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# Untitled Document

Moments of the characteristic polynomial in the three ensembles of random matrices

Madan Lal Mehta**Member of CNRS, France. E-mail address: mehta@spht.saclay.cea.fr and Jean-Marie Normand\**\**E-mail address: norjm@spht.saclay.cea.fr

CEA/Saclay, Service de Physique Théorique, F-91191 Gif-sur-Yvette Cedex, France

Abstract. Moments of the characteristic polynomial of a random matrix taken from any of the three ensembles, orthogonal, unitary or symplectic, are given either as a determinant or a pfaffian or as a sum of determinants. For gaussian ensembles comparing the two expressions of the same moment one gets two remarkable identities, one between an $`n\times n`$ determinant and an $`m\times m`$ determinant and another between the pfaffian of a $`2n\times 2n`$ anti-symmetric matrix and a sum of $`m\times m`$ determinants.

1. Introduction

Three ensembles of random matrices $`A`$ have been extensively investigated, namely when $`A`$ is real symmetric, complex hermitian or quaternion self-dual. Recently the behaviour of their characteristic polynomial $`det(xIA)`$ has been of interest and we study here its integer moments. The same method can be adapted to compute the crossed averages $`_{j=1}^mdet(x_jIA)`$.

Consider a non-negative function $`w(x)`$ with all its moments finite,

$$x^mw(x)𝑑x<\mathrm{}m=0,1,\mathrm{}.$$
$`(1.1)`$
With this weight function $`w(x)`$ let us define three scalar products, one symmetric and two anti-symmetric, as

$$\begin{array}{ccc}\hfill f,g_2& :=f(x)g(x)w(x)𝑑x=g,f_2\hfill & (1.2)\hfill \\ \hfill f,g_4& :=[f(x)g^{}(x)f^{}(x)g(x)]w(x)𝑑x=g,f_4\hfill & (1.3)\hfill \\ \hfill f,g_1& :=f(x)g(y)\mathrm{sign}(yx)\sqrt{w(x)w(y)}𝑑x𝑑y=g,f_1\hfill & (1.4)\hfill \end{array}$$

and introduce polynomials $`C_n`$, $`Q_n`$ and $`R_n`$ of degree $`n`$, satisfying the orthogonality relations

$$\begin{array}{ccc}\hfill C_n,C_m_2& =c_n\delta _{n,m}\hfill & (1.5)\hfill \\ \hfill Q_{2n},Q_{2m}_4& =Q_{2n+1},Q_{2m+1}_4=0Q_{2n},Q_{2m+1}_4=q_n\delta _{n,m}\hfill & (1.6)\hfill \\ \hfill R_{2n},R_{2m}_1& =R_{2n+1},R_{2m+1}_1=0R_{2n},R_{2m+1}_1=r_n\delta _{n,m}.\hfill & (1.7)\hfill \end{array}$$

We will take these polynomials to be monic, i.e. the coefficient of the highest power will be taken to be one. The above conditions determine completely the $`C_n(x)`$, $`Q_{2n}(x)`$ and $`R_{2n}(x)`$, while $`Q_{2n+1}(x)`$ can be replaced by $`Q_{2n+1}(x)+aQ_{2n}(x)`$ with an arbitrary constant $`a`$. Similarly, $`R_{2n+1}(x)`$ can be replaced by $`R_{2n+1}(x)+aR_{2n}(x)`$ with arbitrary $`a`$. We will choose these constants so that the coefficient of $`x^{2n}`$ in $`Q_{2n+1}(x)`$ and in $`R_{2n+1}(x)`$ is zero, thus fixing them also completely.

The subscript $`\beta =1`$, 2 or 4 is used to remind that it was convenient to use these polynomials to express the correlation functions of the eigenvalues of real symmetric, complex hermitian and quaternion self-dual random matrices respectively . The polynomials $`C_j(x)`$ are said to be orthogonal while the polynomials $`Q_j(x)`$ and $`R_j(x)`$ are said to be skew-orthogonal.

In what follows $`n`$ and $`m`$ are non-negative integers. It can be checked that all the given formulas remain valid on replacing a non-existing sum by 0, a non-existing product, integral or determinant by 1 and forgetting non-existing rows or columns in a matrix.

It has long been known that the orthogonal polynomial $`C_n(x)`$ can be expressed as a multiple integral

$$C_n(x)\mathrm{}\mathrm{\Delta }_n^2(𝐲)\underset{j=1}{\overset{n}{}}[(xy_j)w(y_j)dy_j]$$
$`(1.8)`$
where

$$𝐲:=\{y_1,\mathrm{},y_n\}$$
$`(1.9)`$
and

$$\mathrm{\Delta }_n(𝐲):=\underset{1j<kn}{}(y_ky_j).$$
$`(1.10)`$
Similar multiple integral expressions for the skew-orthgonal polynomials $`Q_n(x)`$ and $`R_n(x)`$ were recently discovered by B. Eynard

$$\begin{array}{ccc}\hfill Q_{2n}(x)& \mathrm{}\mathrm{\Delta }_n^4(𝐲)\underset{j=1}{\overset{n}{}}[(xy_j)^2w(y_j)dy_j]\hfill & (1.11)\hfill \\ \hfill Q_{2n+1}(x)& \mathrm{}\mathrm{\Delta }_n^4(𝐲)\left(x+2\underset{j=1}{\overset{n}{}}y_j\right)\underset{j=1}{\overset{n}{}}[(xy_j)^2w(y_j)dy_j]\hfill & (1.12)\hfill \\ \hfill R_{2n}(x)& \mathrm{}|\mathrm{\Delta }_{2n}(𝐲)|\underset{j=1}{\overset{2n}{}}[(xy_j)\sqrt{w(y_j)}dy_j]\hfill & (1.13)\hfill \\ \hfill R_{2n+1}(x)& \mathrm{}|\mathrm{\Delta }_{2n}(𝐲)|\left(x+\underset{j=1}{\overset{n}{}}y_j\right)\underset{j=1}{\overset{2n}{}}[(xy_j)\sqrt{w(y_j)}dy_j].\hfill & (1.14)\hfill \end{array}$$

It is also known  that

$$I_2(n,m;x):=\mathrm{}\mathrm{\Delta }_n^2(𝐲)\underset{j=1}{\overset{n}{}}\left[(xy_j)^mw(y_j)dy_j\right]$$
$`(1.15)`$
can be expressed as an $`m\times m`$ determinant. We report here that similar integrals

$$I_\beta (n,m;x):=\mathrm{}|\mathrm{\Delta }_n(𝐲)|^\beta \underset{j=1}{\overset{n}{}}\left\{(xy_j)^m[w(y_j)]^{1/(1+\delta _{\beta ,1})}dy_j\right\}$$
$`(1.16)`$
for $`\beta =1`$ or 4, can as well be expressed as a sum of $`m\times m`$ determinants. They are the $`m`$-th moments of the characteristic polynomial of an $`n\times n`$ random matrix $`A`$

$$det(xIA)^m=\frac{I_\beta (n,m;x)}{I_\beta (n,0;x)}$$
$`(1.17)`$
the parameter $`\beta `$ taking the values 1, 2 or 4 according as $`A`$ is real symmetric, complex hermitian or quaternion self-dual and the probability density of the eigenvalues $`𝐲`$ being $`|\mathrm{\Delta }_n(𝐲)|^\beta _{j=1}^n[w(y_j)]^{1/(1+\delta _{\beta ,1})}`$. The special case $`w(y)=e^{ay^2}`$ arises when the probability density of the random matrix is invariant under any change of basis and the algebraically independent parameters specifying the matrix elements are also statistically independent.

Instead of the real symmetric, complex hermitian and quaternion self-dual matrices some authors considered the corresponding ensembles of unitary matrices . The $`m`$-th moment of the characteristic polynomial in $`x=\mathrm{exp}(i\alpha )`$

$$_0^{2\pi }\mathrm{}_0^{2\pi }\underset{1j<kn}{}|e^{i\theta _j}e^{i\theta _k}|^\beta \underset{j=1}{\overset{n}{}}\left[|e^{i\alpha }e^{i\theta _j}|^md\theta _j\right]$$
$`(1.18)`$
is a constant independent of $`\alpha `$ which was evaluated using Selberg’s integral . In the limit of large $`n`$ with fixed $`m`$, this constant has a close relation with the moments of the absolute values of the Riemann zeta function $`\zeta (z)`$ or of the L-functions on the critical line $`\mathrm{Re}z=1/2`$. Similarly, the moments of the derivative with respect to $`x`$ of the characteristic polynomial are related to the moments of the absolute values of the derivative $`\zeta ^{}(z)`$ on the critical line .

In case of the real symmetric, complex hermitian and quaternion self-dual matrices, which are the only ones we consider here, the $`m`$-th moment of the characteristic polynomial is a polynomial of order $`mn`$, and we do not know whether their zeros are related with the Riemann zeta function.

2. Calculation of $`𝐈_\beta (𝐧,𝐦;𝐱)`$

The case $`\beta =2`$ is the simplest involving the better known determinants, while the other two cases $`\beta =1`$ and 4 are similar involving the less familiar pfaffians.

The $`I_\beta (n,m;x)`$ can be expressed in two different forms:

(i) a determinant or a pfaffian of a matrix of size which depends on $`n`$; i.e.

\- an $`n\times n`$ determinant in case $`\beta =2`$;

\- a pfaffian of a $`2n\times 2n`$ anti-symmetric matrix in case $`\beta =4`$;

\- a pfaffian of a $`n\times n`$ (resp. $`(n+1)\times (n+1)`$) anti-symmetric matrix in case $`\beta =1`$ for $`n`$ even (resp. odd);

(ii) a sum of determinants of matrices of size which depends on $`m`$; i.e.

\- an $`m\times m`$ determinant in case $`\beta =2`$;

\- a sum of $`m\times m`$ determinants in case $`\beta =4`$ for $`m`$ even;

\- a sum of $`m\times m`$ (resp. $`(m+1)\times (m+1)`$) determinants in case $`\beta =1`$ for $`n`$ even (resp. odd).

The usefulness of the expressions above, depending on the form of the weight function $`w(x)`$, may be limited. When the weight is gaussian, two of the forms supplying alternate expressions for $`I_2(n,m;x)`$ as $`n\times n`$ and $`m\times m`$ determinants lead us to an interesting known identity. Similarly, the two expressions of $`I_4(n,m;x)`$ lead us to an identity between a pfaffian of an $`2n\times 2n`$ anti-symmetric matrix and a sum of $`m\times m`$ determinants.

2.1 $`𝐈_\beta (𝐧,𝐦;𝐱)`$ as a determinant or a pfaffian of a matrix of size depending on $`𝐧`$

Choose $`P_j(x)`$ and $`\pi _j(x)`$ any monic polynomials of degree $`j`$.

2.1.1 The case $`\beta =\mathrm{𝟐}`$

Write $`\mathrm{\Delta }_n(𝐲)`$ as an $`n\times n`$ Vandermonde determinant

$$\begin{array}{ccc}\hfill \mathrm{\Delta }_n(𝐲)& =det\left[y_j^{k1}\right]_{j,k=1,\mathrm{},n}=det\left[P_{k1}(y_j)\right]_{j,k=1,\mathrm{},n}\hfill & \\ & =det\left[\pi _{k1}(y_j)\right]_{j,k=1,\mathrm{},n}.\hfill & (\mathrm{2.1.1})\hfill \end{array}$$

Then

$$\begin{array}{ccc}\hfill \mathrm{}\mathrm{\Delta }_n^2(𝐲)\underset{j=1}{\overset{n}{}}\left[f(y_j)dy_j\right]& =\mathrm{}det\left[P_{k1}(y_j)\right]det\left[\pi _{k1}(y_j)\right]\underset{j=1}{\overset{n}{}}\left[f(y_j)dy_j\right]\hfill & \\ & =n!\mathrm{}det\left[\pi _{k1}(y_j)\right]\underset{j=1}{\overset{n}{}}\left[P_{j1}(y_j)f(y_j)dy_j\right]\hfill & \\ & =n!\mathrm{}det\left[P_{j1}(y_j)\pi _{k1}(y_j)f(y_j)\right]\underset{j=1}{\overset{n}{}}dy_j\hfill & \\ & =n!det\left[\varphi _{2;j,k}\right]_{j,k=0,\mathrm{},n1}\hfill & (\mathrm{2.1.2})\hfill \end{array}$$

where

$$\varphi _{2;j,k}:=P_j(y)\pi _k(y)f(y)𝑑y.$$
$`(\mathrm{2.1.3})`$
In the first three lines of the above equation the indices $`j`$, $`k`$ take the values from 1 to $`n`$. In the second line we have replaced the first determinant by a single term which is allowed by the symmetry of the integrand in the $`y_j`$; while the last line is obtained by integrating over the $`y_j`$ each of them occuring only in one column.

