text:
# Products and Ratios of Characteristic Polynomials of Random Hermitian Matrices

## 1 Introduction

In random matrix theory, unitary ensembles of $`N\times N`$ matrices $`\{H\}`$ play a central role . Such ensembles are described by a measure $`d\alpha `$ with finite moments $`_{}|x|^k𝑑\alpha (x)<\mathrm{}`$, $`k=0,1,2,\mathrm{}`$, and the distribution function for the eigenvalues $`\{x_i=x_i(H)\}`$ of matrices $`H`$ in the ensembles has the form

$$d\mathrm{P}_{\alpha ,N}(x)=\frac{1}{Z_N}\mathrm{\Delta }(x)^2d\alpha (x)$$
(1.1)
where $`d\alpha (x)={\displaystyle \underset{i=1}{\overset{N}{}}}d\alpha (x_i)`$, $`\mathrm{\Delta }(x)={\displaystyle \underset{Ni>j1}{}}(x_ix_j)`$ is the Vandermonde determinant for the $`x_i`$’s, and $`Z_N=\mathrm{}\mathrm{\Delta }(x)^2𝑑\alpha (x)`$ is the normalization constant. The special case $`d\alpha (x)=e^{x^2}dx`$ is known as the Gaussian Unitary Ensemble (GUE). For symmetric functions $`f(x)=f(x_1,\mathrm{},x_N)`$ of the $`x_i`$’s,

$$<f>_\alpha \frac{1}{Z_N}\mathrm{}f(x)\mathrm{\Delta }(x)^2𝑑\alpha (x)$$
(1.2)
denotes the average of $`f`$ with respect to $`d\mathrm{P}_{\alpha ,N}`$.

Recently there has been considerable interest in the averages of products and ratios of the characteristic polynomials $`D_N[\mu ,H]={\displaystyle \underset{i=1}{\overset{N}{}}}(\mu x_i(H))`$ of random matrices with respect to various ensembles. Such averages are used, in particular, in making predictions about the moments of the Riemann-zeta function, see  (circular ensembles) and  (unitary ensembles). Many other uses are described, for example, in ,  and .

By (1.2), for unitary ensembles, such averages have the form

$$<\frac{_{j=1}^KD_N[\mu _j,H]}{_{j=1}^MD_N[ϵ_j,H]}>_\alpha =\frac{1}{Z_N}\mathrm{}\frac{_{j=1}^K_{i=1}^N(\mu _jx_i)}{_{j=1}^M_{i=1}^N(ϵ_jx_i)}\mathrm{\Delta }(x)^2𝑑\alpha (x).$$
(1.3)
In this paper we consider certain explicit determinantal formulae for (1.3) – see (2.6), (2.24), (2.36), (3.3), (3.12) below. Formula (2.6) is due to Brezin and Hikami  (see also , and when all the $`\mu _j`$’s are equal, see ), whereas (2.24), (2.36), (3.3) and (3.12) are due to Fyodorov and Strahov . The papers  also contain a discussion of the history of these formulae. The formulae (3.3) and (3.12) are particularly useful in proving universality results for the ratios (1.3) in the Dyson limit as $`N\mathrm{}`$ (see ). For a discussion of other universality results, particularly the work of Brezin-Hikami and Fyodorov in special cases, we again refer the reader to . The asymptotic analysis in  is based on the reformulation of the orthogonal polynomial problem as a Riemann-Hilbert problem by Fokas, Its and Kitaev . The Riemann-Hilbert problem is then analyzed asymptotically using the non-commutative steepest-descent method introduced by Deift and Zhou , and further developed with Venakides in  to allow for fully non-linear oscillations, and in , .

Our goal in this paper is to give new, streamlined proofs of (2.6)-(3.12), using only the properties of orthogonal polynomials and a minimum of combinatorics. Along the way we will also need an integral version of the classical Binet-Cauchy formula due to C.Andréief dating back to 1883 (see Lemma 2.1 below).

Let $`\pi _j(z)=x^j+\mathrm{}`$ denote the $`j`$th monic orthogonal polynomial with respect to the measure $`d\alpha `$,

$$_{}\pi _j(x)\pi _k(x)𝑑\alpha (x)=c_jc_k\delta _{jk},j,k0,$$
(1.4)
where the norming constants $`c_j`$’s are positive. The key observation in our approach is that for $`K=1`$ and $`M=0`$ in (1.3)

$$<D_N[\mu ,H]>_\alpha =\pi _N(\mu )$$
(1.5)
(see ). In our words, the orthogonal polynomial $`\pi _N(\mu )`$ with respect to $`d\alpha `$ is also precisely the average polynomial $`{\displaystyle \underset{i=1}{\overset{N}{}}}(\mu x_i)`$ with respect to $`d\mathrm{P}_{\alpha ,N}`$. Formula (1.5) appears already in the work of Heine in the 1880’s (see ). Set

$$d\alpha ^{[\mathrm{},m]}(t)\frac{_{j=1}^{\mathrm{}}(\mu _jt)}{_{j=1}^m(ϵ_jt)}d\alpha (t),\mathrm{},m0,$$
(1.6)
($`d\alpha ^{[0,0]}(t)d\alpha (t)`$), and let $`\pi _j^{[\mathrm{},m]}(t)`$ denote the $`j`$th monic orthogonal polynomial with respect to $`d\alpha ^{[\mathrm{},m]}`$. With this notation we see immediately from (1.3), (1.5) that $`<\frac{_{j=1}^KD_N[\mu _j,H]}{_{j=1}^MD_N[ϵ_j,H]}>_\alpha `$ is proportional to $`\pi _N^{[K1,M]}(\mu _K)`$ Using a classical determinantal formula of Christoffel (see ) for $`\pi _N^{[\mathrm{},0]}(\mu )`$ and a more recent formula of Uvarov  for $`\pi _N^{[0,m]}(\mu )`$, we are then led (see Section 2. Formulae of Christoffel-Uvarov type) to (2.6), (2.24) and (2.36) in a rather straightforward way. Formula (3.3) appears to have a different character from (2.6), (2.24), (2.36), and relies on Lemma 2.1 mentioned above, which computes the integral of the product of two determinants: formula (3.12) follows (see Section 3. Formulae of two-point function type) by combining (3.3) with (2.6) and (2.36). In  the authors present a variety of additional formulae for $`<\frac{_{j=1}^KD_N[\mu _j,H]}{_{j=1}^MD_N[ϵ_j,H]}>_\alpha `$ for cases of $`K`$ and $`M`$ not covered by (2.6)-(3.12): we leave it to the interested reader to verify that the method of this paper can also be used to derive these formulae in a straightforward manner.

###### Remark 1.1.

As is well-known (see e.g., ), each measure $`d\alpha `$ gives rise to a tridiagonal operator

$$J=J(d\alpha )=\left(\begin{array}{cccc}a_1& b_1& 0& \\ b_1& a_2& b_2& \\ 0& b_2& a_3& \mathrm{}\\ & & \mathrm{}& \mathrm{}\end{array}\right),b_i>0$$
(1.7)
with generalized eigenfunctions given by the orthonormal polynomials

$$p_j(x)=c_j^1\pi _j(x),j=0,1,\mathrm{},$$
(1.8)
i.e.

$$b_{j1}p_{j1}(x)+a_jp_j(x)+b_jp_{j+1}(x)=xp_j(x),j1$$
(1.9)
where $`b_00`$. Conversely, modulo certain essential self-adjointness issues, $`d\alpha `$ is the spectral measure for $`J`$ in the cyclic subspace generated by $`J`$ and the vector $`e_1=(1,0,0,\mathrm{})^T`$ (see, e.g., ). It follows that the transformation of measures

$$d\alpha d\alpha ^{[\mathrm{},m]}$$
(1.10)
leads to the transformation of operators

$$J(d\alpha )J(d\alpha ^{[\mathrm{},m]}).$$
(1.11)
For appropriate choices of $`\mu _1,\mathrm{},\mu _m`$ and $`ϵ_1,\mathrm{},ϵ_{\mathrm{}}`$, such transformations corresponding to removing $`m`$ points from the spectrum of $`J(d\alpha )`$ and inserting $`\mathrm{}`$ points: in the spectral theory literature, such transformations are known as Darboux transformations. The formulae in this paper clearly provide formulae for the generalized eigenfunctions $`p_j^{[\mathrm{},m]}(x)`$ of the Darboux-transformed operator $`J(d\alpha ^{[\mathrm{},m]})`$, as well as the matrix entries, $`a_j^{[\mathrm{},m]}`$ and $`b_j^{[\mathrm{},m]}`$, in terms of the corresponding objects for $`J(d\alpha )`$. Again we leave the details to the reader. Here the elementary formulae

$$b_n^2(d\alpha )=\frac{n+1}{n+2}\frac{Z_n(d\alpha )Z_{n+2}(d\alpha )}{\left(Z_{n+1}(d\alpha )\right)^2},a_n(d\alpha )=\frac{d}{dt}|_{t=0}\mathrm{log}\frac{Z_n(d\alpha _t)}{Z_{n+1}(d\alpha _t)}$$
(1.12)
where $`d\alpha _t(x)=e^{tx}d\alpha (x)`$, are useful.

