$DQ=\frac{1}{2\pi }dxd\varphi d\xi d\overline{\xi }.$$
(89)
From the parameterization (88), the diagonal elements of the matrices $`Q_1`$ and $`Q_2`$ are easily computed. The generating function (87) involves the average of the diagonal elements of $`Q_1`$ and $`Q_2`$:

$`Q_{BB}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[(Q_1)_{BB}+(Q_2)_{BB}\right]=i\mathrm{cosh}x\left[1{\displaystyle \frac{1}{2}}\overline{\xi }\xi \right],`$
$`Q_{FF}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[(Q_1)_{FF}+(Q_2)_{FF}\right]=i\mathrm{cos}\varphi \left[1+{\displaystyle \frac{1}{2}}\overline{\xi }\xi \right].`$ (90)
Also, the $`m`$-dependent prefactor in (87) is a plane wave generated by

$$\mathrm{SDet}Q_1=e^{xi\varphi }.$$
(91)
The normalization can be verified by computing the integral

$$Z_m(\omega ,\omega )=\frac{1}{2\pi }𝑑x𝑑\varphi 𝑑\xi 𝑑\overline{\xi }e^{m(xi\varphi )}\mathrm{exp}\left[i\pi \omega \left(\mathrm{cosh}x\left[1\frac{1}{2}\overline{\xi }\xi \right]+\mathrm{cos}\varphi \left[1+\frac{1}{2}\overline{\xi }\xi \right]\right)\right]=\pm 1.$$
(92)
The average spectral density is calculated from (35) as the integral (again, up to an overall sign):

$$\rho _m(\omega )=\mathrm{Re}\frac{1}{2\pi }𝑑x𝑑\varphi 𝑑\xi 𝑑\overline{\xi }e^{m(xi\varphi )}\mathrm{cosh}x\left[1\frac{1}{2}\overline{\xi }\xi \right]\mathrm{exp}\left[i\pi \omega \left(\mathrm{cosh}x\left[1\frac{1}{2}\overline{\xi }\xi \right]+\mathrm{cos}\varphi \left[1+\frac{1}{2}\overline{\xi }\xi \right]\right)\right]$$
(93)
which after some algebra produces the result (7).

## 6 Class $`BD`$I (chiral orthogonal)

Similarly to the three Wigner–Dyson random-matrix ensembles, the chiral ensembles form the three classes: unitary, orthogonal, and symplectic, depending on the structure of the matrix $`\stackrel{~}{H}`$ in the block form (77). In the chiral orthogonal ensemble (class $`BD`$I in Cartan notation), the matrix $`\stackrel{~}{H}`$ is real. In this ensemble, the bulk repulsion of the levels corresponds to the orthogonal regime: $`\beta =1`$. The supermatrix $`Q`$ involved in the calculation of the average spectral density has the block form (76), but now the matrices $`Q_1`$ and $`Q_2`$ have dimensions 2+2 each, with one linear constraint, so the dimension of the linear space of all the matrices $`Q`$ is 8+8. The saddle-point equation selects the saddle-point manifold of dimension 4+4.

The entries of the matrix $`\stackrel{~}{H}`$ in (77) are assumed to be real, with independent Gaussian distributions:

$$dP(H)\underset{a,b}{}\mathrm{exp}\left(\frac{|\stackrel{~}{H}_{ab}|^2}{2v^2}\right)d\stackrel{~}{H}_{ab}.$$
(94)
As in the chiral unitary ensemble, the spectrum consists of $`N`$ pairs of opposite energies, and of $`m=|pq|`$ zero-energy levels. The average level spacing is given by the same expression (79) \[note however a difference between the definitions of $`v`$ in (78) and in (94), depending on whether $`\stackrel{~}{H}_{ab}`$ are complex or real\].