Setting $`f(y)=(xy)^mw(y)`$, we get a first form of $`I_2(n,m;x)`$ in terms of an $`n\times n`$ determinant

$$I_2(n,m;x)=n!det\left[\varphi _{2;j,k}(x)\right]_{j,k=0,\mathrm{},n1}$$
$`(\mathrm{2.1.4})`$
where

$$\varphi _{2;j,k}(x):=P_j(y)\pi _k(y)(xy)^mw(y)𝑑y.$$
$`(\mathrm{2.1.5})`$
2.1.2 The case $`\beta =\mathrm{𝟒}`$

Write $`\mathrm{\Delta }_n^4(𝐲)`$ as a $`2n\times 2n`$ determinant

$$\begin{array}{ccc}\hfill \mathrm{\Delta }_n^4(𝐲)& =det[y_j^k,ky_j^{k1}]_{j=1,\mathrm{},n;k=0,\mathrm{},2n1}\hfill & \\ & =det[P_k(y_j),P_k^{}(y_j)]_{j=1,\mathrm{},n;k=0,\mathrm{},2n1}.\hfill & (\mathrm{2.1.6})\hfill \end{array}$$

Each variable occurs in two columns, a column of monic polynomials and a column of its derivatives. Expand the determinant and integrate to see that

$$\begin{array}{ccc}\hfill \mathrm{}\mathrm{\Delta }_n^4(𝐲)\underset{j=1}{\overset{n}{}}f(y_j)dy_j& =\pm \varphi _{4;j_1,j_2}\varphi _{4;j_3,j_4}\mathrm{}\varphi _{4;j_{2n1},j_{2n}}\hfill & (\mathrm{2.1.7})\hfill \\ & =n!\mathrm{pf}\left[\varphi _{4;j,k}\right]_{j,k=0,\mathrm{},2n1}\hfill & (\mathrm{2.1.8})\hfill \end{array}$$

where

$$\varphi _{4;j,k}:=\left[P_j(y)P_k^{}(y)P_j^{}(y)P_k(y)\right]f(y)𝑑y=\varphi _{4;k,j}.$$
$`(\mathrm{2.1.9})`$
In equation (2.1.7) the sum is over all permutations $`\left(\begin{array}{cccc}0& 1& \mathrm{}& 2n1\\ j_1& j_2& \mathrm{}& j_{2n}\end{array}\right)`$ of the $`2n`$ indices $`(0,1,\mathrm{},2n1)`$ with $`j_1<j_2`$, …, $`j_{2n1}<j_{2n}`$, the sign being plus or minus according as this permutation is even or odd. In equation (2.1.8) pf means the pfaffian.

Setting $`f(y)=(xy)^mw(y)`$ as before, we get a first form of $`I_4(n,m;x)`$ in terms of the pfaffian of a $`2n\times 2n`$ anti-symmetric matrix

$$I_4(n,m;x)=n!\mathrm{pf}\left[\varphi _{4;j,k}(x)\right]_{j,k=0,\mathrm{},2n1}$$
$`(\mathrm{2.1.10})`$
where

$$\varphi _{4;j,k}(x):=\left[P_j(y)P_k^{}(y)P_j^{}(y)P_k(y)\right](xy)^mw(y)𝑑y.$$
$`(\mathrm{2.1.11})`$
2.1.3 The case $`\beta =\mathrm{𝟏}`$

The difficulty of the absolute value of $`\mathrm{\Delta }_n(𝐲)`$ can be overcome by ordering the variables. Writing

$$\mathrm{\Delta }_n(𝐲)\underset{j=1}{\overset{n}{}}f(y_j)=det\left[P_{k1}(y_j)f(y_j)\right]_{j,k=1,\mathrm{},n}$$
$`(\mathrm{2.1.12})`$
with $`f(y)=(xy)^m\sqrt{w(y)}`$ and using a result of de Bruijn , one gets a first form of $`I_1(n,m;x)`$ in terms of the pfaffian of an $`n\times n`$ (resp. $`(n+1)\times (n+1)`$) anti-symmetric matrix for $`n`$ even (resp. odd)

$$I_1(n,m;x)=\{\begin{array}{cc}n!\mathrm{pf}\left[\varphi _{1;j,k}(x)\right]_{j,k=0,\mathrm{},n1}& n\mathrm{even}\\ n!\mathrm{pf}\left[\begin{array}{cc}\varphi _{1;j,k}(x)& \alpha _j(x)\\ \alpha _k(x)& 0\end{array}\right]_{j,k=0,\mathrm{},n1}& n\mathrm{odd}\end{array}$$
$`(\mathrm{2.1.13})`$
where

$$\varphi _{1;j,k}(x):=P_j(z)P_k(y)(xz)^m(xy)^m\sqrt{w(z)w(y)}\mathrm{sign}(yz)𝑑z𝑑y$$
$`(\mathrm{2.1.14})`$
and

$$\alpha _j(x):=P_j(y)(xy)^m\sqrt{w(y)}𝑑y.$$
$`(\mathrm{2.1.15})`$
Another way to get the same result is  to order the variables, integrate over the alternate ones, remove the ordering over the remaining alternate variables and observe that the result is given by equations (2.1.13)-(2.1.15).

2.1.4 An alternative of the expressions above for $`\beta =\mathrm{𝟏}`$, 2 and 4

If one replaces the monic polynomials $`P_j(y)`$ and $`\pi _j(y)`$ by $`P_j(yx)`$ and $`\pi _j(yx)`$, equations (2.1.4), (2.1.10) and (2.1.13) become

$$\begin{array}{ccc}\hfill I_2(n,m;x)& =(1)^{mn}n!det\left[\phi _{2;j,k}(x)\right]_{j,k=0,\mathrm{},n1}\hfill & (\mathrm{2.1.16})\hfill \\ \hfill I_4(n,m;x)& =(1)^{mn}n!\mathrm{pf}\left[\phi _{4;j,k}(x)\right]_{j,k=0,\mathrm{},2n1}\hfill & (\mathrm{2.1.17})\hfill \\ \hfill I_1(n,m;x)& =\{\begin{array}{cc}n!\mathrm{pf}\left[\phi _{1;j,k}(x)\right]_{j,k=0,\mathrm{},n1}& n\mathrm{even}\\ (1)^mn!\mathrm{pf}\left[\begin{array}{cc}\phi _{1;j,k}(x)& \theta _j(x)\\ \theta _k(x)& 0\end{array}\right]_{j,k=0,\mathrm{},n1}& n\mathrm{odd}\end{array}\hfill & (\mathrm{2.1.18})\hfill \end{array}$$

where

$$\begin{array}{ccc}\hfill \phi _{2;j,k}(x)& :=P_j(yx)\pi _k(yx)(yx)^mw(y)𝑑y\hfill & (\mathrm{2.1.19})\hfill \\ \hfill \phi _{4;j,k}(x)& :=\left[P_j(yx)P_k^{}(yx)P_j^{}(yx)P_k(yx)\right](yx)^mw(y)𝑑y\hfill & (\mathrm{2.1.20})\hfill \\ \hfill \phi _{1;j,k}(x)& :=P_j(zx)P_k(yx)[(zx)(yx)]^m\sqrt{w(z)w(y)}\mathrm{sign}(yz)𝑑z𝑑y\hfill & \\ & & (\mathrm{2.1.21})\hfill \\ \hfill \theta _j(x)& :=P_j(yx)(yx)^m\sqrt{w(y)}𝑑y.\hfill & (\mathrm{2.1.22})\hfill \end{array}$$

2.2 $`𝐈_\beta (𝐧,𝐦;𝐱)`$ as determinants of size depending on $`m`$

2.2.1 The case $`\beta =\mathrm{𝟐}`$

For $`I_2(n,m;x)`$, equation (1.15), let us write the integrand as the product of two determinants: $`\mathrm{\Delta }_n(𝐲)`$ given in equation (2.1.1) and

$$\begin{array}{ccc}\hfill \mathrm{\Delta }_n(𝐲)\underset{j=1}{\overset{n}{}}(xy_j)^m& =bdet[y_j^{k1},\left(\frac{d}{dx}\right)^lx^{k1}]_{\begin{array}{c}j=1,\mathrm{},n\\ k=1,\mathrm{},n+m\\ l=0,\mathrm{},m1\end{array}}\hfill & \\ & =bdet[P_{k1}(y_j),P_{k1}^{(l)}(x)]_{\begin{array}{c}j=1,\mathrm{},n\\ k=1,\mathrm{},n+m\\ l=0,\mathrm{},m1\end{array}}\hfill & (\mathrm{2.2.1})\hfill \end{array}$$

where

$$b=\left(\underset{l=0}{\overset{m1}{}}l!\right)^1$$
$`(\mathrm{2.2.2})`$
$`P_k(x)`$ is any monic polynomial of degree $`k`$ and $`P_k^{(l)}(x)`$ is its $`l`$-th derivative. Expression (2.2.1) is an $`(m+n)\times (m+n)`$ determinant the last $`m`$ columns of which are $`P_k(x)`$ and its successive derivatives . As the integrand in equation (1.15) is symmetric in the $`y_j`$, we can replace the first $`n\times n`$ determinant by a single term and multiply the result by $`n!`$

$$\begin{array}{ccc}\hfill I_2(n,m;x)& =bn!\mathrm{}det[P_{k1}(y_j),P_{k1}^{(l)}(x)]_{\begin{array}{c}j=1,\mathrm{},n\\ k=1,\mathrm{},n+m\\ l=0,\mathrm{},m1\end{array}}\underset{j=1}{\overset{n}{}}\left[P_{j1}(y_j)w(y_j)dy_j\right]\hfill & \\ & =bn!\mathrm{}det[P_{j1}(y_j)P_{k1}(y_j)w(y_j),P_{k1}^{(l)}(x)]_{\begin{array}{c}j=1,\mathrm{},n\\ k=1,\mathrm{},n+m\\ l=0,\mathrm{},m1\end{array}}\underset{j=1}{\overset{n}{}}dy_j.\hfill & \\ & & (\mathrm{2.2.3})\hfill \end{array}$$

As each variable $`y_j`$ occurs only in one column, we can integrate over them independently

$$I_2(n,m;x)=bn!det[P_{j1}(y)P_{k1}(y)w(y)𝑑y,P_{k1}^{(l)}(x)]_{\begin{array}{c}j=1,\mathrm{},n\\ k=1,\mathrm{},n+m\\ l=0,\mathrm{},m1\end{array}}.$$
$`(\mathrm{2.2.4})`$
If we choose the polynomials $`P_j(x)`$ to be the orthogonal polynomials $`C_j(x)`$, equation (1.5), then one gets a second form for $`I_2(n,m;x)`$

$$I_2(n,m;x)=bn!c_0\mathrm{}c_{n1}det\left[C_{n+k}^{(l)}(x)\right]_{k,l=0,\mathrm{},m1}$$
$`(\mathrm{2.2.5})`$
an $`m\times m`$ determinant whose first column consists of $`C_{n+k}(x)`$, $`k=0`$, 1, …, $`m1`$, and the other $`m1`$ columns are the successive derivatives of the first column. Therefore from equation (1.17)

$$det(xIA)^m=bdet\left[C_{n+k}^{(l)}(x)\right]_{k,l=0,\mathrm{},m1}.$$
$`(\mathrm{2.2.6})`$
This result appears in reference  as equation (15) apart from a sign which seems to be wrong.