###### Technical Remark 1.2.

Formulae (2.6)-(3.12) clearly do not make sense for all values of the parameters. In *all the calculations that follow, we will assume that $`\mathrm{d}\mathrm{\alpha }`$ has compact support, support($`\mathrm{d}\mathrm{\alpha }`$)$`=[\mathrm{Q},\mathrm{Q}]`$, say, and that the $`\mathrm{\mu }_\mathrm{i}`$’s and $`\mathrm{ϵ}_\mathrm{j}`$’s are distinct real numbers greater than $`\mathrm{Q}`$*: under these assumptions, $`d\alpha ^{[\mathrm{},m]}(t)`$ becomes, in particular, a bona-fide measure, etc. By analytic continuation one sees that the formulae remain true for complex values of $`\{\mu _i\}`$ and $`\{ϵ_j\}`$, as long as they remain distinct. Furthermore, if the $`\mu _i`$’s and $`ϵ_j`$’s are distinct, and $`Im(ϵ_j)0`$ for all $`j`$, then we can let $`Q\mathrm{}`$ and so the formulae are true for measures $`d\alpha `$ with unbounded support. Finally we can, for example, let $`\mu _j\mu _k`$ for some $`jk`$, which leads to formulae involving derivatives of the $`\pi _j`$’s, etc.

## 2 Formulae of Christoffel-Uvarov type

We use the notations $`d\alpha `$, $`\pi _j`$, $`d\alpha ^{[\mathrm{},m]}`$, $`\pi _j^{[\mathrm{},m]}`$, … of Section 1. In addition, in all the calculations that follow we assume that $`d\alpha `$, $`\{\mu _j\}`$, $`\{ϵ_k\}`$ satisfy the conditions described in Technical Remark 1.2 above: the natural analytical continuation of the formulae obtained to complex values of the parameters, and the limit $`Q\mathrm{}`$, is left to the reader.

The following result of Christoffel (see ) plays a basic role in what follows.

###### Lemma 2.1.

Consider the measure $`d\alpha ^{[\mathrm{},0]}(t)=\underset{j=1}{\overset{\mathrm{}}{}}(\mu _jt)d\alpha (t)`$, where $`\mathrm{}=1,2,\mathrm{}`$. Then the $`\text{n}^{th}`$ monic orthogonal polynomial $`\pi _n^{[\mathrm{},0]}(t)`$ associated with the new measure $`d\alpha ^{[\mathrm{},0]}(t)`$ can be expressed as follows:

$$\pi _n^{[\mathrm{},0]}(t)=\frac{1}{(t\mu _1)\mathrm{}(t\mu _{\mathrm{}})}\frac{\left|\begin{array}{ccc}\pi _n(\mu _1)& \mathrm{}& \pi _{n+\mathrm{}}(\mu _1)\\ \mathrm{}& & \\ \pi _n(\mu _{\mathrm{}})& \mathrm{}& \pi _{n+\mathrm{}}(\mu _{\mathrm{}})\\ \pi _n(t)& \mathrm{}& \pi _{n+\mathrm{}}(t)\end{array}\right|}{\left|\begin{array}{ccc}\pi _n(\mu _1)& \mathrm{}& \pi _{n+\mathrm{}1}(\mu _1)\\ \mathrm{}& & \\ \pi _n(\mu _{\mathrm{}})& \mathrm{}& \pi _{n+\mathrm{}1}(\mu _{\mathrm{}})\end{array}\right|}.$$
(2.1)
###### Proof.

Set

$$q_n^{[\mathrm{},0]}(t)=\left|\begin{array}{ccc}\pi _n(\mu _1)& \mathrm{}& \pi _{n+\mathrm{}}(\mu _1)\\ \mathrm{}& & \\ \pi _n(\mu _{\mathrm{}})& \mathrm{}& \pi _{n+\mathrm{}}(\mu _{\mathrm{}})\\ \pi _n(t)& \mathrm{}& \pi _{n+\mathrm{}}(t)\end{array}\right|.$$
(2.2)
We note that $`q_n^{[\mathrm{},0]}(t)`$ satisfies the condition $`t^jq_n^{[\mathrm{},0]}(t)𝑑\alpha (t)=0`$ for all $`j\{0,\mathrm{},n1\}`$. Also $`q_n^{[\mathrm{},0]}(\mu _j)=0`$, $`j=1,\mathrm{},\mathrm{}`$, and so $`\frac{q_n^{[\mathrm{},0]}(t)}{(\mu _1t)\mathrm{}(\mu _{\mathrm{}}t)}`$ is a polynomial of degree at most $`n`$. Now observe that

$$t^j\left[\frac{q_n^{[\mathrm{},0]}(t)}{(\mu _1t)\mathrm{}(\mu _{\mathrm{}}t)}\right]𝑑\alpha ^{[\mathrm{},0]}(t)=0,\mathrm{\hspace{0.33em}\hspace{0.33em}0}j<n$$
(2.3)
which means that $`q_n^{[\mathrm{},0]}(t)`$ divided by the product $`(\mu _1t)\mathrm{}(\mu _{\mathrm{}}t)`$ is proportional to the $`n^{th}`$ monic orthogonal polynomial $`\pi _n^{[\mathrm{},0]}(t)`$ associated with the new measure $`d\alpha ^{[\mathrm{},0]}(t)`$. Now $`q_n^{[\mathrm{},0]}(t)`$ cannot vanish for any $`t=\mu _{\mathrm{}+1}>Q`$, $`\mu _{\mathrm{}+1}\{\mu _1,\mathrm{},\mu _{\mathrm{}}\}`$. Indeed, if $`q_n^{[\mathrm{},0]}(\mu _{\mathrm{}+1})=0`$, then there exist $`\{\alpha _i\}_{i=0}^{\mathrm{}}`$, not all zero, such that $`p(t)_{i=0}^{\mathrm{}}\alpha _i\pi _{n+i}(t)`$ vanishes at $`\{\mu _i\}_{i=1}^{\mathrm{}+1}`$. Thus $`\stackrel{~}{p}(t)p(t)/_{i=1}^{\mathrm{}+1}(\mu _it)`$ is a polynomial of order $`<n`$, and as above, $`\stackrel{~}{p}(t)`$ is orthogonal to $`t^j`$, $`0j<n`$, with respect to the measure $`d\alpha ^{[\mathrm{}+1,0]}(t)`$. Thus $`\stackrel{~}{p}(t)0`$ and hence $`\alpha _0=\mathrm{}=\alpha _{\mathrm{}}=0`$, which is a contradiction. Replacing $`\mathrm{}`$ by $`\mathrm{}1`$, we conclude that

$$\left|\begin{array}{ccc}\pi _n(\mu _1)& \mathrm{}& \pi _{n+\mathrm{}1}(\mu _1)\\ \mathrm{}& & \\ \pi _n(\mu _{\mathrm{}})& \mathrm{}& \pi _{n+\mathrm{}1}(\mu _{\mathrm{}})\end{array}\right|0.$$
(2.4)
Taking the limit $`t\mathrm{}`$ and noting that the coefficient of the highest degree of $`\pi _n^{[\mathrm{},0]}(t)`$ should be equal to 1, we find the coefficient of proportionality and establish formula (2.1). ∎

Representation (2.1) for the monic orthogonal polynomials associated with the measure $`d\alpha ^{[\mathrm{},0]}(t)`$ immediately leads to the following result:

###### Corollary 2.2.

The product of monic orthogonal polynomials $`_{j=0}^{\mathrm{}}\pi _n^{[j,0]}(\mu _{j+1})`$ defined with respect to the different measures $`d\alpha ^{[j,0]}(t)(\mu _jt)\mathrm{}(\mu _1t)d\alpha (t)`$ is given by the formula

$$\underset{j=0}{\overset{\mathrm{}}{}}\pi _n^{[j,0]}(\mu _{j+1})=\frac{1}{\mathrm{}(\mu )}\left|\begin{array}{ccc}\pi _n(\mu _1)& \mathrm{}& \pi _{n+\mathrm{}}(\mu _1)\\ \mathrm{}& & \\ \pi _n(\mu _{\mathrm{}+1})& \mathrm{}& \pi _{n+\mathrm{}}(\mu _{\mathrm{}+1})\end{array}\right|$$
(2.5)
where $`\mathrm{}(\mu )=\underset{\mathrm{}+1i>j1}{}(\mu _i\mu _j)`$.