To account for the matrix elements $`\stackrel{~}{H}_{ab}`$ being real, we need to double the dimensions of the superfields $`\mathrm{\Psi }_i`$ and $`\overline{\mathrm{\Psi }}_i`$. The $`p`$-component superfields $`\mathrm{\Psi }_1`$ and $`\overline{\mathrm{\Psi }}_1`$ are defined as

$$\mathrm{\Psi }_{1a}=\left(\begin{array}{c}\psi _{1B}\\ \psi _{1B}^{}\\ \psi _{1F}\\ \psi _{1F}^{}\end{array}\right)_a,\overline{\mathrm{\Psi }}_{1a}=\left(\begin{array}{c}\psi _{1B}^{}\\ \psi _{1B}\\ \psi _{1F}^{}\\ \psi _{1F}\end{array}\right)_a^T,a=1,\mathrm{},p,$$
(95)
and similarly, the $`q`$-component superfields $`\mathrm{\Psi }_2`$ and $`\overline{\mathrm{\Psi }}_2`$:

$$\mathrm{\Psi }_{2b}=\left(\begin{array}{c}\psi _{2B}\\ \psi _{2B}^{}\\ \psi _{2F}\\ \psi _{2F}^{}\end{array}\right)_b,\overline{\mathrm{\Psi }}_{2b}=\left(\begin{array}{c}\psi _{2B}^{}\\ \psi _{2B}\\ \psi _{2F}^{}\\ \psi _{2F}\end{array}\right)_b^T,b=1,\mathrm{},q.$$
(96)
Repeating the steps of the derivation (82), we arrive at the following expression for the generating function \[in place of (84)\]:

$$Z_m(\omega _B,\omega _F)=DQ\left[\mathrm{SDet}Q_1\right]^{m/2}\mathrm{exp}\left[\frac{N}{2}S_0(Q_1,Q_2)+\frac{\pi }{4}\mathrm{STr}\widehat{\omega }(Q_1^1+Q_2^1)\right],$$
(97)
where $`\widehat{\omega }`$ and $`S_0(Q_1,Q_2)`$ are given by the old expressions (83) and (85). However, the matrices $`Q_1`$ and $`Q_2`$ are now two times bigger. Each of them has the explicit form:

$$Q_i=\left(\begin{array}{cccc}Q_{Bi}& X_i& \sigma _i& \rho _i\\ \overline{X}_i& Q_{Bi}& \overline{\rho }_i& \overline{\sigma }_i\\ & & & \\ \overline{\sigma }_i& \rho _i& Q_{Fi}& 0\text{}\\ \overline{\rho }_i& \sigma _i& 0& Q_{Fi}\end{array}\right).$$
(98)
Equivalently, this form of the matrices $`Q_i`$ may be described by the linear constraints

$$\gamma Q_i\gamma ^1=Q_i^T$$
(99)
where

$$\gamma =\left(\begin{array}{cccc}0& 1& & \\ 1& 0& & \\ & & & \\ & & 0& 1\\ & & 1& 0\end{array}\right).$$
(100)
The saddle-point manifold $`\mathrm{\Gamma }`$ is determined by the condition (86), and the generating function is expressed as

$$Z_m(\omega _B,\omega _F)=_\mathrm{\Gamma }DQ\left[\mathrm{SDet}Q_1\right]^{m/2}\mathrm{exp}\left[\frac{\pi }{4}\mathrm{STr}\widehat{\omega }(Q_1+Q_2)\right].$$
(101)
In the present section we choose a slightly different form of parameterization than in the previous one. Namely, parameterize

$$Q_1=U_1Q_{z1}U_2^1,Q_2=U_2Q_{z2}U_1^1,$$
(102)
where the matrices $`Q_{z1}`$ and $`Q_{z2}`$ contain only boson-boson and fermion-fermion blocks (contain only even rotations), and the matrices $`U_1`$ and $`U_2`$ contain only odd rotations. The explicit form of this parameterization is as follows:

$$Q_{z1}=i\left(\begin{array}{cccc}e^x\mathrm{cosh}\theta & e^{x+iy}\mathrm{sinh}\theta & & \\ e^{xiy}\mathrm{sinh}\theta & e^x\mathrm{cosh}\theta & & \\ & & & \\ & & e^{i\varphi }& 0\text{}\\ & & 0& e^{i\varphi }\end{array}\right),Q_{z2}=i\left(\begin{array}{cccc}e^x\mathrm{cosh}\theta & e^{x+iy}\mathrm{sinh}\theta & & \\ e^{xiy}\mathrm{sinh}\theta & e^x\mathrm{cosh}\theta & & \\ & & & \\ & & e^{i\varphi }& 0\text{}\\ & & 0& e^{i\varphi }\end{array}\right),$$
(103)
$$U_1=\mathrm{exp}(A_1),U_2=\mathrm{exp}(A_2),$$
(104)
$$A_1=\left(\begin{array}{cccc}& & \xi & \lambda \\ & & \overline{\lambda }& \overline{\xi }\\ & & & \\ & & & \text{}\end{array}\right),A_2=\left(\begin{array}{cccc}& & & \\ & & & \\ & & & \\ \overline{\xi }& \lambda & & \text{}\\ \overline{\lambda }& \xi & & \end{array}\right).$$
(105)
After some calculation, the Jacobian is found to be

$$J=\mathrm{sinh}\theta e^{2(xi\varphi )},$$
(106)
and therefore the measure of integration is

$$DQ=\frac{1}{(2\pi )^2}\mathrm{sinh}\theta e^{2(xi\varphi )}dxdyd\theta d\varphi d\overline{\xi }d\xi d\overline{\lambda }d\lambda .$$
(107)
Finally, from the explicit calculation of the diagonal elements of $`Q_1`$ and $`Q_2`$:

$`Q_{BB}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[(Q_1)_{BB}+(Q_2)_{BB}\right]=i\left[\mathrm{cosh}x\mathrm{cosh}\theta {\displaystyle \frac{1}{2}}e^{i\varphi }(\overline{\xi }\xi \overline{\lambda }\lambda )\right],`$
$`Q_{FF}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[(Q_1)_{FF}+(Q_2)_{FF}\right]=i\left[\mathrm{cos}\varphi +{\displaystyle \frac{1}{2}}e^x\left(\mathrm{cosh}\theta [\overline{\xi }\xi \overline{\lambda }\lambda ]\mathrm{sinh}\theta [e^{iy}\overline{\xi }\overline{\lambda }+e^{iy}\lambda \xi ]\right)\right].`$ (108)
Now, after verifying the normalization

$$Z_m(\omega ,\pm \omega )=DQe^{m(xi\varphi )}\mathrm{exp}[\pi \omega (Q_{BB}\pm Q_{FF})]=1,$$
(109)
we compute the average density of states as the following integral:

$$\rho _m(\omega )=\mathrm{Re}DQe^{m(xi\varphi )}Q_{BB}\mathrm{exp}[\pi \omega (Q_{BB}+Q_{FF})],$$
(110)
\[where $`DQ`$, $`Q_{BB}`$, and $`Q_{FF}`$ are defined in (107) and (108)\]. After some algebra and manipulations with Bessel functions, this produces the result (8).

## 7 Class $`C`$II (chiral symplectic)

The last symmetry class considered in this paper is $`C`$II in Cartan notation: the chiral symplectic one. It consists of the matrices $`H`$ of the block form (77), where the matrix $`\stackrel{~}{H}`$ has an internal $`2\times 2`$ structure:

$$\stackrel{~}{H}=\left(\begin{array}{cc}a& b\\ b^{}& a^{}\end{array}\right),$$
(111)
where $`a`$ and $`b`$ are rectangular $`p\times q`$ matrices \[the matrix $`\stackrel{~}{H}`$ thus has the dimensions $`2p\times 2q`$, and the Hamiltonian (77) has the dimension $`2(p+q)`$\]. The spectrum of such a Hamiltonian consists of the $`N=\mathrm{min}(p,q)`$ pairs of doubly degenerate levels at opposite energies $`\pm E_i`$, and of $`2m=2|pq|`$ zero-energy levels. Since each level has degeneracy two (or a multiple of two), we divide the density of states by two for the purpose of level counting, and count each degenerate level as a single one.