2.2.2 The case $`\beta =\mathrm{𝟒}`$

This method applies only for even moments. For $`I_4(n,2m;x)`$, equation (1.16), one can write the integrand as a single determinant

$$\begin{array}{ccc}\hfill \mathrm{\Delta }_n^4(𝐲)\underset{j=1}{\overset{n}{}}(xy)^{2m}& =bdet[y_j^k,ky_j^{k1},\left(\frac{d}{dx}\right)^lx^k]_{\begin{array}{c}j=1,\mathrm{},n\\ k=0,\mathrm{},n+m1\\ l=0,\mathrm{},m1\end{array}}\hfill & \\ & =bdet[P_k(y_j),P_k^{}(y_j),P_k^{(l)}(x)]_{\begin{array}{c}j=1,\mathrm{},n\\ k=0,\mathrm{},n+m1\\ l=0,\mathrm{},m1\end{array}}\hfill & (\mathrm{2.2.7})\hfill \end{array}$$

where $`b`$ is given by equation (2.2.2). Each variable $`y_j`$ occurs in two columns. Expanding the determinant and integrating one sees that the result is a sum of products of the form

$$\pm ba_{s_1,s_2}\mathrm{}a_{s_{2n1},s_{2n}}det\left[P_{j_k}^{(l1)}(x)\right]_{k,l=1,\mathrm{},m}$$
$`(\mathrm{2.2.8})`$
with

$$a_{j,k}:=\left[P_j(y)P_k^{}(y)P_j^{}(y)P_k(y)\right]w(y)𝑑y=P_j,P_k_4$$
$`(\mathrm{2.2.9})`$
the indices $`s_1`$, …, $`s_{2n}`$, $`j_1`$, …, $`j_m`$ are all distinct, chosen from 0, 1, …, $`2n+m1`$ and the sign is plus or minus according as the permutation

$$\left(\begin{array}{ccccccc}0& 1& \mathrm{}& 2n1& 2n& \mathrm{}& 2n+m1\\ s_1& s_2& \mathrm{}& s_{2n}& j_1& \mathrm{}& j_m\end{array}\right)$$
$`(\mathrm{2.2.10})`$
is even or odd. If we choose the polynomials $`P_j(x)`$ to be the skew-orthogonal polynomials $`Q_j(x)`$, equation (1.6), then all the $`a_{s,j}`$ except $`a_{2s,2s+1}=q_s`$ will be zero and we get a second form of $`I_4(n,2m;x)`$ in terms of a sum of $`m\times m`$ determinants

$$I_4(n,2m;x)=bn!\underset{(s)}{}q_{s_1}\mathrm{}q_{s_n}det\left[Q_{j_k}^{(l1)}(x)\right]_{k,l=1,\mathrm{},m}$$
$`(\mathrm{2.2.11})`$
where the sum is over all choices of $`s_1<\mathrm{}<s_n`$ such that $`2s_1`$, $`2s_1+1`$, …, $`2s_n`$, $`2s_n+1`$, $`j_1`$, …, $`j_m`$ are all the indices from 0 to $`2n+m1`$ and moreover $`j_1<\mathrm{}<j_m`$.

2.2.3 The case $`\beta =\mathrm{𝟏}`$

For $`I_1(n,m;x)`$, equation (1.16), the absolute value sign of $`\mathrm{\Delta }_n(𝐲)`$ is the main difficulty. Ordering the variables and using the same method as in section 2.2.2 above , one has

$$\begin{array}{ccc}\hfill I_1(n,m;x)& =\mathrm{}|\mathrm{\Delta }_n(𝐲)|\underset{j=1}{\overset{n}{}}\left[(xy_j)^m\sqrt{w(y_j)}dy_j\right]\hfill & \\ & =n!\mathrm{}_{y_1\mathrm{}y_n}\mathrm{\Delta }_n(𝐲)\underset{j=1}{\overset{n}{}}\left[(xy_j)^m\sqrt{w(y_j)}dy_j\right]\hfill & \\ & =bn!\mathrm{}_{y_1\mathrm{}y_n}det[P_k(y_j),P_k^{(l)}(x)]_{\begin{array}{c}j=1,\mathrm{},n\\ k=0,\mathrm{},n+m1\\ l=0,\mathrm{},m1\end{array}}\hfill & \\ & .\underset{j=1}{\overset{n}{}}\left[\sqrt{w(y_j)}dy_j\right]\hfill & (\mathrm{2.2.12})\hfill \end{array}$$

with $`b`$ as in equation (2.2.2). Integrating successively over the alternate variables $`y_1`$, $`y_3`$, $`y_5`$, … and then removing the restriction over the remaining variables $`y_2`$, $`y_4`$, … as indicated at the end of section 2.1.3 above, one gets for even $`n`$

$$\begin{array}{ccc}\hfill I_1(n,m;x)& =b\frac{n!}{[n/2]!}\mathrm{}det[G_k(y_{2j}),P_k(y_{2j}),P_k^{(l)}(x)]_{\begin{array}{c}j=1,\mathrm{},[n/2]\\ k=0,\mathrm{},n+m1\\ l=0,\mathrm{},m1\end{array}}\hfill & \\ & .\underset{j=1}{\overset{[n/2]}{}}\left[\sqrt{w(y_{2j})}dy_{2j}\right]\hfill & (\mathrm{2.2.13})\hfill \end{array}$$

with

$$G_k(y_2):=^{y_2}P_k(y_1)\sqrt{w(y_1)}𝑑y_1.$$
$`(\mathrm{2.2.14})`$
In case $`n`$ is odd, one more column of the numbers $`g_k:=P_k(y)\sqrt{w(y)}𝑑y`$ appears in the determinant just after the column of $`P_k(y_{n1})`$.

The present situation is exactly as in the case $`\beta =4`$ with each variable occuring in two columns. Expanding the determinant one sees that the result contains the expressions

$$\begin{array}{ccc}\hfill \left[G_j(y)P_k(y)G_k(y)P_j(y)\right]\sqrt{w(y)}𝑑y& =P_j(x)P_k(y)\mathrm{sign}(yx)\sqrt{w(x)w(y)}𝑑x𝑑y\hfill & \\ & =P_j,P_k_1.\hfill & (\mathrm{2.2.15})\hfill \end{array}$$

If we choose $`P_j(x)=R_j(x)`$, equation (1.7), then writing the result separately for even and odd $`n`$ for clarity, one has

$$I_1(2n,m;x)=b(2n)!\underset{(s)}{}r_{s_1}\mathrm{}r_{s_n}det\left[R_{j_k}^{(l1)}(x)\right]_{k,l=1,\mathrm{},m}$$
$`(\mathrm{2.2.16})`$
where the sum is taken over all choices of $`s_1<\mathrm{}<s_n`$ such that $`2s_1`$, $`2s_1+1`$, …, $`2s_n`$, $`2s_n+1`$, $`j_1`$, …, $`j_m`$ are all the indices from 0 to $`2n+m1`$ and moreover $`j_1<\mathrm{}<j_m`$ and

$$I_1(2n+1,m;x)=b(2n+1)!\underset{(s)}{}r_{s_1}\mathrm{}r_{s_n}det[g_{j_k},R_{j_k}^{(l1)}(x)]_{k=1,\mathrm{},m+1;l=1,\mathrm{},m}$$
$`(\mathrm{2.2.17})`$
where now the sum is taken over all choices of $`s_1<\mathrm{}<s_n`$ such that $`2s_1`$, $`2s_1+1`$, …, $`2s_n`$, $`2s_n+1`$, $`j_1`$, …, $`j_m`$, $`j_{m+1}`$ are all the indices from 0 to $`2n+m`$ and moreover $`j_1<\mathrm{}<j_{m+1}`$.

Note that equations (1.8), (1.11) and (1.13) are particular cases ($`m=1`$) of equations (2.2.5), (2.2.11) and (2.2.16) respectively. If we shift the index of the last row in the right hand side of equation (2.2.7) for $`m=1`$ from $`n`$ to $`n+1`$, i.e. replace the last row

$$[P_n(y_j),P_n^{}(y_j),P_n(x)]$$

by the row

$$[P_{n+1}(y_j),P_{n+1}^{}(y_j),P_{n+1}(x)]$$

we get the integrand of equation (1.12). Following the procedure which leads to equation (2.2.11) we get equation (1.12). Similarly, if we shift the index of the last row from $`n`$ to $`n+1`$ in the right hand side of equation (2.2.12) for $`m=1`$ and follow the procedure leading to equation (2.2.16) we get equation (1.14).

3. Special case of the gaussian weight

These formulas for $`I_\beta (n,m;x)`$ will have little use if one does not know the polynomials $`C_n(x)`$, $`Q_n(x)`$ or $`R_n(x)`$. Fortunately one knows them for almost all classical weights. As an example we give them here for the gaussian weight $`w(x)=e^{x^2}`$ over $`[\mathrm{},\mathrm{}]`$ in terms of Hermite polynomials $`H_n(x):=e^{x^2}(d/dx)^ne^{x^2}`$. Their verification is straightforward. One has

$$\begin{array}{ccc}\hfill C_n(x)& =2^nH_n(x)\hfill & (3.1)\hfill \\ \hfill c_n& =2^nn!\sqrt{\pi }\hfill & (3.2)\hfill \\ \hfill Q_{2n}(x)& =\underset{j=0}{\overset{n}{}}2^{2j}\frac{n!}{j!}H_{2j}(x)Q_{2n+1}(x)=2^{2n1}H_{2n+1}(x)\hfill & (3.3)\hfill \\ \hfill q_n& =2^{2n}(2n+1)!\sqrt{\pi }\hfill & (3.4)\hfill \\ \hfill R_{2n}(x)& =2^{2n}H_{2n}(x)R_{2n+1}(x)=2^{2n}[xH_{2n}(x)H_{2n}^{}(x)]\hfill & (3.5)\hfill \\ \hfill r_n& =2^{12n}(2n)!\sqrt{\pi }.\hfill & (3.6)\hfill \end{array}$$

In this case some results can be given other forms. In particular, using the recurrence relation

$$2xH_n(x)=H_{n+1}(x)+H_n^{}(x)$$
$`(3.7)`$
or

$$xC_n(x)=C_{n+1}(x)+\frac{1}{2}C_n^{}(x)$$
$`(3.8)`$
one can replace the $`C_{n+k}^{(l)}`$ in the determinant (2.2.5) by $`C_{n+k+l}(x)`$ so that

$$\begin{array}{ccc}\hfill I_2(n,m;x)& =bn!c_0\mathrm{}c_{n1}(2)^{m(m1)/2}det\left[C_{n+j+k}(x)\right]_{j,k=0,1,\mathrm{},m1}\hfill & \\ & =\pi ^{n/2}\frac{2^{n(n1)/2}\underset{j=0}{\overset{n}{}}j!}{(2)^{m(m1)/2}_{j=0}^{m1}j!}det\left[C_{n+j+k}(x)\right]_{j,k=0,1,\mathrm{},m1}.\hfill & (3.9)\hfill \end{array}$$

Also for any non-negative integer $`j`$

$$_{\mathrm{}}^{\mathrm{}}(yx)^je^{y^2}𝑑y=\sqrt{\pi }i^jC_j(ix)$$
$`(3.10)`$
with $`i=\sqrt{1}`$. Therefore, choosing $`P_j(yx)=\pi _j(yx)=(yx)^j`$ in equations (2.1.19) and (2.1.20), we get

$$\begin{array}{ccc}\hfill \phi _{2;j,k}(x)& =\sqrt{\pi }i^{m+j+k}C_{m+j+k}(ix)\hfill & (3.11)\hfill \\ \hfill \phi _{4;j,k}(x)& =\sqrt{\pi }i^{m+j+k1}(kj)C_{m+j+k1}(ix)\hfill & (3.12)\hfill \end{array}$$

and equations (2.1.16) and (2.1.17) then give

$$\begin{array}{ccc}\hfill I_2(n,m;x)& =(i)^{mn}n!\pi ^{n/2}(1)^{n(n1)/2}det\left[C_{m+j+k}(ix)\right]_{j,k=0,\mathrm{},n1}\hfill & (3.13)\hfill \\ \hfill I_4(n,m;x)& =(i)^{mn}n!\pi ^{n/2}\mathrm{pf}\left[(kj)C_{m+j+k1}(ix)\right]_{j,k=0,\mathrm{},2n1}.\hfill & (3.14)\hfill \end{array}$$

Equations (3.9) and (3.13) give a relation almost symmetric in $`n`$ and $`m`$. Writing them again

$$\frac{I_2(n,m;x)}{I_2(m,n;ix)}=(i)^{mn}\frac{\pi ^{n/2}2^{n(n1)/2}\underset{j=0}{\overset{n}{}}j!}{\pi ^{m/2}2^{m(m1)/2}_{j=0}^mj!}$$
$`(3.15)`$
or equivalently

$$\frac{det\left[C_{n+j+k}(x)\right]_{j,k=0,\mathrm{},m1}}{det\left[C_{m+j+k}(ix)\right]_{j,k=0,\mathrm{},n1}}=(i)^{mn}\frac{(2)^{n(n1)/2}\underset{j=0}{\overset{n1}{}}j!}{(2)^{m(m1)/2}_{j=0}^{m1}j!}.$$
$`(3.16)`$
Equations (3.15) and (3.16) appear in  as equations (4.43) and (4.44).