We observe that Corollary (2.2) gives the identity for the average of products of random characteristic polynomials obtained first by Brezin and Hikami .

###### Theorem 2.3.

Let $`D_N[\mu ,H]`$ be the characteristic polynomial of the Hermitian matrix $`H`$. The following identity is valid:

$$\underset{j=1}{\overset{L}{}}D_N[\mu _j,H]_\alpha =\frac{1}{\mathrm{}(\mu )}\left|\begin{array}{ccc}\pi _N(\mu _1)& \mathrm{}& \pi _{N+L1}(\mu _1)\\ \mathrm{}& & \\ \pi _N(\mu _L)& \mathrm{}& \pi _{N+L1}(\mu _L)\end{array}\right|$$
(2.6)
where the average is defined by (1.2).

###### Proof.

To prove formula (2.6) we use the representation for the monic orthogonal polynomials in the case $`L=1`$ given in (1.5),

$$\pi _N(\mu )=\frac{1}{Z_N}\mathrm{}\underset{i=1}{\overset{N}{}}(\mu x_i)\mathrm{}^2(x)d\alpha (x).$$
(2.7)
Let $`Z_N^{[\mathrm{},0]}`$ be defined by

$$Z_N^{[\mathrm{},0]}=\mathrm{}\mathrm{}^2(x)𝑑\alpha ^{[\mathrm{},0]}(x),\mathrm{}=1,2,\mathrm{}.$$
(2.8)
where $`d\alpha ^{[\mathrm{},0]}(x)=\underset{i=1}{\overset{N}{}}d\alpha ^{[\mathrm{},0]}(x_i)`$. With this notation, we have

$$\underset{j=1}{\overset{L}{}}D_N[\mu _j,H]_\alpha =\frac{Z_N^{[L,0]}}{Z_N}=\frac{Z_N^{[L,0]}}{Z_N^{[L1,0]}}\frac{Z_N^{[L1,0]}}{Z_N^{[L2,0]}}\mathrm{}\frac{Z_N^{[1,0]}}{Z_N}.$$
(2.9)
Equation (2.7) implies that $`\pi _n^{[\mathrm{}1,0]}(\mu _{\mathrm{}})`$ can be represented as the ratio $`Z_N^{[\mathrm{},0]}/Z_N^{[\mathrm{}1,0]}`$, where $`\pi _N^{[0,0]}(\mu )\pi _N(\mu )`$, and $`Z_N^{[0,0]}Z_N`$. Thus we obtain

$$\underset{j=1}{\overset{L}{}}D_N[\mu _j,H]_\alpha =\underset{j=0}{\overset{L1}{}}\pi _N^{[j,0]}(\mu _{j+1})$$
(2.10)
The above equation together with Corollary (2.2) proves formula (2.6). ∎

###### Remark 2.4.

Notice (see equations (2.7) and (2.10)) that the average of products of characteristic polynomials can be rewritten as a product of averages. Namely,

$$\underset{j=1}{\overset{L}{}}D_N[\mu _j,H]_\alpha =\underset{j=1}{\overset{L}{}}D_N[\mu _j,H]_{\alpha ^{[j1,0]}}$$
(2.11)
where $`\mathrm{}_{\alpha ^{[j1,0]}}`$ means the average defined by equation (1.2) but with respect to the new measure $`d\alpha ^{[j1,0]}(x)`$, and $`d\alpha (x)d\alpha ^{[0,0]}(x)`$.

The formula of Christoffel (equation (2.1)) enables us to construct the orthogonal polynomials associated with the measure $`d\alpha ^{[\mathrm{},0]}(t)=\underset{j=1}{\overset{\mathrm{}}{}}(\mu _jt)d\alpha (t)`$ in terms of the orthogonal polynomials associated with the measure $`d\alpha (t)`$. Now we derive a formula due to Uvarov  expressing the monic orthogonal polynomials $`\pi _n^{[0,m]}(t)`$ associated with the measure $`d\alpha ^{[0,m]}(t)=\underset{j=1}{\overset{m}{}}(ϵ_jt)^1d\alpha (t)`$, again in terms of the monic orthogonal polynomials $`\pi _n(t)`$ associated with the measure $`d\alpha (t)`$.

###### Lemma 2.5.

Suppose $`0mn`$. The monic orthogonal polynomials $`\pi _n^{[0,m]}(t)`$ associated with the measure $`d\alpha ^{[0,m]}(t)`$ can be expressed as ratios of determinants,

$$\pi _n^{[0,m]}(t)=\frac{\left|\begin{array}{ccc}h_{nm}(ϵ_1)& \mathrm{}& h_n(ϵ_1)\\ \mathrm{}& & \\ h_{nm}(ϵ_m)& \mathrm{}& h_n(ϵ_m)\\ \pi _{nm}(t)& \mathrm{}& \pi _n(t)\end{array}\right|}{\left|\begin{array}{ccc}h_{nm}(ϵ_1)& \mathrm{}& h_{n1}(ϵ_1)\\ \mathrm{}& & \\ h_{nm}(ϵ_m)& \mathrm{}& h_{n1}(ϵ_m)\end{array}\right|}.$$
(2.12)
Here the $`h_k(ϵ_j)`$’s are the Cauchy transformations of the monic orthogonal polynomials $`\pi _k(t)`$,

$$h_k(ϵ_j)=\frac{1}{2\pi i}\frac{\pi _k(t)d\alpha (t)}{tϵ_j}.$$
(2.13)
###### Proof.

Set

$$q_n^{[0,m]}(t)=\left|\begin{array}{ccc}h_{nm}(ϵ_1)& \mathrm{}& h_n(ϵ_1)\\ \mathrm{}& & \\ h_{nm}(ϵ_m)& \mathrm{}& h_n(ϵ_m)\\ \pi _{nm}(t)& \mathrm{}& \pi _n(t)\end{array}\right|.$$
(2.14)
Now $`q_n^{[0,m]}(t)`$ is proportional to the $`n^{th}`$ monic orthogonal polynomial $`\pi _n^{[0,m]}(t)`$ with respect to the measure $`d\alpha ^{[0,m]}(t)`$. Indeed, first observe that

$$\frac{q_n^{[0,m]}(t)}{tϵ_j}𝑑\alpha (t)=0,j=1,\mathrm{},m.$$
(2.15)
Also, for $`0k<n`$,

$$\frac{t^k}{_{\mathrm{}=1}^m(ϵ_{\mathrm{}}t)}=\underset{\mathrm{}=1}{\overset{m}{}}\frac{\beta _{\mathrm{}}}{ϵ_{\mathrm{}}t}+p(t)$$
(2.16)
for suitable constants $`\{\beta _{\mathrm{}}\}`$ and for some polynomial of degree $`<nm`$. But for $`0k<n`$,

$$t^kq_n^{[0,m]}(t)𝑑\alpha ^{[0,m]}(t)=\underset{\mathrm{}=1}{\overset{m}{}}\beta _{\mathrm{}}\frac{q_n^{[0,m]}(t)}{tϵ_{\mathrm{}}}𝑑\alpha (t)+p(t)q_n^{[0,m]}(t)𝑑\alpha (t).$$
(2.17)
The terms in the sum are zero by (2.15) and the final integral is zero by the construction (2.14) of $`q_n^{[0,m]}(t)`$ and the fact that deg $`p(t)`$ $`<nm`$. Thus $`q_n^{[0,m]}(t)`$ is proportional to $`\pi _n^{[0,m]}(t)`$. An argument similar to the proof in Lemma 2.1 that

$$\left|\begin{array}{ccc}\pi _n(\mu _1)& \mathrm{}& \pi _{n+\mathrm{}1}(\mu _1)\\ \mathrm{}& & \\ \pi _n(\mu _{\mathrm{}})& \mathrm{}& \pi _{n+\mathrm{}1}(\mu _{\mathrm{}})\end{array}\right|0,$$
(2.18)
shows that the denominator in (2.12) does not vanish. Letting $`t\mathrm{}`$ in (2.14), and matching leading terms, we prove Lemma 2.5. ∎

###### Remark 2.6.

In , Uvarov obtains formulae for $`\pi _n^{[0,m]}(t)`$ of type (2.12) also in the case $`m>n`$. These formulae can be used to obtain analogues of (2.24) and (2.36) below in the case $`M>N`$.