As in the two previous sections, the supermatrix $`Q`$ is of the form (76). Similarly to the chiral orthogonal case, the matrices $`Q_1`$ and $`Q_2`$ in this calculation have dimension 2+2, with one linear constraint. The dimension of the linear space of matrices $`Q`$ is thus 8+8, and the dimension of the saddle-point manifold is 4+4.

The entries of the matrix (111) are assumed to be normalized as

$$dP(A)\underset{a,b}{}\mathrm{exp}\left(\frac{|a_{ab}|^2}{v^2}\right)d\mathrm{Re}a_{ab}d\mathrm{Im}a_{ab}\underset{a,b}{}\mathrm{exp}\left(\frac{|b_{ab}|^2}{v^2}\right)d\mathrm{Re}b_{ab}d\mathrm{Im}b_{ab}.$$
(112)
With this normalization, the average level spacing is

$$\mathrm{\Delta }=\frac{\pi v}{\sqrt{2N}}.$$
(113)
Similarly to the $`D`$III ensemble discussed before, we need to additionally double the set of the superfields to account for the symplectic matrix structure. Namely, in addition to the “1-2” sector, distinguishing between the size-$`p`$ and size-$`q`$ blocks in (77), we introduce the “particle-hole” (PH) sector referring to the two sectors inside the matrix $`A`$ (111). Thus we arrive to the four pairs of superfields $`\mathrm{\Psi }_{P1}`$, $`\overline{\mathrm{\Psi }}_{P1}`$, $`\mathrm{\Psi }_{P2}`$, $`\overline{\mathrm{\Psi }}_{P2}`$, $`\mathrm{\Psi }_{H1}`$, $`\overline{\mathrm{\Psi }}_{H1}`$, $`\mathrm{\Psi }_{H2}`$, $`\overline{\mathrm{\Psi }}_{H2}`$:

$$\mathrm{\Psi }_{P1a}=\left(\begin{array}{c}\psi _{P1B}^{}\\ \psi _{H1B}\\ \psi _{P1F}^{}\\ \psi _{H1F}\end{array}\right)_a,\overline{\mathrm{\Psi }}_{P1a}=\left(\begin{array}{c}\psi _{P1B}\\ \psi _{H1B}^{}\\ \psi _{P1F}\\ \psi _{H1F}^{}\end{array}\right)_a^T,\mathrm{\Psi }_{H1a}=\left(\begin{array}{c}\psi _{H1B}^{}\\ \psi _{P1B}\\ \psi _{H1F}^{}\\ \psi _{P1F}\end{array}\right)_a,\overline{\mathrm{\Psi }}_{H1a}=\left(\begin{array}{c}\psi _{H1B}\\ \psi _{P1B}^{}\\ \psi _{H1F}\\ \psi _{P1F}^{}\end{array}\right)_a^T,a=1,\mathrm{},p,$$
(114)
and similarly for the sector-2 fields $`\mathrm{\Psi }_{P2}`$, $`\overline{\mathrm{\Psi }}_{P2}`$, $`\mathrm{\Psi }_{H2}`$, $`\overline{\mathrm{\Psi }}_{H2}`$.

This results in the following form of matrices $`Q_i`$:

$$Q_i=\left(\begin{array}{cccc}Q_{Bi}& 0& \sigma _i& \overline{\rho }_i\\ 0& Q_{Bi}& \rho _i& \overline{\sigma }_i\\ & & & \\ \overline{\sigma }_i& \overline{\rho }_i& Q_{Fi}& \overline{X}_i\text{}\\ \rho _i& \sigma _i& X_i& Q_{Fi}\end{array}\right)_{FB,PH},$$
(115)
which differs from the chiral orthogonal ensemble by interchanging the bosonic and fermionic sectors (this duality was already described in Ref. ).