Equations (2.2.11) and (3.14) give another identity relating the pfaffian

$$\mathrm{pf}[(kj)C_{2m+j+k1}]_{j,k=0,\mathrm{},2n1}$$

to a sum of $`m\times m`$ determinants.

Forrester and Witte  state that the identity

$$\frac{_{\mathrm{}}^{\mathrm{}}\mathrm{}_{\mathrm{}}^{\mathrm{}}|\mathrm{\Delta }_n(𝐲)|^{2\gamma }\underset{j=1}{\overset{n}{}}\left[(xy_j)^me^{y_j^2}dy_j\right]}{_{\mathrm{}}^{\mathrm{}}\mathrm{}_{\mathrm{}}^{\mathrm{}}|\mathrm{\Delta }_m(𝐲)|^{2/\gamma }_{j=1}^m\left[(ixy_j)^ne^{y_j^2}dy_j\right]}=\mathrm{const}.$$
$`(3.17)`$
is valid for any $`\gamma `$. This is not true for $`\gamma 1`$ as verified below for $`\{n,m\}=\{n,1\},\{2,2\}`$ and $`\{3,2\}`$. For values of $`a`$ and $`\gamma `$ such that the integrals below exist, letting

$$\begin{array}{ccc}\hfill 𝑑\mu (𝐲)f(𝐲)& :=_{\mathrm{}}^{\mathrm{}}\mathrm{}_{\mathrm{}}^{\mathrm{}}|\mathrm{\Delta }_n(𝐲)|^{2\gamma }\underset{j=1}{\overset{n}{}}\left(e^{ay_j^2}dy_j\right)f(𝐲)\hfill & (3.18)\hfill \\ \hfill f(𝐲)& :=𝑑\mu (𝐲)f(𝐲)÷𝑑\mu (𝐲)\hfill & (3.19)\hfill \\ \hfill (\gamma ,a,n,m;x)& :=𝑑\mu (𝐲)\underset{j=1}{\overset{n}{}}(xy_j)^m=(\gamma ,a,n,0;x)\underset{j=1}{\overset{n}{}}(xy_j)^m\hfill & (3.20)\hfill \end{array}$$

where $`_{j=1}^n(xy_j)^m`$ is a polynomial in $`x`$ whose coefficients can be evaluated using the expressions given in .

For any $`n`$ and $`m=1`$, one has

$$\begin{array}{ccc}\hfill \frac{(\gamma ,a,n,1;x)}{(\gamma ,a,n,0;x)}& =\underset{j=1}{\overset{n}{}}(xy_j)=\underset{j=0}{\overset{n}{}}\left(\begin{array}{c}n\\ j\end{array}\right)(1)^jy_1\mathrm{}y_jx^{nj}\hfill & \\ & =\underset{j=0}{\overset{[n/2]}{}}\left(\begin{array}{c}n\\ 2j\end{array}\right)\left(\frac{\gamma }{2a}\right)^j\frac{(2j)!}{2^jj!}x^{n2j}\hfill & \\ & =\left(\frac{\gamma }{4a}\right)^{n/2}H_n\left(x\sqrt{\frac{a}{\gamma }}\right)\hfill & (3.21)\hfill \end{array}$$

whereas for $`n=1`$ and any $`m`$

$$\begin{array}{ccc}\hfill \frac{(\gamma ,a,1,m;x)}{(\gamma ,a,1,0;x)}& =(xy_1)^m=\underset{j=0}{\overset{m}{}}\left(\begin{array}{c}m\\ j\end{array}\right)(1)^jy_1^jx^{mj}\hfill & \\ & =\underset{j=0}{\overset{[m/2]}{}}\left(\begin{array}{c}m\\ 2j\end{array}\right)\frac{(2j)!}{2^{2j}j!}a^jx^{m2j}\hfill & \\ & =(4a)^{m/2}i^mH_m(ix\sqrt{a}).\hfill & (3.22)\hfill \end{array}$$

Therefore for any $`\gamma `$, $`\gamma ^{}`$, $`a`$ and $`n`$, one verifies that

$$\frac{(\gamma ,a,n,1;x)}{(\gamma ^{},a/\gamma ,1,n;ix)}=(i)^n\frac{(\gamma ,a,n,0;x)}{(\gamma ^{},a/\gamma ,1,0;ix)}$$
$`(3.23)`$
is a constant independent of $`x`$.

For $`n=m=2`$, one has

$$\begin{array}{ccc}\hfill \frac{(\gamma ,a,2,2;x)}{(\gamma ,a,2,0;x)}& =\underset{j=1}{\overset{2}{}}(xy_j)^2=x^4+2(y_1^2+2y_1y_2)x^2+y_1^2y_2^2\hfill & \\ & =x^4+\frac{1}{a}(1\gamma )x^2+\frac{1}{4a^2}(1+\gamma +\gamma ^2)\hfill & \\ & =\frac{(1/\gamma ,a/\gamma ,2,2;ix)}{(1/\gamma ,a/\gamma ,2,0;ix)}.\hfill & (3.24)\hfill \end{array}$$

For $`n=3`$ and $`m=2`$, one has

$$\begin{array}{ccc}\hfill \frac{(\gamma ,a,3,2;x)}{(\gamma ,a,3,0;x)}& =\underset{j=1}{\overset{3}{}}(xy_j)^2\hfill & \\ & =x^6+3(y_1^2+4y_1y_2)x^4+3(y_1^2y_2^2+4y_1^2y_2y_3)x^2+y_1^2y_2^2y_3^2\hfill & \\ & =x^6+\frac{3}{2a}(12\gamma )x^4+\frac{3}{4a^2}(1\gamma +3\gamma ^2)x^2+\frac{1}{8a^3}(1+3\gamma +5\gamma ^2)\hfill & \\ & & (3.25)\hfill \end{array}$$

whereas for $`n=2`$ and $`m=3`$

$$\begin{array}{ccc}\hfill \frac{(\gamma ,a,2,3;x)}{(\gamma ,a,2,0;x)}& =\underset{j=1}{\overset{2}{}}(xy_j)^3\hfill & \\ & =x^6+3(2y_1^2+3y_1y_2)x^4+3(2y_1^3y_2+3y_1^2y_2^2)x^2+y_1^3y_2^3\hfill & \\ & =x^6+\frac{3}{2a}(2\gamma )x^4+\frac{3}{4a^2}(3\gamma +\gamma ^2)x^2\frac{\gamma }{8a^3}(5+3\gamma +\gamma ^2)\hfill & \\ & & (3.26)\hfill \end{array}$$

hence

$$\frac{(\gamma ,a,3,2;x)}{(\gamma ,a,3,0;x)}=\frac{(1/\gamma ,a/\gamma ,2,3;ix)}{(1/\gamma ,a/\gamma ,2,0;ix)}.$$
$`(3.27)`$
Selberg’s integral also gives the constant

$$(\gamma ,a,n,0;x)=\pi ^{n/2}2^{\gamma n(n1)/2}a^{\gamma n(n1)/2n/2}\underset{j=1}{\overset{n}{}}\frac{\mathrm{\Gamma }(1+j\gamma )}{\mathrm{\Gamma }(1+\gamma )}.$$
$`(3.28)`$
So, what is probably true is

$$\frac{(\gamma ,a,n,m;x)}{(1/\gamma ,a/\gamma ,m,n;ix)}=(i)^{mn}\frac{(\gamma ,a,n,0;x)}{(1/\gamma ,a/\gamma ,m,0;ix)}$$
$`(3.29)`$
a constant depending on $`\gamma `$, $`a`$, $`n`$ and $`m`$. i.e. the gaussians in the numerator and denominator of equation (3.17) should have different variances. In particular,

$$\frac{I_4(n,m;x)}{I_1(m,n;ix)}=(i)^{mn}\frac{\pi ^{n/2}2^{n^2}\underset{j=0}{\overset{n}{}}(2j)!}{2^{3m/2}_{j=0}^m\mathrm{\Gamma }(1+j/2)}.$$
$`(3.30)`$
4. Conclusion

The $`m`$-th moment of the characteristic polynomial of an $`n\times n`$ random matrix is expressed as: an $`n\times n`$, equations (2.1.4 and 2.1.16), or as an $`m\times m`$, equation (2.2.5), determinant, for the unitary ensemble ($`\beta =2`$); as a pfaffian of a $`2n\times 2n`$ anti-symmetric matrix, equations (2.1.10 and 2.1.17), or a sum of $`m\times m`$ determinants in case $`m`$ is even, equation (2.2.11), for the symplectic ensemble ($`\beta =4`$); as a pfaffian of an $`n\times n`$ (resp. $`(n+1)\times (n+1)`$) anti-symmetric matrix, equations (2.1.13 and 2.1.18), or a sum of $`m\times m`$ (resp. $`(m+1)\times (m+1)`$) determinants, equation (2.2.16, resp. 2.2.17), for the orthogonal ensemble ($`\beta =1`$) for $`n`$ even (resp. odd).

In the gaussian case $`w(y)=e^{y^2}`$ this leads to the remarkable identity almost symmetric in $`m`$ and $`n`$, equation (3.15),

$$I_2(n,m;x)=\mathrm{const}.I_2(m,n;ix)$$
$`(4.1)`$
or, equation (3.16),

$$det\left[H_{m+j+k}(x)\right]_{j,k=0,\mathrm{},n1}=\mathrm{const}.det\left[H_{n+j+k}(ix)\right]_{j,k=0,\mathrm{},m1}$$
$`(4.2)`$
and another identity expressing $`\mathrm{pf}\left[(kj)H_{2m+j+k}(ix)\right]_{j,k=0,\mathrm{},2n1}`$, equation (3.14), as a sum of $`m\times m`$ determinants, equation (2.2.11). Also probably the remarkable general identity (3.29) and in particular (3.30) holds.

Acknowlegements

One of us (MLM) is thankful to A. Edelman for asking the question about the moments of the characteristic polynomial. We thank P.J. Forrester for sending us the preprint with N.S. Witte and indicating the relevant place in his paper with Baker. In particular, he indicated that in  equations (5.30a), (5.1) and (1.3a) relate the integral $`(\beta /2,\beta /2,n,\beta ;x)`$, with our notations in equation (3.20), to a generalized Hermite polynomial which appears in equation (5.31) of  as the integral $`(2/\beta ,1,\beta ,n;ix)`$. Thus it provides a proof of conjecture (3.29) in the special case $`m=2\gamma =2a=\beta `$. We are grateful to our colleague R. Balian for critically reading and commenting the manuscript. In particular he noted that if in equation (1.4) one replaces sign$`(yx)`$ by sign$`(yx+ϵ/2)`$ and expands in powers of $`ϵ`$, then the three scalar products are just the first three terms in this expansion

$$f(x)g(y)\mathrm{sign}(yx+ϵ/2)\sqrt{w(x)w(y)}𝑑x𝑑y=f,g_1+ϵf,g_2+\frac{ϵ^2}{8}f,g_4+\mathrm{}$$
$`(4.3)`$
Does this have some deeper significance and/or applications?

We are thankful to the referees for bringing to our attention the references 6 and 9.