###### Remark 2.7.

As noted in , the Cauchy transformations $`h_k(ϵ)`$ of the $`\pi _k`$’s occur explicitly, together with the $`\pi _k`$’s, in the solution of the Fokas-Its-Kitaev Riemann-Hilbert problem for orthogonal polynomials .

Lemma (2.5) implies the following analogue of the Christoffel formula for the Cauchy transforms of monic orthogonal polynomials.

###### Corollary 2.8.

Let $`h_k^{[0,m]}(ϵ)`$ be the Cauchy transform of the monic polynomial $`\pi _k^{[0,m]}(t)`$ with respect to the measure $`d\alpha ^{[0,m]}(t)`$,

$$h_k^{[0,m]}(ϵ)=\frac{1}{2\pi i}\frac{\pi _k^{[0,m]}(t)}{tϵ}𝑑\alpha ^{[0,m]}(t).$$
(2.19)
Let also $`0mn`$. Then $`h_n^{[0,m]}(ϵ)`$ has a representation similar to that for the monic orthogonal polynomials $`\pi _n^{[l,0]}(t)`$ (equation (2.1)),

$$h_n^{[0,m]}(ϵ)=\frac{(1)^m}{(ϵϵ_m)\mathrm{}(ϵϵ_1)}\frac{\left|\begin{array}{ccc}h_{nm}(ϵ_1)& \mathrm{}& h_n(ϵ_1)\\ \mathrm{}& & \\ h_{nm}(ϵ_m)& \mathrm{}& h_n(ϵ_m)\\ h_{nm}(ϵ)& \mathrm{}& h_n(ϵ)\end{array}\right|}{\left|\begin{array}{ccc}h_{nm}(ϵ_1)& \mathrm{}& h_{n1}(ϵ_1)\\ \mathrm{}& & \\ h_{nm}(ϵ_m)& \mathrm{}& h_{n1}(ϵ_m)\end{array}\right|}.$$
(2.20)
###### Proof.

The above representation follows from formula (2.12) and from the fact that

$$\frac{1}{(tϵ_{m+1})\mathrm{}(tϵ_1)}=\underset{j=1}{\overset{m+1}{}}\frac{1}{tϵ_j}\underset{kj}{}\frac{1}{ϵ_jϵ_k}.$$
(2.21)
Indeed we find from formula (2.12) that $`h_n^{[0,m]}(ϵ)`$ is the ratio of the determinants. The elements of the last row of the determinant in the numerator are the integrals

$$\frac{1}{2\pi i}\frac{\pi _{nk}(t)d\alpha (t)}{(tϵ)(tϵ_m)\mathrm{}(tϵ_1)},0km.$$

Using identity (2.21) and noting that the only term

$$\frac{1}{tϵ}\frac{1}{(ϵϵ_m)\mathrm{}(ϵϵ_1)}.$$
(2.22)
of the sum (2.21) contributes to the determinant, (2.20) follows. ∎

Equation (2.20) immediately implies the following analogy of (2.5) for the $`h_k^{[0,m]}`$’s.

###### Corollary 2.9.

Let $`0mn`$. Then the product of the Cauchy transforms of monic orthogonal polynomials with respect to the measures $`d\alpha ^{[0,j]}(t)`$, $`0jm`$ can be written as a determinant,

$$\underset{j=0}{\overset{m}{}}h_{nm+j}^{[0,j]}(ϵ_{j+1})=\frac{(1)^{\frac{m(m+1)}{2}}}{\mathrm{}(ϵ)}\left|\begin{array}{ccc}h_{nm}(ϵ_1)& \mathrm{}& h_n(ϵ_1)\\ \mathrm{}& & \\ h_{nm}(ϵ_{m+1})& \mathrm{}& h_n(ϵ_{m+1})\end{array}\right|.$$
(2.23)
Now we derive the identity for the average of the product of inverse random characteristic polynomials.

###### Theorem 2.10.

Suppose $`1MN`$ and let $`\gamma _n=\frac{2\pi i}{c_n^2}`$, where $`c_n`$ is the normality constant defined by equation (1.4). Then we have the following formula

$$\underset{j=1}{\overset{M}{}}D_N^1[ϵ_j,H]_\alpha =(1)^{\frac{M(M1)}{2}}\frac{_{j=NM}^{N1}\gamma _j}{\mathrm{}(ϵ)}\left|\begin{array}{ccc}h_{NM}(ϵ_1)& \mathrm{}& h_{N1}(ϵ_1)\\ \mathrm{}& & \\ h_{NM}(ϵ_M)& \mathrm{}& h_{N1}(ϵ_M)\end{array}\right|.$$
(2.24)
###### Proof.

When $`M=1`$, we use the identity (2.21) together with (2.7) and the relation (see, e.g., )

$$\gamma _{n1}=2\pi in\frac{Z_{n1}}{Z_n}$$
(2.25)
to obtain

$$<D_N^1[ϵ,H]>_\alpha =\gamma _{N1}h_{N1}(ϵ).$$
(2.26)
We rewrite the average in equation (2.24) as follows:

$$\underset{j=1}{\overset{M}{}}D_N^1[ϵ_j,H]_\alpha =\frac{Z_N^{[0,M]}}{Z_{N1}^{[0,M1]}}\frac{Z_{N1}^{[0,M1]}}{Z_{N2}^{[0,M2]}}\mathrm{}\frac{Z_{NM}^{[0,0]}}{Z_N^{[0,0]}}$$
(2.27)
where

$$Z_N^{[0,M]}=\mathrm{}\mathrm{}^2(x)𝑑\alpha ^{[0,M]}(x),$$
(2.28)
$`Z_N^{[0,0]}Z_N`$ and $`d\alpha ^{[0,0]}(x)=d\alpha (x)`$. The following relation can be observed from equations (2.26) and (2.25):

$$\frac{Z_{NK}^{[0,m]}}{Z_{NK1}^{[0,m1]}}=2\pi i(NK)h_{NK1}^{[0,m1]}(ϵ_m).$$
(2.29)
Inserting this relation in (2.27) we find

$$\underset{j=1}{\overset{M}{}}D_N^1[ϵ_j,H]_\alpha =\underset{j=1}{\overset{M}{}}\gamma _{Nj}h_{Nj}^{[0,Mj]}(ϵ_{Mj+1}).$$
(2.30)
Our result (2.24) immediately follows from the above equation and formula (2.23). ∎

We now repeat the above considerations for the case

$$d\alpha ^{[\mathrm{},m]}(t)=\frac{(\mu _1t)\mathrm{}(\mu _{\mathrm{}}t)}{(ϵ_1t)\mathrm{}(ϵ_mt)}d\alpha (t).$$
(2.31)
The first result is a Christoffel type formula for the measure (2.31), which is due to Uvarov :

###### Lemma 2.11.

Suppose $`0mn`$. Then the monic orthogonal polynomials $`\pi _n^{[\mathrm{},m]}(t)`$’s with respect to the measure $`d\alpha ^{\mathrm{},m]}(t)`$ have the following representation:

$$\pi _n^{[\mathrm{},m]}(t)=\frac{1}{(t\mu _{\mathrm{}})\mathrm{}(t\mu _1)}\frac{\left|\begin{array}{ccc}h_{nm}(ϵ_1)& \mathrm{}& h_{n+\mathrm{}}(ϵ_1)\\ \mathrm{}& & \\ h_{nm}(ϵ_m)& \mathrm{}& h_{n+\mathrm{}}(ϵ_m)\\ \pi _{nm}(\mu _1)& \mathrm{}& \pi _{n+\mathrm{}}(\mu _1)\\ \mathrm{}& & \\ \pi _{nm}(\mu _{\mathrm{}})& \mathrm{}& \pi _{n+\mathrm{}}(\mu _{\mathrm{}})\\ \pi _{nm}(t)& \mathrm{}& \pi _{n+\mathrm{}}(t)\end{array}\right|}{\left|\begin{array}{ccc}h_{nm}(ϵ_1)& \mathrm{}& h_{n+\mathrm{}}(ϵ_1)\\ \mathrm{}& & \\ h_{nm}(ϵ_m)& \mathrm{}& h_{n+\mathrm{}}(ϵ_m)\\ \pi _{nm}(\mu _1)& \mathrm{}& \pi _{n+\mathrm{}}(\mu _1)\\ \mathrm{}& & \\ \pi _{nm}(\mu _{\mathrm{}})& \mathrm{}& \pi _{n+\mathrm{}}(\mu _{\mathrm{}})\end{array}\right|}.$$
(2.32)
###### Proof.