Performing the standard steps of the derivation \[similarly to (82)\], we arrive at the following answer in the saddle-point approximation:

$$Z_m(\omega _B,\omega _F)=_\mathrm{\Gamma }DQ\left[\mathrm{SDet}Q_1\right]^m\mathrm{exp}\left[\frac{\pi }{2}\mathrm{STr}\widehat{\omega }(Q_1+Q_2)\right].$$
(116)
\[note the differences from the orthogonal result (101)!\]

Finally, the calculation may be performed using the parameterization obtained from that of the previous section by interchanging bosonic and fermionic sectors. Note that under this interchange, the compact variables become non-compact and vice versa. Explicitly, eqs. (103), (105)–(107) are replaces by

$$Q_{z1}=i\left(\begin{array}{cccc}e^x& 0& & \\ 0& e^x& & \\ & & & \\ & & e^{i\varphi }\mathrm{cos}\theta & e^{i(\varphi +y)}\mathrm{sin}\theta \text{}\\ & & e^{i(\varphi y)}\mathrm{sin}\theta & e^{i\varphi }\mathrm{cos}\theta \end{array}\right),Q_{z2}=i\left(\begin{array}{cccc}e^x& 0& & \\ 0& e^x& & \\ & & & \\ & & e^{i\varphi }\mathrm{cos}\theta & e^{i(\varphi y)}\mathrm{sin}\theta \text{}\\ & & e^{i(\varphi +y)}\mathrm{sin}\theta & e^{i\varphi }\mathrm{cos}\theta \end{array}\right),$$
(117)
$$A_1=\left(\begin{array}{cccc}& & \xi & \lambda \\ & & \overline{\lambda }& \overline{\xi }\\ & & & \\ & & & \text{}\end{array}\right),A_2=\left(\begin{array}{cccc}& & & \\ & & & \\ & & & \\ \overline{\xi }& \lambda & & \text{}\\ \overline{\lambda }& \xi & & \end{array}\right),$$
(118)
$$DQ=\frac{1}{(2\pi )^2}\mathrm{sin}\theta e^{2(xi\varphi )}dxdyd\theta d\varphi d\overline{\xi }d\xi d\overline{\lambda }d\lambda .$$
(119)
Eq. (108) is replaced by

$`Q_{BB}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[(Q_1)_{BB}+(Q_2)_{BB}\right]=i\left[\mathrm{cosh}x+{\displaystyle \frac{1}{2}}e^{i\varphi }\left(\mathrm{cos}\theta [\overline{\xi }\xi +\overline{\lambda }\lambda ]+\mathrm{sin}\theta [e^{iy}\overline{\lambda }\xi +e^{iy}\lambda \overline{\xi }]\right)\right]`$
$`Q_{FF}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[(Q_1)_{FF}+(Q_2)_{FF}\right]=i\left[\mathrm{cos}\varphi \mathrm{cos}\theta {\displaystyle \frac{1}{2}}e^x(\overline{\xi }\xi +\overline{\lambda }\lambda )\right].`$ (120)
Taking the integral

$$\rho _m(\omega )=\mathrm{Re}DQe^{2m(xi\varphi )}Q_{BB}\mathrm{exp}[2\pi \omega (Q_{BB}+Q_{FF})],$$
(121)
we obtain the final result (9). \[Note that in (121) we divided the density of states by two to prevent double counting of the doubly degenerate states.\]

## 8 Zero levels and reduced supersymmetry of the action

After presenting the calculations of the average density of states in the five random-matrix ensembles with zero levels, in this section we discuss the specifics of the supersymmetric method due to the zero levels. I do not present here a consistent mathematical analysis of this problem, leaving it for future study. Instead I only summarize the common features of the above calculations specific for the ensembles with zero levels.