References

 See for example, Matrix theory, M.L. Mehta, Les Editions de Physique, 91944 Les Ulis Cedex, France (1989) appendix A.14

 G. Mahoux and M.L. Mehta, A method of integration over matrix variables IV, J. Phys. I France 1 (1991) 1093-1108

 See for example, Higher transcendental functions A. Erdélyi et al. (ed.), Bateman Manuscript project, MacGraw Hill, New York (1953), vol. 2, §10.3 (5); or G. Szegö, Orthogonal polynomials, American Mathematical Society, Providence, R.I. (1939), equation (2.2.10)

 B. Eynard, private communication and http://xxx.lanl.cond-mat/0012046

 E. Brézin and S. Hikami, Characteristic polynomials of random matrices, Comm. Math. Phys. 214 (2000) 111-135

 J.P. Keating and N.C. Snaith, Random matrix theory and $`\zeta (1/2+it)`$, Comm. Math. Phys. 214 (2000) 57-89

J.P. Keating and N.C. Snaith, Random matrix theory and L-functions at $`s=1/2`$, Comm. Math. Phys. 214 (2000) 91-110

C.P. Hughes, J.P. Keating and N. O’Connell, Random matrix theory and the derivative of the Riemann zeta function, Proc. Royal Soc. London A: Math. 456 (2000) 2611-2627

 See for example, reference 1, chapter 7.1.2

 See for example, Random matrices, M.L. Mehta, Academic Press, New york (1991) chapter 6.5 and appendix A.18

 N.G. de Bruijn, On some multiple integrals involving determinants, J. Indian Math. Soc. 19 (1955) 133-151; equations (1.2), (4.2)-(4.4) with $`\varphi _k(y_j)=P_{k1}(y_j)(xy_j)^m\sqrt{w(y_j)}`$

 See for example, Higher transcendental functions Bateman manuscript project, A. Erdéyli et al. (eds.), MacGraw Hill, New York (1953) vol 2, §10.13 (30)-(31)

 P.J. Forrester and N.S. Witte, Application of the $`\tau `$-function theory of Painlevé equations to random matrices: PIV, PII and GUE, (preprint), equation (4.43) and the paragraph following equation (4.44). See also T.H. Baker and P.J. Forrester, The Calogero-Sutherland model and generalized classical polynomials, Comm. Math. Phys. 188 (1997) 175-216, around equations (5.30)-(5.33)

 See for example, reference 8, chapter 17, equations (17.8.5)-(17.8.9), (17.6.7)


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# 1. Introduction

## 1. Introduction

In this paper we continue our investigations of $`p`$-brane solutions (see, e.g.,  and references therein) based on the sigma-model approach .

The model under consideration contains several scalar dilatonic fields and one antisymmetric form. We consider spherically symmetric solutions (see ), when all functions depend on one radial variable and pay attention to black hole (BH) solutions with Ricci-flat internal spaces (see  and special solutions in ).

The corresponding solutions to the WDW equation (in the spherically symmetric case) were considered in . Here we use the covariant “d’Alembertian” (and/or conformally-covariant) form of the WDW equation of Refs. . We single out certain classes of solutions to the WDW equations and suggest quantum analogues of BH solutions.

The plan of the paper is as follows. In Sec. 2 we consider the model and present the WDW equation. Sec. 3 is devoted to classical and quantum exact solutions when spherical symmetry is assumed. In Sec. 4 we consider the classical black-hole solutions and for the case $`a=0`$ (the term $`aR[𝒢]`$ in the WDW equation is responsible for the scalar curvature of minisupermetric $`𝒢`$) we suggest quantum analogues of black-hole solutions. In the extremal case we consider several examples, e.g. for $`D=4`$ Einstein-Maxwell theory and $`D=11`$ supergravity. It is shown that the brane part of the solution satisfying the outgoing-wave boundary condition is regular for small brane quasi-volume (it looks like a pseudo-Euclidean quantum wormhole). We also compare our approach with that suggested by H. Lü, J. Maharana, S. Mukherji and C.N. Pope  (with flat minisupermetric and classical fields of forms).

## 2. The model

Consider the model governed by the action

$`S={\displaystyle \frac{1}{2\kappa ^2}}{\displaystyle _M}d^Dz\sqrt{|g|}\{R[g]h_{\alpha \beta }g^{MN}_M\phi ^\alpha _N\phi ^\beta `$
$`{\displaystyle \frac{1}{m!}}\mathrm{exp}[2\lambda (\phi )]F^2\}+S_{GH}`$ (2.1)
where $`g=g_{MN}dz^Mdz^N`$ is the metric ($`M,N=1,\mathrm{},D`$), $`\phi =(\phi ^\alpha )^l`$ is a vector of dilatonic scalar fields, $`(h_{\alpha \beta })`$ is a non-degenerate $`l\times l`$ matrix ($`l`$), $`F=dA=\frac{1}{m!}F_{M_1\mathrm{}M_m}dz^{M_1}\mathrm{}dz^{M_m}`$ is an $`m`$-form ($`m1`$) on a $`D`$-dimensional manifold $`M`$ and $`\lambda `$ is a $`1`$-form on $`^l`$: $`\lambda (\phi )=\lambda _\alpha \phi ^\alpha `$, $`\alpha =1,\mathrm{},l`$. In (2.) we denote $`|g|=|det(g_{MN})|`$, $`F^2=F_{M_1\mathrm{}M_m}F_{N_1\mathrm{}N_m}g^{M_1N_1}\mathrm{}g^{M_mN_m}`$, where $`S_{\mathrm{GH}}`$ is the standard Gibbons-Hawking boundary term . The signature of the metric is $`(1,+1,\mathrm{},+1)`$.

The equations of motion corresponding to (2.) have the following form:

$`R_{MN}{\displaystyle \frac{1}{2}}g_{MN}R`$ $`=`$ $`T_{MN},`$ (2.2)
$`[g]\phi ^\alpha {\displaystyle \underset{a\mathrm{\Delta }}{}}{\displaystyle \frac{\lambda ^\alpha }{m!}}\mathrm{e}^{2\lambda (\phi )}F^2`$ $`=`$ $`0,`$ (2.3)
$`_{M_1}[g](\mathrm{e}^{2\lambda (\phi )}F^{M_1\mathrm{}M_m})`$ $`=`$ $`0,`$ (2.4)
$`\alpha =1,\mathrm{},l`$. In (2.3) $`\lambda ^\alpha =h^{\alpha \beta }\lambda _\beta `$, where $`(h^{\alpha \beta })`$ is matrix inverse to $`(h_{\alpha \beta })`$. In (2.2)

$`T_{MN}=T_{MN}[\phi ,g]+\mathrm{e}^{2\lambda (\phi )}T_{MN}[F,g],`$ (2.5)
where

$`T_{MN}[\phi ,g]=h_{\alpha \beta }\left(_M\phi ^\alpha _N\phi ^\beta {\displaystyle \frac{g_{MN}}{2}}_P\phi ^\alpha ^P\phi ^\beta \right),`$
$`T_{MN}[F,g]={\displaystyle \frac{1}{m!}}[{\displaystyle \frac{1}{2}}g_{MN}F^2`$
$`+mF_{MM_2\mathrm{}M_m}^aF_N^{M_2\mathrm{}M_m}].`$
In (2.3), (2.4) $`[g]`$ and $`[g]`$ are the Laplace-Beltrami and covariant derivative operators corresponding to $`g`$, respectively.

Consider the manifold

$$M=\times (M_0=S^{d_0})\times (M_1=)\times \mathrm{}\times M_n$$
(2.6)
with the metric

$$g=\mathrm{e}^{2\gamma (u)}dudu+\underset{i=0}{\overset{n}{}}\mathrm{e}^{2\varphi ^i(u)}g^i,$$
(2.7)
where $`u`$ is a radial coordinate, $`g^i=g_{m_in_i}^i(y_i)dy_i^{m_i}dy_i^{n_i}`$ is a metric on $`M_i`$ satisfying the equation

$$R_{m_in_i}[g^i]=\xi _ig_{m_in_i}^i,$$
(2.8)
$`m_i,n_i=1,\mathrm{},d_i`$; $`d_i=dimM_i`$, $`\xi _i=\mathrm{const}`$, $`i=0,\mathrm{},n`$; $`n`$. Thus $`(M_i,g^i)`$ are Einstein spaces. The functions $`\gamma ,\varphi ^i`$: $`(u_{},u_+)`$ are smooth. The metric $`g^0`$ is a canonical metric on $`M_0=S^{d_0}`$, $`\xi _0=d_01`$ and $`g^1=dt\times dt`$, $`\xi _1=0`$. Here $`(M_1,g^1)`$ is a time manifold.

Each manifold $`M_i`$ is assumed to be oriented and connected, $`i=0,\mathrm{},n`$ (for $`i=0,1`$ this is satisfied automatically). Then the volume $`d_i`$-form

$$\tau _i=\sqrt{|g^i(y_i)|}dy_i^1\mathrm{}dy_i^{d_i},$$
(2.9)
and the signature parameter

$$\epsilon (i)=signdet(g_{m_in_i}^i)=\pm 1$$
(2.10)
are correctly defined for all $`i=0,\mathrm{},n`$. Here $`\epsilon (0)=1`$ and $`\epsilon (1)=1`$.

Let $`\mathrm{\Omega }_0`$ be a set of all subsets of $`I_0\{0,\mathrm{},n\}`$: $`\mathrm{\Omega }_0=\{\mathrm{},\{0\},\{1\},\mathrm{},\{n\},\{0,1\},\mathrm{},\{0,1,\mathrm{},`$ $`n\}\}`$ For any $`I=\{i_1,\mathrm{},i_k\}\mathrm{\Omega }_0`$, $`i_1<\mathrm{}<i_k`$, we define the form

$$\tau (I)\tau _{i_1}\mathrm{}\tau _{i_k},$$
(2.11)
of rank

$$d(I)\underset{iI}{}d_i,$$
(2.12)
and the corresponding $`p`$-brane submanifold

$$M_IM_{i_1}\times \mathrm{}\times M_{i_k},$$
(2.13)
where $`p=d(I)1`$, $`dimM_I=d(I)`$. We also define the $`\epsilon `$-symbol

$$\epsilon (I)\epsilon (i_1)\mathrm{}\epsilon (i_k).$$
(2.14)
For $`I=\mathrm{}`$ we put $`\tau (\mathrm{})=\epsilon (\mathrm{})=1`$, $`d(\mathrm{})=0`$.

For the field of form we adopt the following 1-form ansatz

$$F=^s,$$
(2.15)
where

$`^s`$ $`=`$ $`d\mathrm{\Phi }^s\tau (I_s),s=e,`$ (2.16)
$`^s`$ $`=`$ $`\mathrm{e}^{2\lambda (\phi )}\left(d\mathrm{\Phi }^s\tau (I)\right),s=m`$ (2.17)
and $`I_s\mathrm{\Omega }`$. In (2.17) $`=[g]`$ is the Hodge operator on $`(M,g)`$. The indices $`e`$ and $`m`$ correspond to electric and magnetic $`p`$-branes, respectively.

For the potentials in (2.16), (2.17) and the dilatonic scalar fields we put

$$\mathrm{\Phi }^s=\mathrm{\Phi }^s(u),\phi ^\alpha =\phi ^\alpha (u),$$
(2.18)
$`s=e,m`$; $`\alpha =1,\mathrm{},l`$.

¿From (2.16) and (2.17) we obtain the relations between the dimensions of the $`p`$-brane worldsheets and the ranks of forms:

$`d(I_s)=m1,d(I_s)=Dm1,`$ (2.19)
for $`s=e,m`$, respectively.