As in the previous cases we define $`q_n^{[\mathrm{},m]}(t)`$ to be the determinant in the numerator of (2.32). Observe that

$$q_n^{[\mathrm{},m]}(\mu _1)=\mathrm{}=q_n^{[\mathrm{},m]}(\mu _{\mathrm{}})=0$$
(2.33)
and that

$$\frac{q_n^{[\mathrm{},m]}(t)d\alpha (t)}{ϵ_1t}=\mathrm{}=\frac{q_n^{[\mathrm{},m]}(t)d\alpha (t)}{ϵ_mt}=0.$$
(2.34)
The next steps are the same as in the proofs of Lemma (2.1) and Lemma (2.5). ∎

###### Corollary 2.12.

$$\underset{j=1}{\overset{K}{}}D_N[\mu _j,H]_{\alpha ^{[0,M]}}=\frac{1}{\mathrm{}(\mu )}\frac{\left|\begin{array}{ccc}h_{NM}(ϵ_1)& \mathrm{}& h_{N+K1}(ϵ_1)\\ \mathrm{}& & \\ h_{NM}(ϵ_M)& \mathrm{}& h_{N+K1}(ϵ_M)\\ \pi _{NM}(\mu _1)& \mathrm{}& \pi _{N+K1}(\mu _1)\\ \mathrm{}& & \\ \pi _{NM}(\mu _K)& \mathrm{}& \pi _{N+K1}(\mu _K)\end{array}\right|}{\left|\begin{array}{ccc}h_{NM}(ϵ_1)& \mathrm{}& h_N(ϵ_1)\\ \mathrm{}& & \\ h_{NM}(ϵ_M)& \mathrm{}& h_N(ϵ_M)\end{array}\right|}.$$
(2.35)
###### Proof.

Identity (2.35) follows from equations (2.10) and (2.32) once we note that equation (2.32) can be rewritten in a similar manner as equation (2.5). ∎

Finally we generalize Theorem (2.3) and Theorem (2.10) and obtain a formula for the average of ratios of characteristic polynomials.

###### Theorem 2.13.

Suppose $`0MN`$. Then the average of ratios of characteristic polynomials of $`N\times N`$ Hermitian matrices $`H`$ is given by the following formula:

$$<\frac{_{j=1}^KD_N[\mu _j,H]}{_{j=1}^MD_N[ϵ_j,H]}>_\alpha =\frac{(1)^{\frac{M(M1)}{2}}\underset{j=NM}{\overset{N1}{}}\gamma _j}{\mathrm{}(\mu )\mathrm{}(ϵ)}\left|\begin{array}{ccc}h_{NM}(ϵ_1)& \mathrm{}& h_{N+K1}(ϵ_1)\\ \mathrm{}& & \\ h_{NM}(ϵ_M)& \mathrm{}& h_{N+K1}(ϵ_M)\\ \pi _{NM}(\mu _1)& \mathrm{}& \pi _{N+K1}(\mu _1)\\ \mathrm{}& & \\ \pi _{NM}(\mu _K)& \mathrm{}& \pi _{N+K1}(\mu _K)\end{array}\right|.$$
(2.36)
###### Proof.

Let $`\alpha ^{[0,0]}\alpha `$, $`𝒵_n^{[0,0]}Z_n`$. Then we have

$$\frac{_{j=1}^KD_N[\mu _j,H]}{_{j=1}^MD_N[ϵ_j,H]}_\alpha =\frac{Z_N^{[K,M]}}{Z_N^{[0,0]}}=\frac{Z_N^{[K,M]}}{Z_N^{[0,M]}}\frac{Z_N^{[0,M]}}{Z_N^{[0,0]}}$$
(2.37)
i.e.

$$\frac{_{j=1}^KD_N[\mu _j,H]}{_{j=1}^MD_N[ϵ_j,H]}_\alpha =\underset{j=1}{\overset{K}{}}D_N[\mu _j,H]_{\alpha ^{[0,M]}}\underset{j=1}{\overset{M}{}}D_N^1[ϵ_j,H]_\alpha .$$
(2.38)
We use Corollary (2.12) and Theorem (2.10) to obtain formula (2.36). ∎

###### Remark 2.14.

Observe that formulae (2.6), (2.24) do not follow immediately as special cases of (2.36): some further algebraic manipulation is required. Similarly, the process of adding and removing zeros is clearly reciprocal. More precisely, given $`ϵ_1,\mathrm{},ϵ_{\mathrm{}}`$, we can construct the polynomials $`\pi _n^{[0,\mathrm{}]}(t;d\alpha ^{[0,\mathrm{}]})`$ associated with the measure $`d\alpha ^{[0,\mathrm{}]}(t)=\left(_{i=1}^{\mathrm{}}(ϵ_it)^1\right)dt`$ by (2.12): We can then construct $`\pi _n^{[\mathrm{},0]}(t;d(\alpha ^{[0,\mathrm{}]})^{[\mathrm{},0]})`$ with $`\mu _i=ϵ_i`$, inserting $`\pi _n^{[0,\mathrm{}]}(t;d\alpha ^{[0,\mathrm{}]})`$ for $`\pi _n(t)`$ on the right-hand-side of (2.1). We should find that $`\pi _n^{[\mathrm{},0]}(t;d(\alpha ^{[0,\mathrm{}]})^{[\mathrm{},0]})=\pi _n(t;d\alpha )`$. However, again, this relation is not immediately clear, and requires further algebraic manipulation.

## 3 Formulae of two-point function type

The following integral version of the Binet-Cauchy formula is due to Andréief , and plays a basic role in our calculations.

###### Lemma 3.1.

Let $`(X,d\mu )`$ be a measure space and suppose $`f_i,g_jL^2(X,d\mu )`$ for $`1i,jk`$. Then

$$\begin{array}{cc}& _X\mathrm{}_Xdet(f_i(x_j))_{1i,jk}det(g_i(x_j))_{1i,jk}d\mu (x_1)\mathrm{}d\mu (x_k)\hfill \\ & =k!det\left(_Xf_i(x)g_j(x)𝑑\mu (x)\right)_{1i,jk}.\hfill \end{array}$$
(3.1)
###### Proof.

Set $`c_{ij}=_Xf_i(x)g_j(x)𝑑\mu (x)`$. Then

$$\begin{array}{cc}& _X\mathrm{}_Xdet(f_i(x_j))_{1i,jk}det(g_i(x_j))_{1i,jk}d\mu (x_1)\mathrm{}d\mu (x_k)\hfill \\ & =\underset{\sigma ,\tau S_k}{}\mathrm{sgn}(\sigma )\mathrm{sgn}(\tau )c_{\sigma (1)\tau (1)}\mathrm{}c_{\sigma (k)\tau (k)}\hfill \\ & =\underset{\sigma }{}\mathrm{sgn}(\sigma )\underset{\tau }{}\mathrm{sgn}(\tau \sigma )c_{\sigma (1)\tau \sigma (1)}\mathrm{}c_{\sigma (k)\tau \sigma (k)}\hfill \\ & =\underset{\sigma }{}(\mathrm{sgn}(\sigma ))^2\underset{\tau }{}\mathrm{sgn}(\tau )c_{1\tau (1)}\mathrm{}c_{k\tau (k)}\hfill \\ & =k!det(c_{ij})_{1i,jk}\hfill \end{array}$$
(3.2)
as desired. In (3.2) we used $`\mathrm{sgn}(\tau \sigma )=(\mathrm{sgn}\tau )(\mathrm{sgn}\sigma )`$ and the fact that $`c_{\sigma (1)\tau \sigma (1)}\mathrm{}c_{\sigma (k)\tau \sigma (k)}=c_{1\tau (1)}\mathrm{}c_{k\tau (k)}`$ for all $`\sigma `$. ∎

###### Theorem 3.2.

Let $`K1`$. Then the following identity is valid:

$$<\underset{j=1}{\overset{K}{}}D_N[\lambda _j,H]D_N[\mu _j,H]>_\alpha =\frac{C_{N,K}}{\mathrm{\Delta }(\lambda )\mathrm{\Delta }(\mu )}det\left(W_{I,N+K}(\lambda _i,\mu _j)\right)_{1i,jK}$$
(3.3)
where

$$W_{I,N+K}(x,y)=\frac{\pi _{N+K}(x)\pi _{N+K1}(y)\pi _{N+K}(y)\pi _{N+K1}(y)}{xy}$$
(3.4)
and

$$C_{N,K}=\frac{_{\mathrm{}=N}^{N+K1}c_{\mathrm{}}^2}{(c_{N+K1})^{2K}}$$
(3.5)
where $`c_{\mathrm{}}`$ is again the norming constant for $`\pi _{\mathrm{}}`$ given in (1.4).