The standard supersymmetric procedure to calculate spectral correlation functions in any random-matrix ensemble starts with introducing bosonic and fermionic fields $`\psi _B`$ and $`\psi _F`$ . Integrating over the Gaussian disorder produces a four-term interaction. This interaction is then decoupled via Hubbard–Stratonovich transformation by a supermatrix $`Q`$ whose dimension is independent on the matrix size $`N`$ in the original random-matrix ensemble. Integrating over the superfields $`(\psi _B,\psi _F)`$, one arrives at an effective action for the supermatrix $`Q`$. The supermatrix $`Q`$ obeys certain linear symmetry relations and thus belongs to a linear superspace $`L`$ depending on the symmetries of the original random-matrix ensemble. In the superspace $`L`$, there acts a supergroup $`G`$ inherited from the supersymmetry mixing the bosonic and fermionic fields $`\psi _B`$ and $`\psi _F`$. Namely, an element $`gG`$ is a supermatrix acting on $`Q`$ by conjugation:

$$g:QgQg^1.$$
(122)
The group $`G`$ then depends on the symmetries of the matrix $`Q`$ and hence on the symmetry of the random-matrix ensemble.

The effective action $`S(Q)`$ may, at small energies $`\omega `$, be expanded to the linear in $`\omega `$ term:

$$S(Q)=S_{\omega =0}(Q)+\omega \mathrm{STr}\mathrm{\Lambda }Q^1,$$
(123)
where $`\mathrm{\Lambda }L`$ is a particular supermatrix with $`\mathrm{\Lambda }^2=1`$.

In ensembles without zero eigenvalues, the zero-energy action $`S_{\omega =0}(Q)`$ is invariant with respect to the supergroup $`G`$. The zero-energy action $`S_{\omega =0}(N)`$ scales linearly with $`N`$, and in the large-$`N`$ limit the integral over $`Q`$ is determined by the saddle points of $`S_{\omega =0}(Q)`$. The saddle-point equation, with the appropriate normalization, reads

$$Q^2=1.$$
(124)
This equation is solved by $`Q=i\mathrm{\Lambda }`$, as well as by any matrix obtained from $`i\mathrm{\Lambda }`$ by $`G`$-rotations (122). The matrix $`\mathrm{\Lambda }`$ is invariant under a subgroup $`HG`$, and the saddle-point manifold $`\mathrm{\Gamma }`$ is the quotient $`G/H`$.

More precisely, $`\mathrm{\Gamma }`$ is a Riemannian (real) supermanifold in $`G/H`$, which makes it a Riemannian symmetric superspace as defined in Ref. . This real submanifold should be determined geometrically from deforming the real integration subspace in $`L`$ while keeping the integral convergent. A good geometric understanding of this contour deformation still needs to be developed, but the rule of thumb for choosing the real integration manifold in $`\mathrm{\Gamma }`$ is to take the bosonic sector non-compact and the fermionic one compact \[this choice also provides a metric of a definite sign on $`\mathrm{\Gamma }`$\].

For the random-matrix ensembles with zero eigenvalues, the invariance properties of the effective action $`S_{\omega =0}(Q)`$ are modified. In this case, $`S_{\omega =0}(Q)`$ is invariant with respect not to the whole supergroup $`G`$, but only with respect to its normal subgroup $`G_0`$. The subgroup $`G_0`$ must contain $`H`$, and the factorgroup $`G/G_0`$ is an abelian group (an ordinary group, not a supergroup). The exponent $`\mathrm{exp}[S_{\omega =0}(Q)]`$ transforms according to one of its (one-dimensional) representations. The degree of this representation equals the number of zero eigenvalues in the random-matrix ensemble.