It follows from  that the equations of motion (2.2)–(2.4) and the Bianchi identities

$$dF=0,$$
(2.20)
for the field configuration (2.7), (2.15)–(2.18) are equivalent to equations of motion for a $`\sigma `$-model with the action

$`S_\sigma ={\displaystyle \frac{\theta }{2}}{\displaystyle }du𝒩\{G_{ij}\dot{\varphi }^i\dot{\varphi }^j+h_{\alpha \beta }\dot{\phi }^\alpha \dot{\phi }^\beta `$
$`+\epsilon _s\mathrm{exp}[2U^s(\varphi ,\phi )](\dot{\mathrm{\Phi }}^s)^22𝒩^2V(\varphi )\}`$ (2.21)
where $`\dot{x}dx/du`$,

$$V=V(\varphi )=\frac{1}{2}\underset{i=0}{\overset{n}{}}\xi _id_i\mathrm{e}^{2\varphi ^i+2\gamma _0(\varphi )}$$
(2.22)
is the potential with

$$\gamma _0(\varphi )=\underset{i=0}{\overset{n}{}}d_i\varphi ^i;$$
(2.23)
furthermore,

$$𝒩=\mathrm{exp}(\gamma _0\gamma )>0$$
(2.24)
is the lapse function,

$`U^s`$ $`=`$ $`U^s(\varphi ,\phi )=\chi _s\lambda (\phi )+{\displaystyle \underset{iI_s}{}}d_i\varphi ^i,`$ (2.25)
$`\epsilon _s`$ $`=`$ $`(\epsilon [g])^{(1\chi _s)/2}\epsilon (I_s)\theta =\pm 1`$ (2.26)
for $`s=e,m`$, $`\epsilon [g]=signdet(g_{MN})`$, $`\chi _s=+1,1`$, for $`s=e,m`$, respectively, and

$$G_{ij}=d_i\delta _{ij}d_id_j$$
(2.27)
are components of the “cosmological” minisupermetric, $`i,j=0,\mathrm{},n`$ .

In the electric case for finite “internal space” volumes $`V_i`$ the action (2.) (the time manifold should be $`S^1`$) coincides with the action (2.) if $`\theta =1/\kappa _0^2`$, $`\kappa ^2=\kappa _0^2V_0\mathrm{}V_n`$.

The action (2.) may be also written in the form

$$S_\sigma =\frac{\theta }{2}𝑑u𝒩\left\{𝒢_{\widehat{A}\widehat{B}}(X)\dot{X}^{\widehat{A}}\dot{X}^{\widehat{B}}2𝒩^2V\right\}$$
(2.28)
where $`X=(X^{\widehat{A}})=(\varphi ^i,\phi ^\alpha ,\mathrm{\Phi }^s)^N`$, and the minisupermetric $`𝒢=𝒢_{\widehat{A}\widehat{B}}(X)dX^{\widehat{A}}dX^{\widehat{B}}`$ on minisuperspace $`=^N`$, $`N=n+2+l`$, is defined by the relation

$$(𝒢_{\widehat{A}\widehat{B}}(X))=\left(\begin{array}{ccc}G_{ij}& 0& 0\\ 0& h_{\alpha \beta }& 0\\ 0& 0& \epsilon _s\mathrm{e}^{2U^s(X)}\end{array}\right).$$
(2.29)
The minisuperspace metric may be written as follows:

$$𝒢=\overline{G}+\epsilon _s\mathrm{e}^{2U^s(x)}d\mathrm{\Phi }^sd\mathrm{\Phi }^s$$
(2.30)
where $`x=(x^A)=(\varphi ^i,\phi ^\alpha )`$, $`\overline{G}=\overline{G}_{AB}dx^Adx^B`$,

$`(\overline{G}_{AB})=\left(\begin{array}{cc}G_{ij}& 0\\ 0& h_{\alpha \beta }\end{array}\right),`$ (2.33)
$`U^s(x)=U_A^sx^A`$ is defined in (2.25) and

$$(U_A^s)=(d_i\delta _{iI_s},\chi _s\lambda _\alpha ).$$
(2.34)
Here $`\delta _{iI}`$ is an indicator of $`i`$ belonging to $`I`$: $`\delta _{iI}=1`$, $`iI`$ and $`\delta _{iI}=0`$, $`iI`$.

The potential (2.22) reads

$$V=\underset{j=0}{\overset{n}{}}\frac{\xi _j}{2}d_j\mathrm{e}^{2U^j(x)},$$
(2.35)
where

$`U^j(x)`$ $`=`$ $`U_A^jx^A=\varphi ^j+\gamma _0(\varphi ),`$ (2.36)
$`(U_A^j)`$ $`=`$ $`(\delta _i^j+d_i,0).`$ (2.37)
The integrability of the Lagrange system (2.28) depends on the scalar products of co-vectors $`U^j`$, $`U^s`$ corresponding to $`\overline{G}`$:

$$(U,U^{})=\overline{G}^{AB}U_AU_B^{},$$
(2.38)
where

$$(\overline{G}^{AB})=\left(\begin{array}{cc}G^{ij}& 0\\ 0& h^{\alpha \beta }\end{array}\right)$$
(2.39)
is the matrix inverse to (2.33). Here (as in )

$$G^{ij}=\frac{\delta ^{ij}}{d_i}+\frac{1}{2D},$$
(2.40)
$`i,j=0,\mathrm{},n`$. These products have the following form:

$`(U^i,U^j)`$ $`=`$ $`{\displaystyle \frac{\delta _{ij}}{d_j}}1,`$ (2.41)
$`(U^s,U^s)`$ $`=`$ $`d(I_s)+{\displaystyle \frac{(d(I_s))^2}{2D}}+\lambda _\alpha \lambda _\beta h^{\alpha \beta },`$ (2.42)
$`(U^s,U^i)`$ $`=`$ $`\delta _{iI_s},`$ (2.43)
$`s=e,m`$.

### 2.1. Wheeler–DeWitt equation

Here we fix the gauge as follows:

$$\gamma _0\gamma =f(X),𝒩=\mathrm{e}^f,$$
(2.44)
where $`f`$: $``$ is a smooth function. Then we obtain the Lagrange system with the Lagrangian

$$L_f=\frac{\theta }{2}\mathrm{e}^f𝒢_{\widehat{A}\widehat{B}}(X)\dot{X}^{\widehat{A}}\dot{X}^{\widehat{B}}\theta \mathrm{e}^fV$$
(2.45)
and the energy constraint

$$E_f=\frac{\theta }{2}\mathrm{e}^f𝒢_{\widehat{A}\widehat{B}}(X)\dot{X}^{\widehat{A}}\dot{X}^{\widehat{B}}+\theta \mathrm{e}^fV=0.$$
(2.46)
The standard prescriptions of covariant and conformally covariant quantization (see, e.g., ) lead to the Wheeler-DeWitt (WDW) equation

$`\widehat{H}^f\mathrm{\Psi }^f({\displaystyle \frac{1}{2\theta }}\mathrm{\Delta }\left[\mathrm{e}^f𝒢\right]+{\displaystyle \frac{a}{\theta }}R\left[\mathrm{e}^f𝒢\right]+\mathrm{e}^f\theta V)\mathrm{\Psi }^f=0`$
where

$$a=a_c(N)=\frac{N2}{8(N1)}.$$
(2.48)
Here $`\mathrm{\Psi }^f=\mathrm{\Psi }^f(X)`$ is the wave function corresponding to the $`f`$-gauge (2.44) and satisfying the relation

$$\mathrm{\Psi }^f=\mathrm{e}^{bf}\mathrm{\Psi }^{f=0},b=(2N)/2,$$
(2.49)
$`\mathrm{\Delta }[𝒢_1]`$ and $`R[𝒢_1]`$ denote the Laplace-Beltrami operator and the scalar curvature corresponding to $`𝒢_1`$. We note that parameter $`a`$ may be arbitrary if we do not care about the conformal covariance of the WDW equation.

For the scalar curvature of minisupermetric (2.30) we get (see (2.29) in ):

$$R[𝒢]=2(U^s,U^s).$$
(2.50)
For the Laplace operator we obtain

$`\mathrm{\Delta }[𝒢]=\mathrm{e}^{U^s(x)}{\displaystyle \frac{}{x^A}}\left(\overline{G}^{AB}\mathrm{e}^{U^s(x)}{\displaystyle \frac{}{x^B}}\right)`$
$`+\epsilon _s\mathrm{e}^{2U^s(x)}\left({\displaystyle \frac{}{\mathrm{\Phi }^s}}\right)^2.`$ (2.51)
The WDW equation (2.1.) for $`f=0`$ (in the harmonic time gauge)

$$\widehat{H}\mathrm{\Psi }=\left(\frac{1}{2\theta }\mathrm{\Delta }[𝒢]+\frac{a}{\theta }R[𝒢]+\theta V\right)\mathrm{\Psi }=0,$$
(2.52)
may be rewritten, using Eqs. (2.50), (2.1.) and

$$U^{si}=G^{ij}U_j^s=\delta _{iI_s}\frac{d(I_s)}{D2},U^{s\alpha }=\chi _s\lambda ^\alpha ,$$
(2.53)
as follows:

$`2\theta \widehat{H}\mathrm{\Psi }=\{G^{ij}{\displaystyle \frac{}{\varphi ^i}}{\displaystyle \frac{}{\varphi ^j}}h^{\alpha \beta }{\displaystyle \frac{}{\phi ^\alpha }}{\displaystyle \frac{}{\phi ^\beta }}`$
$`\epsilon _s\mathrm{e}^{2U^s(\varphi ,\phi )}\left({\displaystyle \frac{}{\mathrm{\Phi }^s}}\right)^2`$
$`+\left[{\displaystyle \underset{iI_s}{}}{\displaystyle \frac{}{\varphi ^i}}{\displaystyle \frac{d(I_s)}{D2}}{\displaystyle \underset{j=0}{\overset{n}{}}}{\displaystyle \frac{}{\varphi ^j}}\chi _s\lambda _{a_s}^\alpha {\displaystyle \frac{}{\phi ^\alpha }}\right]`$
$`+2aR[𝒢]+2\theta ^2V\}\mathrm{\Psi }=0.`$ (2.54)
Here $`\widehat{H}\widehat{H}^{f=0}`$ and $`\mathrm{\Psi }\mathrm{\Psi }^{f=0}`$.

## 3. Exact solutions

Here we use the following restriction on the parameters of the model:

$$(𝐢)\xi _0=d_01,\xi _1=\mathrm{}=\xi _n=0,$$
(3.1)
one space $`M_0=S^{d_0}`$ is a unit sphere and all $`M_i`$ ($`i>1`$) are Ricci-flat;

$$(\mathrm{𝐢𝐢})0I_s,$$
(3.2)
i.e. the “brane” submanifold $`M_{I_s}`$ (see (2.13)) does not contain $`M_0`$, and

$$(\mathrm{𝐢𝐢𝐢})(U^s,U^s)>0.$$
(3.3)
The latter is satisfied in most of examples of interest.

¿From (i), (ii) we get for the potential (2.35):

$$V=\frac{1}{2}\xi _0d_0\mathrm{e}^{2U^0(x)},$$
(3.4)
where (see (2.41))

$$(U^0,U^0)=1/d_01<0.$$
(3.5)
¿From (iii) and (2.43) we get

$$(U^0,U^s)=0.$$
(3.6)
### 3.1. Classical solutions

Consider a solution to the Lagrange equations corresponding to the Lagrangian (2.45) with the energy-constraint (2.46) under the restrictions (3.1)–(3.3). We put $`f=0`$, i.e., use the harmonic time gauge.

Integrating the Maxwell equations (for $`s=e`$) and the Bianchi identities (for $`s=m`$), we get

$`{\displaystyle \frac{d}{du}}\left(\mathrm{exp}(2U^s)\dot{\mathrm{\Phi }}^s\right)=0\dot{\mathrm{\Phi }}^s=Q_s\mathrm{exp}(2U^s),`$
where $`Q_s=\mathrm{const}`$. We put $`Q_s0`$.