###### Proof.

Let $`p_j(x)=c_j^1\pi _j(x)`$, $`j0`$, denote the orthonormal polynomials with respect to $`d\alpha `$. From (1.2) we obtain

$$<\underset{j=1}{\overset{K}{}}D_N[\lambda _j,H]D_N[\mu _j,H]>_\alpha =\frac{1}{Z_N\mathrm{\Delta }(\lambda )\mathrm{\Delta }(\mu )}\mathrm{}\mathrm{\Delta }(x,\lambda )\mathrm{\Delta }(x,\mu )𝑑\alpha (x).$$
(3.6)
Adding columns, we see that the Vandermonde determinant $`\mathrm{\Delta }(x,\lambda )`$ has the form

$$\left|\begin{array}{cccc}\pi _0(x_1)& \pi _1(x_1)& \mathrm{}& \pi _{N+K1}(x_1)\\ \mathrm{}& & & \\ \pi _0(x_N)& \pi _1(x_N)& \mathrm{}& \pi _{N+K1}(x_N)\\ \pi _0(\lambda _1)& \pi _1(\lambda _1)& \mathrm{}& \pi _{N+K1}(\lambda _1)\\ \mathrm{}& & & \\ \pi _0(\lambda _K)& \pi _1(\lambda _K)& \mathrm{}& \pi _{N+K1}(\lambda _K)\end{array}\right|$$
(3.7)
and similarly for $`\mathrm{\Delta }(x,\mu )`$. Here $`\pi _j(t)=\pi _j^{[0,0]}(t)`$. The determinant $`\mathrm{\Delta }(x,\lambda )`$ can be evaluated by a Lagrange expansion of the form

$$\underset{0i_1<i_2<\mathrm{}<i_kN+K1}{}\sigma _{i_1,\mathrm{},i_K}\left|\begin{array}{ccc}\pi _{i_1}(\lambda _1)& \mathrm{}& \pi _{i_K}(\lambda _1)\\ \mathrm{}& & \\ \pi _{i_1}(\lambda _K)& \mathrm{}& \pi _{i_K}(\lambda _K)\end{array}\right|\left|\begin{array}{ccc}\pi _{j_1}(x_1)& \mathrm{}& \pi _{j_N}(x_1)\\ \mathrm{}& & \\ \pi _{j_1}(x_N)& \mathrm{}& \pi _{j_N}(x_N)\end{array}\right|$$
(3.8)
where $`\sigma _{i_1,\mathrm{},i_K}=\pm 1`$ is an appropriate signature and $`\{(j_1,\mathrm{},j_N):0j_1<j_2<\mathrm{}<j_NN+K1\}`$ is the complement of $`\{i_1,\mathrm{},i_K\}`$ in $`\{0,1,\mathrm{},N+K1\}`$. Multiplying (3.8) by a similar expansion for $`\mathrm{\Delta }(x,\mu )`$, and inserting in (3.6), we obtain a sum of terms of the form

$$\mathrm{}\left|\begin{array}{ccc}\pi _{j_1}(x_1)& \mathrm{}& \pi _{j_K}(x_1)\\ \mathrm{}& & \\ \pi _{j_1}(x_N)& \mathrm{}& \pi _{j_K}(x_N)\end{array}\right|\left|\begin{array}{ccc}\pi _{j_1^{}}(x_1)& \mathrm{}& \pi _{j_N^{}}(x_1)\\ \mathrm{}& & \\ \pi _{j_1^{}}(x_N)& \mathrm{}& \pi _{j_N^{}}(x_N)\end{array}\right|𝑑\alpha (x)$$
(3.9)
which is equal by Lemma 3.1 to $`N!det\left(\pi _{j_i^{}}(x)\pi _{j_k}(x)𝑑\alpha (x)\right)_{1i,kN}=N!det(\delta _{j_i^{}j_k}c_{j_k}^2)_{1i,kN}`$. From this we see that

$$\begin{array}{cc}& <\underset{j=1}{\overset{K}{}}D_N[\lambda _j,H]D_N[\mu _j,H]>_\alpha \hfill \\ & =\frac{N!}{Z_N\mathrm{\Delta }(\lambda )\mathrm{\Delta }(\mu )}\underset{0i_1<\mathrm{}<i_kN+K1}{}\sigma _{i_1,\mathrm{},i_K}^2\left|\begin{array}{ccc}\pi _{i_1}(\lambda _1)& \mathrm{}& \pi _{i_K}(\lambda _1)\\ \mathrm{}& & \\ \pi _{i_1}(\lambda _K)& \mathrm{}& \pi _{i_K}(\lambda _K)\end{array}\right|\hfill \\ & \times \underset{k=1}{\overset{N}{}}c_{j_k}^2\left|\begin{array}{ccc}\pi _{i_1}(\mu _1)& \mathrm{}& \pi _{i_K}(\mu _1)\\ \mathrm{}& & \\ \pi _{i_1}(\mu _K)& \mathrm{}& \pi _{i_K}(\mu _K)\end{array}\right|\hfill \\ & =\frac{N!_{q=N}^{N+K1}c_q^2}{Z_N\mathrm{\Delta }(x,\lambda )\mathrm{\Delta }(x,\mu )}\underset{0i_1<\mathrm{}<i_kN+K1}{}det\left(p_{i_j}(\lambda _k)\right)_{1j,kK}det\left(p_{i_j}(\mu _k)\right)_{1j,kK}\hfill \\ & =\frac{N!_{q=N}^{N+K1}c_q^2}{Z_N\mathrm{\Delta }(x,\lambda )\mathrm{\Delta }(x,\mu )}det\left(\underset{0iN+K1}{}p_i(\lambda _j)p_i(\mu _k)\right)_{1j,kK}\hfill \end{array}$$
(3.10)
where the last line follows by applying Lemma 3.1 to the discrete measure $`d\mu =_{i=0}^{N+K1}\delta _i`$. But by the Christoffel-Darboux formula

$$\underset{0iN+K1}{}p_i(\lambda _j)p_i(\mu _k)=\frac{\pi _{N+K}(\lambda _j)\pi _{N+K1}(\mu _k)\pi _{N+K}(\mu _k)\pi _{N+K1}(\lambda _j)}{\lambda _j\mu _k}$$
(3.11)
which then implies (3.3) as $`Z_N=N!_{\mathrm{}=0}^{N1}c_{\mathrm{}}^2`$ (see, e.g. ). ∎

###### Theorem 3.3.

Suppose $`1KN`$. Then the following identity is valid:

$$<\underset{j=1}{\overset{K}{}}\frac{D_N[\mu _i,H]}{D_N[ϵ_j,H]}>_\alpha =(1)^{K(K1)/2}\gamma _{N1}^K\frac{\mathrm{\Delta }(ϵ,\mu )}{\mathrm{\Delta }^2(ϵ)\mathrm{\Delta }^2(\mu )}det\left(W_{II,N}(ϵ_i,\mu _j)\right)_{1i,jK}$$
(3.12)
where

$$W_{II,N}(x,y)=\frac{h_N(ϵ)\pi _{N1}(\mu )h_{N1}(ϵ)\pi _N(\mu )}{ϵ\mu }$$
(3.13)
and again $`h_k(ϵ)=\frac{1}{2\pi i}\frac{\pi _k(t)d\alpha (t)}{tϵ}`$ is the Cauchy transform of $`\pi _k(t)`$ and $`\gamma _{N1}=2\pi i/C_{N1}^2`$.