In the ensembles $`B`$$`D`$ and $`D`$III, the group $`G/G_0`$ is discrete $`\mathrm{Z}_2`$, and the two representations of $`\mathrm{Z}_2`$ correspond to the ensembles with and without zero eigenvalues (odd $`N`$ and even $`N`$, respectively). Specifically, the action $`S_{\omega =0}(Q)`$ has the form

$$S_{\omega =0}(Q)=NS_0(Q),$$
(125)
where $`S_0(Q)`$ gets incremented by $`i\pi `$ under the action of the generator of $`G/G_0=\mathrm{Z}_2`$. Hence, $`\mathrm{exp}[S_{\omega =0}(Q)]`$ transforms according to the even/odd representation of $`\mathrm{Z}_2`$ for even/odd $`N`$.

In the chiral random-matrix ensembles $`A`$III, $`BD`$I, and $`C`$II, the group $`G/G_0`$ is the continuous $`\mathrm{GL}(1)`$, with its representations labeled by the integer “winding number” $`m`$. The absolute value of $`m`$ equals the number of zero eigenvalues in the random-matrix ensemble. The action $`S_{\omega =0}(Q)`$ in the chiral ensembles \[which includes the logarithm of the pre-exponent in (87), (101), (116)\] is of the form

$$S_{\omega =0}(Q)=NS_0(Q)+mS_1(Q),$$
(126)
where $`S_0(Q)`$ is invariant under $`G`$, and $`S_1(Q)`$ produces phase shifts under $`G/G_0=\mathrm{GL}(1)`$. The exponent $`\mathrm{exp}[S_{\omega =0}(Q)]`$ then transforms as the representation of $`\mathrm{GL}(1)`$ of degree $`m`$.

The summary of the “building blocks” of the supersymmetric calculations in this paper (the calculation of the average spectral density) is presented in Table 2. This table is compiled using the results of Ref.  and the calculations in the previous sections. The definitions of the supergroups involved in this table may be found in Section 2. To keep track of the bosonic (non-compact) and fermionic (compact) sectors of the supergroups, we use the notation OSp for the orthosymplectic supergroup with the orthogonal part in the bosonic, and the symplectic part in the fermionic sectors. In the opposite case of orthogonal fermionic and symplectic bosonic sector, we denote the same supergroup SpO. It is important for reducing the action symmetry in ensembles $`B`$$`D`$ and $`D`$III, that $`\mathrm{SpO}(2n|2n)`$ has two disconnected components with superdeterminants 1 and $`1`$ \[the former of them denoted as $`\mathrm{SpSO}(2n|2n)`$\]. Incidentally, in the ensembles $`C`$ and $`C`$I, dual to $`B`$$`D`$ and $`D`$III by interchanging fermionic and bosonic sectors, in the supergroup $`\mathrm{OSp}(2n|2n)`$, with the non-compact orthogonal sector, the second component (with $`\mathrm{SDet}=1`$) plays no role and should be disregarded as it always corresponds to a divergent integral. The supergroup $`\mathrm{GL}(n|n)`$ is not simple either. Firstly, it has a one-dimensional center consisting of scalar matrices. Secondly, it has a normal subgroup $`\mathrm{SL}(n|n)`$ consisting of matrices with unit superdeterminant. This latter reduction of the supergroup $`\mathrm{GL}(n|n)`$ is crucial for the symmetry classification in the case of the chiral ensembles (the last three lines in Table 2).

Finally, it is worth mentioning that the conclusion about the reduced supersymmetry of the zero-energy effective action $`S_{\omega =0}(Q)`$ may be extended to higher-order correlation functions involving averaging several Green’s functions \[the average spectral density requires averaging only one Green’s function\]. In Ref.  a general procedure of calculating correlation functions of arbitrary order (with the number of zero levels $`m=0`$) was described, and the saddle-point manifold (a Riemannian symmetric superspace) $`\mathrm{\Gamma }`$ was found to be always reducible for ensembles admitting zero levels. Thus the extension of the calculation of the present paper to higher-order correlations is straightforward (however, explicit parameterization and integral evaluation immediately becomes much more complicated).

I thank N. Nekrasov, P. Ostrovsky, and M. Skvortsov for teaching me different aspects of supersymmetry, and Swiss National Foundation for financial support.