For fixed $`Q_s`$, the Lagrange equations for the Lagrangian (2.45) with $`f=0`$ corresponding to $`(x^A)=(\varphi ^i,\phi ^\alpha )`$, with Eqs. (3.1.) substituted, are equivalent to the Lagrange equations for the Lagrangian

$$L_Q=\frac{1}{2}\overline{G}_{AB}\dot{x}^A\dot{x}^BV_Q$$
(3.8)
where

$$V_Q=V+\frac{1}{2}\epsilon _sQ_s^2\mathrm{exp}[2U^s(x)],$$
(3.9)
$`(\overline{G}_{AB})`$ and $`V`$ are defined in (2.33) and (2.22), respectively. The zero-energy constraint (2.46) reads

$$E_Q=\frac{1}{2}\overline{G}_{AB}\dot{x}^A\dot{x}^B+V_Q=0.$$
(3.10)
When the conditions (i)(iii) are satisfied, exact solutions for the Lagrangian (3.8) with the potential (3.9) and $`V`$ ¿from (3.4) have the following form :

$`x^A(u)={\displaystyle \frac{U^{0A}}{(U^0,U^0)}}\mathrm{ln}|f_0(uu_0)|`$
$`{\displaystyle \frac{U^{sA}}{(U^s,U^s)}}\mathrm{ln}|f_s(uu_s)|+c^Au+\overline{c}^A`$ (3.11)
where $`u_0`$, $`u_s`$ are constants,

$`f_0(\tau )={\displaystyle \frac{(d_01)}{\sqrt{C_0}}}\mathrm{sinh}(\sqrt{C_0}\tau ),`$ (3.12)
and

$`f_s(\tau )={\displaystyle \frac{|Q_s|}{\nu _s\sqrt{C_s}}}\mathrm{sinh}(\sqrt{C_s}\tau ),\epsilon _s<0;`$ (3.13)
$`{\displaystyle \frac{|Q_s|}{\nu _s\sqrt{C_s}}}\mathrm{cosh}(\sqrt{C_s}\tau ),C_s>0,\epsilon _s>0;`$ (3.14)
$`C_0`$ and $`C_s`$ are constants. Here $`\mathrm{sinh}(\sqrt{C}x)/\sqrt{C}=x`$ for $`C=0`$.

The contravariant components $`U^{0A}=\overline{G}^{AB}U_B^0`$ are

$$U^{0i}=\frac{\delta _0^i}{d_0},U^{0\alpha }=0.$$
(3.15)
(For $`U^{sA},sS`$, see (2.53)).

The vectors $`c=(c^A)`$ and $`\overline{c}=(\overline{c}^A)`$ satisfy the linear constraint relations (due the configuration space splitting into a sum of three mutually orthogonal subspaces, see )

$`U^0(c)=c^0+{\displaystyle \underset{j=0}{\overset{n}{}}}d_jc^j=0,U^0(\overline{c})=0,`$ (3.16)
$`U^s(c)={\displaystyle \underset{iI_s}{}}d_ic^i\chi _s\lambda _{a_s\alpha }c^\alpha =0,U^s(\overline{c})=0.`$ (3.17)
The zero-energy constraint $`E=E_0+E_s+(1/2)`$ $`\times \overline{G}_{AB}c^Ac^B=0`$, with $`C_0=2E_0(U^0,U^0)`$, $`C_s=2E_s(U^s,U^s)`$ may be written as

$`C_0{\displaystyle \frac{d_0}{d_01}}=C_s\nu _s^2+h_{\alpha \beta }c^\alpha c^\beta +{\displaystyle \underset{i=1}{\overset{n}{}}}d_i(c^i)^2`$
$`+{\displaystyle \frac{1}{d_01}}\left({\displaystyle \underset{i=1}{\overset{n}{}}}d_ic^i\right)^2.`$ (3.18)
The following expressions for the metric and scalar fields follows from (2.53 (3.15)) and (3.15):

$`g=[f_s^2(uu_s)]^{d(I_s)\nu _s^2/(D2)}\times `$
$`\times \{[f_0^2(uu_0)]^{d_0/(1d_0)}\mathrm{e}^{2c^0u+2\overline{c}^0}[dudu+f_0^2(uu_0)g^0]`$
$`+{\displaystyle \underset{i0}{}}[f_s^2(uu_s)]^{\nu _s^2\delta _{iI_s}}\mathrm{e}^{2c^iu+2\overline{c}^i}g^i\},`$ (3.19)
$`\phi ^\alpha =\nu _s^2\chi _s\lambda _{a_s}^\alpha \mathrm{ln}|f_s|+c^\alpha u+\overline{c}^\alpha .`$ (3.20)
¿From the relation $`\mathrm{exp}(2U^s)=f_s^2`$ (following from (3.6), (3.1.) (3.17)) we get for the forms:

$`^s`$ $`=`$ $`Q_sf_s^2du\tau (I_s),`$ (3.21)
$`^s`$ $`=`$ $`\mathrm{e}^{2\lambda (\phi )}\left[Q_sf_s^2du\tau (I_s)\right]=\overline{Q}_s\tau (\overline{I}_s)`$ (3.22)
for $`s=e,m`$, respectively, where $`\overline{Q}_s=Q_s\epsilon (I_s)\mu (I_s)`$ and $`\mu (I)=\pm 1`$ is defined by the relation $`\mu (I)du\tau (I_0)=\tau (\overline{I})du\tau (I)`$ .

Thus we obtain exact spherically symmetric solutions with internal Ricci-flat spaces $`(M_i,g^i)`$, $`i=2,\mathrm{},n`$ in the presence of several scalar fields and one form. The solution is presented by the relations (3.20), (3.21)–(3.1.) with the functions $`f_0`$, $`f_s`$ defined in (3.12)–(3.14) and the relations (3.16)–(3.17), (3.1.) on the solution parameters $`c^A`$, $`\overline{c}^A`$ $`(A=i,\alpha )`$, $`C_0`$, $`C_s`$, $`\nu _s`$.

This solution describes a charged $`p`$-brane (electric or magnetic) “living” on the submanifold $`M_{I_s}`$ (2.13), where the set $`I_s`$ does not contain $`0`$, i.e. the $`p`$-brane lives only in the “internal” Ricci-flat spaces.

In the non-composite case with several intersecting $`p`$-branes, solutions of this type were considered in  (the electric case) and  (the electro-magnetic case). For the composite case see .

### 3.2. Quantum solutions

The truncated minisuperspace metric (2.33) may be diagonalized by the linear transformation

$$z^A=S^A{}_{B}{}^{}x_{}^{B},(z^A)=(z^0,z^a,z^s)$$
(3.23)
as follows:

$$\overline{G}=dz^0dz^0+\eta _sdz^sdz^s+dz^adz^b\eta _{ab},$$
(3.24)
where $`a,b=1,\mathrm{},n`$; $`\eta _{ab}=\eta _{aa}\delta _{ab};\eta _{aa}=\pm 1`$, and

$`q_0z^0=U^0(x),q_sz^s=U^s(x),`$ (3.25)
with $`q_0=|(U^0,U^0)|^{1/2}=\left[11/d_0\right]^{1/2}>0`$, $`q_s=\nu _s^1=|(U^s,U^s)|^{1/2}`$.

¿From (2.1.), (3.23), (3.24) we get

$`\mathrm{\Delta }[𝒢]=\left({\displaystyle \frac{}{z^0}}\right)^2+\eta ^{ab}{\displaystyle \frac{}{z^a}}{\displaystyle \frac{}{z^b}}`$
$`+\mathrm{e}^{q_sz^s}{\displaystyle \frac{}{z^s}}\left(\mathrm{e}^{q_sz^s}{\displaystyle \frac{}{z^s}}\right)+\epsilon _s\mathrm{e}^{2q_sz^s}\left({\displaystyle \frac{}{\mathrm{\Phi }^s}}\right)^2.`$ (3.26)
As usual, we seek a solution to the WDW equation (2.52) by separation of variables, i.e., we put

$$\mathrm{\Psi }_{}(z)=\mathrm{\Psi }_0(z^0)\mathrm{\Psi }_s(z^s)\mathrm{e}^{iP_s\mathrm{\Phi }^s}\mathrm{e}^{ip_az^a}.$$
(3.27)
It follows from (3.2.) that $`\mathrm{\Psi }_{}(z)`$ satisfies the WDW equation (2.52) if

$`2\widehat{H}_0\mathrm{\Psi }_0\left\{\left({\displaystyle \frac{}{z^0}}\right)^2+\theta ^2\xi _0d_0\mathrm{e}^{2q_0z^0}\right\}\mathrm{\Psi }_0`$
$`=2_0\mathrm{\Psi }_0;`$ (3.28)
$`2\widehat{H}_s\mathrm{\Psi }_s\{\mathrm{e}^{q_sz^s}{\displaystyle \frac{}{z^s}}\left(\mathrm{e}^{q_sz^s}{\displaystyle \frac{}{z^s}}\right)`$
$`+\epsilon _sP_s^2\mathrm{e}^{2q_sz^s}\}\mathrm{\Psi }_s=2_s\mathrm{\Psi }_s,`$ (3.29)
and

$$2_0+\eta ^{ab}p_ap_b+2_s+2aR[𝒢]=0,$$
(3.30)
with $`a`$ and $`R[𝒢]`$ from (2.48) and (2.50), respectively.

Linearly independent solutions to Eqs. (3.2.) and (3.2.) have the following form:

$`\mathrm{\Psi }_0(z^0)`$ $`=`$ $`B_{\omega _0}^0\left(\sqrt{\theta ^2(d_01)d_0}{\displaystyle \frac{\mathrm{e}^{q_0z^0}}{q_0}}\right),`$ (3.31)
$`\mathrm{\Psi }_s(z^s)`$ $`=`$ $`\mathrm{e}^{q_sz^s/2}B_{\omega _s}^s\left(\sqrt{\epsilon _sP_s^2}{\displaystyle \frac{\mathrm{e}^{q_sz^s}}{q_s}}\right),`$ (3.32)
where

$$\omega _0=\sqrt{2_0}/q_0,\omega _s=\sqrt{\frac{1}{4}2_s\nu _s^2},$$
(3.33)
$`B_\omega ^0,B_\omega ^s=I_\omega ,K_\omega `$ are the modified Bessel function.

The general solution of the WDW equation (2.52) is a superposition of the “separated” solutions (3.27):

$`\mathrm{\Psi }(z)={\displaystyle \underset{B}{}}{\displaystyle 𝑑p𝑑P𝑑C(p,P,,B)\mathrm{\Psi }_{}(z|p,P,,B)},`$
where $`p=(p_a)`$, $`P=(P_s)`$, $`=(_s)`$, $`B=(B^0,B^s)`$, $`B^0,B^s=I,K`$, and $`\mathrm{\Psi }_{}=\mathrm{\Psi }_{}(z|p,P,,B)`$ is given by the relations (3.27), (3.31)–(3.33) with $`_0`$ ¿from (3.30). Here $`C(p,P,,B)`$ are smooth enough functions. For several intersecting $`p`$-branes (non-composite electric and composite electro-magnetic) see  and , respectively.

## 4. Black hole (BH) solutions

### 4.1. Classical BH solutions

Let us single out solutions with a horizon (with respect to time $`t`$). We put

$$1I_s,$$
(4.1)
i.e., the $`p`$-brane contains the time manifold. Let

$$\epsilon _s=1$$
(4.2)
This is a physical restriction satisfied when a pseudo-Euclidean brane in pseudo-Euclidean space is considered.

We single out the solution with a horizon: for integration constants we put $`\overline{c}^A=0`$,

$`c^A`$ $`=`$ $`\overline{\mu }{\displaystyle \underset{r=0,s}{}}{\displaystyle \frac{U^{rA}}{(U^r,U^r)}}\overline{\mu }\delta _1^A,`$ (4.3)
$`C_0`$ $`=`$ $`C_s=\overline{\mu }^2,`$ (4.4)
where $`\overline{\mu }>0`$. Here $`A=(i_A,\alpha _A)`$ and $`A=1`$ means $`i_A=1`$. It may be verified that the restrictions (3.16)–(3.17) and (3.1.) are satisfied identically.

Let us introduce the new radial variable $`R=R(u)`$ by the relations

$$\mathrm{e}^{2\overline{\mu }u}=1\frac{2\mu }{R^{\overline{d}}},\mu =\overline{\mu }\overline{d}>0,\overline{d}=d_01$$
(4.5)
and put $`u_0=0`$, $`u_s<0`$,

$$\frac{|Q_s|}{\overline{\mu }\nu _s}\mathrm{sinh}\beta _s=1,\beta _s\overline{\mu }|u_s|,$$
(4.6)
$`s=e,m`$.