Observe first that by linearity

$$\begin{array}{cc}\hfill \left|\begin{array}{ccc}h_{NM}(ϵ_1)& \mathrm{}& h_{N+L1}(ϵ_1)\\ \mathrm{}& & \\ h_{NM}(ϵ_M)& \mathrm{}& h_{N+L1}(ϵ_M)\\ \pi _{NM}(\mu _1)& \mathrm{}& \pi _{N+L1}(\mu _1)\\ \mathrm{}& & \\ \pi _{NM}(\mu _1)& \mathrm{}& \pi _{N+L1}(\mu _L)\end{array}\right|=& \mathrm{}\frac{d\alpha (\lambda )}{(2\pi i)^M_{j=1}^M(\lambda _jϵ_j)}\hfill \\ & \times \left|\begin{array}{ccc}\pi _{NM}(\lambda _1)& \mathrm{}& \pi _{N+L1}(\lambda _1)\\ \mathrm{}& & \\ \pi _{NM}(\lambda _M)& \mathrm{}& \pi _{N+L1}(\lambda _M)\\ \pi _{NM}(\mu _1)& \mathrm{}& \pi _{N+L1}(\mu _1)\\ \mathrm{}& & \\ \pi _{NM}(\mu _1)& \mathrm{}& \pi _{N+L1}(\mu _L)\end{array}\right|.\hfill \end{array}$$
(3.14)
Inserting (2.36) on the left-hand-side, and using (2.5) to re-express the integrand on the right-hand-side, we obtain the following result, which is of independent interest. The result expresses averages of ratios of characteristic polynomials in terms of averages of products of such polynomials.

###### Proposition 3.4.

Let $`1MN`$. Then

$$\begin{array}{cc}& <\frac{_{j=1}^LD_N[\mu _i,H]}{_{j=1}^MD_N[ϵ_j,H]}>_\alpha =\frac{(1)^{M(M1)/2}_{j=NM}^{N1}\gamma _j}{\mathrm{\Delta }(\mu )\mathrm{\Delta }(ϵ)}\hfill \\ & \times \mathrm{}\frac{d\alpha (\lambda )}{(2\pi i)^M_{j=1}^M(\lambda _jϵ_j)}\mathrm{\Delta }(\lambda ,\mu )<\underset{j=1}{\overset{M}{}}D_{NM}[\lambda _j,H]\underset{j=1}{\overset{L}{}}D_{NM}[\mu _j,H]>_\alpha .\hfill \end{array}$$
(3.15)
###### Proof of Theorem 3.2.

For $`M=L=KN`$, by (3.15) and (3.3),

$$\begin{array}{cc}& \frac{\mathrm{\Delta }(\mu )\mathrm{\Delta }(ϵ)}{(1)^{K(K1)/2}_{j=NK}^{N1}\gamma _j}<\frac{_{j=1}^KD_N[\mu _i,H]}{_{j=1}^KD_N[ϵ_j,H]}>_\alpha \hfill \\ & =\mathrm{}\frac{d\alpha (\lambda )}{(2\pi i)^M_{j=1}^M(\lambda _jϵ_j)}C_{NK,K}\underset{i=1}{\overset{K}{}}\underset{j=1}{\overset{K}{}}(\mu _i\lambda _j)det\left(W_{I,N}(\lambda _i,\mu _j)\right)_{1i,jK}.\hfill \end{array}$$
(3.16)
But

$$\begin{array}{cc}& \frac{1}{2\pi i}\frac{d\alpha (\lambda _j)}{\lambda _jϵ_j}\underset{i=1}{\overset{K}{}}(\mu _i\lambda _j)\frac{\pi _N(\lambda _j)\pi _{N1}(\mu _k)\pi _{N1}(\lambda _j)\pi _N(\mu _k)}{\lambda _j\mu _k}\hfill \\ & =\frac{1}{2\pi i}𝑑\alpha (\lambda _j)\left(1\frac{\mu _1ϵ_j}{\lambda _jϵ_j}\right)\left(\underset{\begin{array}{c}i=2\\ ik\end{array}}{\overset{K}{}}(\mu _i\lambda _j)\right)\left(\pi _N(\lambda _j)\pi _{N1}(\mu _k)\pi _{N1}(\lambda _j)\pi _N(\mu _k)\right)\hfill \\ & =\frac{1}{2\pi i}𝑑\alpha (\lambda _j)\frac{\mu _1ϵ_j}{\lambda _jϵ_j}\left(\underset{\begin{array}{c}i=2\\ ik\end{array}}{\overset{K}{}}(\mu _i\lambda _j)\right)\left(\pi _N(\lambda _j)\pi _{N1}(\mu _k)\pi _{N1}(\lambda _j)\pi _N(\mu _k)\right)\hfill \end{array}$$
(3.17)
as $`𝑑\alpha (\lambda _j)\lambda _j^{\mathrm{}}\pi _{N1}(\lambda _j)=𝑑\alpha (\lambda _j)\lambda _j^{\mathrm{}}\pi _N(\lambda _j)=0`$ for $`0\mathrm{}K2<N1`$. Continuing in this way, the integral reduces to $`_{i=1}^K(\mu _iϵ_j)W_{II,N}(ϵ_i,\mu _k)`$. Thus we find

$$\begin{array}{c}\hfill \frac{\mathrm{\Delta }(\mu )\mathrm{\Delta }(ϵ)}{(1)^{K(K1)/2}_{j=NK}^{N1}\gamma _j}<\frac{_{j=1}^KD_N[\mu _i,H]}{_{j=1}^KD_N[ϵ_j,H]}>_\alpha =\frac{\mathrm{\Delta }(ϵ,\mu )}{\mathrm{\Delta }(ϵ)\mathrm{\Delta }(\mu )}det\left(W_{I,N+K}(\lambda _i,\mu _k)\right)_{1i,kK}\end{array}$$
(3.18)
and (3.12) follows. ∎

Acknowledgments. The authors would like to thank Jeff Geronimo for useful conversations and for pointing out the paper of U. B. Uvarov. The authors would also like to thank Nick Witte for many useful remarks. The work of the first author was supported in part by NSF Grant # DMS-0208577. The work of the second author was supported in part by NSF Grant # DMS-0296084 and by the Institute for Advanced Study in Princeton. The work of the third author was supported in part by EPSRC Grant GR/13838/01 “Random Matrices close to Unitary or Hermitian”.


format: text

text:
# Towards a Stringy Resolution of the Cosmological Singularity

## I Introduction

Arguably, the most perplexing problem of modern cosmology is the initial singularity problem. The theorems of Hawking and Penrose state that many of the manifolds of General Relativity are geodesically incomplete Hawking:1969sw . In particular, many solutions to the Friedmann-Robertson-Walker (FRW) isotropic and homogeneous model of the universe contain singularities. In order to gain a complete description of the early universe a theory of quantum gravity is required. In general, it is believed that such a theory may somehow resolve the initial singularity allowing us to obtain well-defined, finite solutions to calculations of physical quantities.

Superstring theory is currently the best candidate for a theory of quantum gravity. It is therefore only natural to try to use string theory to probe the very early universe. Many of us are hopeful that string theory (or M-theory) will lead to a consistent cosmological model capable of resolving the initial singularity 111A cosmological model based on string theory that attempts to solve the initial singularity problem is the “Brane Gas” model of Brandenberger:1988aj ; Sakellariadou:1995vk ; Alexander:2000xv ; Brandenberger:2001kj ; Easson:sj . Some recent progress in string cosmology is reviewed in Lidsey:1999mc -Gasperini:2002bn .. We are inspired, in part, by the ability of stringy physics to resolve certain singularities in time-independent orbifolds and conifolds Liu:2002yd -Greene:1995hu . A full understanding of the initial singularity problem will most likely require nonperturbative physics, and most certainly will require a better understanding of time-dependent solutions in string theory.

In this paper we provide a toy model of a nonsingular FRW cosmology, based on string theory. Our goal is to discuss only one possible way in which string theory may begin to address the initial singularity problem. Our concrete starting point is the low-energy effective action of heterotic string theory including possible leading order $`\alpha ^{}`$ corrections 222For some other studies of $`\alpha ^{}`$ corrections within the context of superstring cosmology see Antoniadis:1993jc -Tsujikawa:2003pn .. While the exact structure of these corrections is not known, we provide an example in which the resulting cosmology is singularity-free 333Our construction is not designed to remove singularities that occur when none of the curvature invariants blow up e.g. the singularity present in a Taub-NUT space hande  or those in Horowitz:bv . We are interested in removing the initial Big-Bang singularity which is a curvature singularity.. To study the system we use both analytic and numerical techniques. The metric is asymptotically Minkowski spacetime at low-curvatures and evolves to de Sitter space in the high-curvature regime. The significance of the $`\alpha ^{}`$ corrections is controlled, in part, by the dilaton field $`\mathrm{\Phi }`$. These higher-derivative terms become important in the high-curvature regime and are constructed to allow de Sitter solutions in the early universe. In this way our model provides the first natural realization of the Limiting Curvature Construction (LCC) in terms of a well-motivated, physical theory markov -easson2003 . Our analysis involves a dynamical dilaton and a novel, string-inspired form for the higher-derivative terms.