Then the solutions for the metric and the scalar fields (see (3.20), (3.1.)) are:

$`g=H_s^{2d(I_s)\nu _s^2/(D2)}\{{\displaystyle \frac{dRdR}{12\mu /R^{\overline{d}}}}+R^2d\mathrm{\Omega }_{d_0}^2`$
$`H_s^{2\nu _s^2}(1{\displaystyle \frac{2\mu }{R^{\overline{d}}}})dtdt+{\displaystyle \underset{i=2}{\overset{n}{}}}H_s^{2\nu _s^2\delta _{iI_s}}g^i\},`$ (4.7)
$`\phi ^\alpha =\nu _s^2\chi _s\lambda _{a_s}^\alpha \mathrm{ln}H_s,`$ (4.8)
where

$$H_s=1+\frac{𝒫_s}{R^{\overline{d}}},𝒫_s\frac{|Q_s|\overline{d}}{\nu _s}e^{\beta _s}.$$
(4.9)
The form field is given by (2.16), (2.17) with

$`\mathrm{\Phi }^s={\displaystyle \frac{\nu _s}{H_s^{^{}}}},`$ (4.10)
$`H_s^{^{}}=1+{\displaystyle \frac{𝒫_s^{^{}}}{R^{\overline{d}}+𝒫_s𝒫_s^{^{}}}},`$ (4.11)
$`𝒫_s^{^{}}{\displaystyle \frac{Q_s\overline{d}}{\nu _s}}.`$ (4.12)
$`s=e,m`$. It follows from (4.6), (4.9) and (4.12) that

$$|𝒫_s^{^{}}|=\frac{\mu }{\mathrm{sinh}\beta _s}=𝒫_se^{\beta _s}=\sqrt{𝒫_s(𝒫_s+2\mu )}.$$
(4.13)
The Hawking “temperature” corresponding to the solution is (see also )

$$T_H=\frac{\overline{d}}{4\pi (2\mu )^{1/\overline{d}}}\left(\frac{2\mu }{2\mu +𝒫_s}\right)^{\nu _s^2}.$$
(4.14)
Recall that $`\nu _s^2=(U^s,U^s)^1`$.

Extremal case. In the extremal case $`\mu +0`$ we get for the metric (4.1.)

$`g=H_s^{2d(I_s)\nu _s^2/(D2)}\{dRdR+R^2d\mathrm{\Omega }_{d_0}^2`$
$`H_s^{2\nu _s^2}dtdt+{\displaystyle \underset{i=2}{\overset{n}{}}}H_s^{2\nu _s^2\delta _{iI_s}}g^i\},`$ (4.15)
where $`H_s=H_s^{^{}}`$ ($`𝒫_s^{^{}}=𝒫_s`$) in (4.10), $`s=e,m.`$

Remark. This solution has a regular horizon at $`R+0`$ (with a finite limit of the Riemann tensor squared for $`R+0`$) if $`\nu _s^2d(I_s)\overline{d}D2`$ (see ).

### 4.2. Quantum analogues of BH solutions

Let us put $`a=0`$ in the WDW equation. In this case there exist a map that puts into correspondence some quantum solution to WDW equation to any classical BH solution. We also put

$`_0=E_0,_s=E_s,`$ (4.16)
i.e., the classical energies of subsystems coincide with the eigenvalues of the Hamiltonians $`\widehat{H}_0`$ and $`\widehat{H}_s`$, respectively, and

$`P_s=Q_s=𝒫_s^{^{}}{\displaystyle \frac{\nu _s}{\overline{d}}},`$ (4.17)
i.e., the classical charges coincide with the eigenvalues of the momentum operators $`\widehat{P}_s=/\mathrm{\Phi }^s`$.

Then it may be shown that

$`p_az^a=c_Ax^A.`$ (4.18)
Using these relations, we get solutions to the WDW equation (with $`a=0`$) of special type. These solutions correspond to classical BH solutions and have an ambiguity in the choice of the Bessel functions. We note that the quantum energy constraint (3.30) is satisfied identically due to our choice $`a=0`$.

Extremal case. In the extremal case we have

$`_0=_s=p_az^a=0.`$ (4.19)
Hence the wave function (4.20) reads

$$\mathrm{\Psi }_{}=\mathrm{\Psi }_0\mathrm{\Psi }_s\mathrm{exp}(iQ_s),$$
(4.20)
where

$`\mathrm{\Psi }_0`$ $`=`$ $`B_0^0\left(i|\theta |r_0v^0\right),`$ (4.21)
$`\mathrm{\Psi }_s`$ $`=`$ $`v_s^{1/2}B_{1/2}^s\left(iQ_sv^s\right),`$ (4.22)
$`r_0=\sqrt{d_0(d_01)}`$ and

$`v_0`$ $`=`$ $`\mathrm{e}^{q_0z^0}=\mathrm{exp}(\varphi ^0+{\displaystyle \underset{i=0}{\overset{n}{}}}d_i\varphi ^i),`$ (4.23)
$`v_s`$ $`=`$ $`\mathrm{e}^{q_sz^s}=\mathrm{exp}(\chi _s\lambda (\phi )+{\displaystyle \underset{iI_s}{}}d_i\varphi ^i),`$ (4.24)
are “quasivolumes”, $`s=e,m`$. The gravitational part of the wave function, i.e. $`\mathrm{\Psi }_0`$, coinsides with that of Refs. , see also . For small quasivolumes $`v_s0`$ we get

$`\mathrm{\Psi }_s`$ $`v^s\sqrt{2iQ_s/\pi },B=I,`$ (4.25)
$`\mathrm{\Psi }_s`$ $`\sqrt{\pi /2iQ_s},B=K.`$ (4.26)
For a big brane quasivolume $`v_s\mathrm{}`$ we get

$`\mathrm{\Psi }_s`$ $`{\displaystyle \frac{\mathrm{exp}(iQ_sv^s)}{\sqrt{2\pi iQ_s}}},B=I,`$ (4.27)
$`\mathrm{\Psi }_s`$ $`{\displaystyle \frac{\mathrm{exp}(iQ_sv^s)}{\sqrt{2iQ_s/\pi }}},B=K,`$ (4.28)
Thus, for a positive charge $`𝒫_s`$ or, equivalently, $`Q_s<0`$ (see (4.17)), the brane part of the solution with $`B=K`$ satisfies the outgoing-wave boundary condition, used first in quantum cosmology in , and is regular for small brane quasi-volumes.

#### 4.2.1. Example: $`D=11`$ supergravity

Consider $`D=11`$ supergravity  with the truncated bosonic action (without a Chern-Simons term)

$$S_{11tr}=_Md^{11}z\sqrt{|g|}\left\{R[g]\frac{1}{4!}F^2\right\},$$
(4.29)
where $`F`$ is a $`4`$-form. Here we have two types of solutions: an electric $`2`$-brane with $`d(I_s)=3`$ ($`s=e`$) and a magnetic $`5`$-brane with $`d(I_s)=6`$ ($`s=m`$). In both cases $`(U^s,U^s)=2=\nu _s^2`$, ($`s=e,m`$. We put $`\epsilon (1)=1`$ and $`\epsilon (k)=1`$, $`k>1`$.

In the extremal case we get for an $`M2`$-brane ($`s=e`$) and an $`M5`$-brane ($`s=m`$):

$`\mathrm{\Psi }_{}=B_0^0(i|\theta |r_0v^0)v_s^{1/2}\times `$
$`\times B_{1/2}^s\left(i𝒫_s{\displaystyle \frac{1}{2\overline{d}}}v^s\right)\mathrm{exp}\left(i𝒫_s{\displaystyle \frac{\nu _s}{\overline{d}}}\mathrm{\Phi }^s\right),`$ (4.30)
with $`v_s=\mathrm{exp}(_{iI_s}d_i\varphi ^i)`$, $`s=e,m`$, and $`v_0`$ defined in (4.23).

#### 4.2.2. Example: $`D=4`$ Einstein-Maxwell gravity

Consider $`D=4`$ gravity:

$$S_4=_Md^4z\sqrt{|g|}\left\{R[g]\frac{1}{2!}F^2\right\},$$
(4.31)
where $`F`$ is a $`2`$-form. Here we have two types of solutions: an electric $`0`$-brane (electric charge) with $`d(I_s)=1`$ ($`s=e`$) and a magnetic $`0`$-brane (magnetic charge) with $`d(I_s)=1`$ ($`s=m`$). In both cases $`(U^s,U^s)=1/2=\nu _s^2`$ ($`s=e,m`$). We put $`\epsilon (1)=1`$. Here $`n=1`$, $`d_0=2`$ and $`d_1=1`$.

The (extremal) solutions read

$`\mathrm{\Psi }_{}=B_0^0(i|\theta |\sqrt{2}v^0)v_s^{1/2}\times `$
$`\times B_{1/2}^s\left(i𝒫_sv^s\right)\mathrm{exp}(i𝒫_s\nu _s\mathrm{\Phi }^s),`$ (4.32)
with $`v_s=\mathrm{exp}(\varphi ^1)`$, $`s=e,m`$, and $`v_0=\mathrm{exp}(\varphi ^0+\varphi ^1)`$. We see that here electric and magnetic solutions coincide. (This fact may be concidered as a simple manifestation of electro-magnetic duality at a quantum level).

#### 4.2.3. WDW equation with fixed charges

There exists another quantization scheme, where the fields of forms are considered to be classical. This scheme is based on the zero-energy constraint relation (3.10), see . The corresponding WDW equation in the harmonic gauge reads

$$\widehat{H}_Q\mathrm{\Psi }\left(\frac{1}{2\theta }\overline{G}^{AB}\frac{}{x^A}\frac{}{x^B}+\theta V_Q\right)\mathrm{\Psi }=0$$
(4.33)
where the potential $`V_Q`$ is defined in (3.9). This equation describes quantum cosmology with classical fields of forms and quantum scale factors and dilatonic fields.

The basis of solutions is given by the following replacements in (3.27), (3.30), (3.32) and (3.33): $`P_sQ_s`$, $`2aR[𝒢]0`$, $`\omega _s\sqrt{2_s\nu _s^2}`$. and $`\mathrm{\Psi }_s(z^s)B_{\omega _s}^s\left(\sqrt{\epsilon _sQ_s^2}\mathrm{e}^{q_sz^s}/q_s\right)`$.

In this approach there is no problem with the $`a`$ parameter when quantum analogues of black-hole solutions are constructed (since in the harmonic gauge $`R(\overline{G})=0`$).

Let us compare quantum black-hole solutions in the two approaches. The function $`\mathrm{\Psi }_0`$ is the same in both approaches but for the brane part of the wave function we get

$`\mathrm{\Psi }_s=B_0^s\left(iQ_sv^s\right).`$ (4.34)
For small quasivolumes $`v_s0`$ we get

$`\mathrm{\Psi }_s1,B=I,`$ (4.35)
$`\mathrm{\Psi }_s\mathrm{ln}(iQ_sv^s/2),B=K.`$ (4.36)
For a big brane quasivolume, $`v_s\mathrm{}`$, we get

$`\mathrm{\Psi }_s{\displaystyle \frac{\mathrm{exp}(iQ_sv^s)}{\sqrt{2\pi iQ_sv^s}}},B=I,`$ (4.37)
$`\mathrm{\Psi }_s{\displaystyle \frac{\mathrm{exp}(iQ_sv^s)}{\sqrt{2iQ_sv^s/\pi }}},B=K,`$ (4.38)
Thus for $`Q_s<0`$ the brane part of the solution with $`B=K`$ satisfies the outgoing-wave boundary condition  but it is not regular for a small brane quasi-volume.

## 5. Conclusions

We have considered classical spherically symmetric solutions with one brane and the corresponding black-hole solutions. Using solutions to the Wheeler-DeWitt equation, have we suggested the quantum analogues to black-hole solutions in the extremal and non-extremal cases. This was possible when the coupling parameter in the WDW equation was trivial: $`a=0`$. In the alternative approach of  (with classical fields of forms) one may use an arbitrary coupling $`a`$ in the WDW equation when constructing quantum analogues.

### Acknowledgement

This work was supported in part by a DFG grant, by the Russian Ministry for Science and Technology and Russian Basic Research Foundation, grant N 98-02-16414. V.D.I. and V.N.M. are grateful for hospitality during their stay at Nara Women’s University.