## II The Action

In $`D`$-dimensions, the string tree-level effective action for the massless boson sector (in the string-frame) is:

$`\stackrel{~}{S}`$ $`=`$ $`{\displaystyle \frac{M_\mathrm{s}^{D2}}{2}}{\displaystyle }d^Dx\sqrt{\stackrel{~}{g}}e^{2\mathrm{\Phi }}\{\stackrel{~}{R}+\mathrm{\hspace{0.17em}4}(\mathrm{\Phi })^2`$ (2.1)
$`+`$ $`\zeta _0\alpha ^{}\stackrel{~}{}_2{\displaystyle \frac{2(D10)}{3\alpha ^{}}}+𝒪(a^2\stackrel{~}{R}^4+\mathrm{})\}`$
where $`\mathrm{\Phi }`$ is the dilaton, $`\alpha ^{}=\mathrm{}_\mathrm{s}^2`$ and the tilde indicates that we are using the string-frame metric $`\stackrel{~}{g}_{MN}`$, where $`M,N=0,\mathrm{},d`$. In the above, $`\zeta _0`$ takes on the values $`1/4,\mathrm{\hspace{0.17em}1}/8,\mathrm{\hspace{0.17em}0}`$ for the bosonic, heterotic and type II superstring theories, respectively. The “$`\mathrm{}`$” refer to other higher-derivative terms of order $`\alpha ^2`$, and the Lagrangian $`\stackrel{~}{}_2`$ represents the leading-order corrections to the action and is made up of four-derivative terms $`\stackrel{~}{}_2(\stackrel{~}{R}^2,\stackrel{~}{R}_{\mu \nu }\stackrel{~}{R}^{\mu \nu },\stackrel{~}{R}_{\mu \nu \lambda \sigma }\stackrel{~}{R}^{\mu \nu \lambda \sigma },\mathrm{})`$ Gross:1986mw ; Metsaev:1987zx . We choose to work within heterotic sting theory. While the two-point action for the heterotic string includes a gauge vector boson $`A_n`$ (with field strength tensor $`F_{mn}`$) and an anti-symmetric tensor $`H_{abc}`$:

$`_{2pt}`$ $`=`$ $`{\displaystyle \frac{1}{2\kappa ^2}}R{\displaystyle \frac{1}{6}}e^{2\mathrm{\Phi }}H_{abc}H^{abc}{\displaystyle \frac{1}{2}}(_c\mathrm{\Phi })(^c\mathrm{\Phi })`$ (2.2)
$``$ $`{\displaystyle \frac{1}{4}}e^\mathrm{\Phi }F_{mn}F^{mn}`$
we consider only the most relevant massless modes, the dilaton $`\mathrm{\Phi }`$ and graviton $`g_{mn}`$. In order to obtain results that are easy to compare with General Relativistic theory we work in the Einstein-frame obtained via a conformal transformation of the metric $`\stackrel{~}{g}_{\alpha \beta }=e^{\xi \mathrm{\Phi }}g_{\alpha \beta }`$. Applying this transformation to (2.1) gives the Einstein-frame action

$`S`$ $`=`$ $`{\displaystyle \frac{M_\mathrm{s}^{D2}}{2}}{\displaystyle }d^Dx\sqrt{g}\{R\xi (\mathrm{\Phi })^2`$ (2.3)
$`+`$ $`\zeta _0\alpha ^{}e^{\xi \mathrm{\Phi }}\left[_2+\xi ^2{\displaystyle \frac{D4}{D2}}(\mathrm{\Phi })^4\right]\mathrm{\Lambda }e^{\xi \mathrm{\Phi }}`$
$`+`$ $`𝒪(a^2R^4+\mathrm{})\},`$
where $`\xi =4/(D2)`$ and $`\mathrm{\Lambda }=2(D10)/3\alpha ^{}`$ is a contribution to the cosmological constant that vanishes in ten-dimensions. In the Einstein-frame the dilaton couples directly to the higher-derivative terms $`e^{\xi \mathrm{\Phi }}_2`$. In this way it is possible to control the “strength” of the $`_2`$ terms, in part, via the dilaton.

Our knowledge of the exact form of $`_2`$ is incomplete. Requiring the action to reproduce string theory S-matrix elements can determine only some of the coefficients of potential covariant terms in $`_2`$. This is because some terms do not contribute to the S-matrix or provide contributions that overlap in form with those of other terms Metsaev:1987zx ; Forger:1996vj . Some sort of off-shell superstring calculation is required to fix the exact coefficients of these terms. Scattering amplitude or string worldsheet $`\beta `$-function calculations predict only the Riemann squared term $`R_{\mu \nu \lambda \sigma }R^{\mu \nu \lambda \sigma }`$ in $`_2`$. In Metsaev:1987zx  Metsaev and Tseytlin fix the contribution

$$\overline{}_2=\zeta _0e^{2\mathrm{\Phi }}\left(R_{\mu \nu \lambda \sigma }R^{\mu \nu \lambda \sigma }+\xi ^2\frac{D4}{D2}(\mathrm{\Phi })^4\right),$$
(2.4)
where $`\overline{}_2`$ is the term being multiplied by $`\alpha ^{}`$ in (2.3). However, terms such as $`R^2`$ and $`R_{\mu \nu }R^{\mu \nu }`$ may be added and subtracted from $`_2`$ by performing field redefinitions of $`_{2pt}`$ Gross:1986mw . Because of this imprecise knowledge of $`_2`$, $`_2`$ is commonly assumed to be the Gauss-Bonnet invariant

$$_{GB}=R_{\mu \nu \lambda \sigma }R^{\mu \nu \lambda \sigma }\mathrm{\hspace{0.17em}4}R_{\mu \nu }R^{\mu \nu }+R^2.$$
(2.5)
An advantage of choosing this particular structure for $`_2`$ is that the resulting equations of motion are second-order. The cost of choosing an invariant of a form other than (2.5) is that our equations of motion will be fourth-order. Because we are interested in finding a nonsingular theory we will design something other than the Gauss-Bonnet form for $`_2`$ 444Some examples of nonsingular cosmologies constructed using the Gauss-Bonnet invariant are in Kanti:1998jd .. A simple way to ensure that our theory has a nonsingular solution is to choose an $`_2`$ that will vanish for a nonsingular spacetime. We can then look for solutions that approach this nonsingular manifold in the large curvature regime. As predicted by the string theory calculation (2.4), we take the leading term in $`_2`$ to be $`R_{\mu \nu \lambda \sigma }R^{\mu \nu \lambda \sigma }`$. An elementary set of nonsingular spacetimes are the set of maximally symmetric spacetimes of constant curvature. The metrics of constant curvature are locally characterized by the condition (in $`D=4`$)

$$R_{\alpha \beta \gamma \delta }=\frac{1}{12}R(g_{\alpha \gamma }g_{\beta \delta }g_{\alpha \delta }g_{\beta \gamma }),$$
(2.6)
which is equivalent to

$$C_{\alpha \beta \gamma \delta }=\mathrm{\hspace{0.17em}0}=R_{\alpha \beta }\frac{1}{4}Rg_{\alpha \beta }.$$
(2.7)
The space with constant curvature and $`R=0`$ is Minkowski spacetime. The space for $`R>0`$ is de Sitter spacetime, which has topology $`𝐑^1\times 𝐒^3`$. The space with $`R<0`$ is anti-de Sitter spacetime, which has topology $`𝐒^1\times 𝐑^3`$.

Using equation (2.6) it is easy to construct the desired invariant that will vanish for spacetimes of constant curvature (in $`D=4`$) and whose leading term is $`R_{\mu \nu \lambda \sigma }R^{\mu \nu \lambda \sigma }`$:

$$_2=R_{\mu \nu \lambda \sigma }R^{\mu \nu \lambda \sigma }\frac{1}{6}R^2.$$
(2.8)
Note that it is possible that there are other solutions satisfying $`_2=0`$ (see ). This is a limitation of the construction as presented. If there are other solutions satisfying this condition then we could try to modify this Lagrangian so that these solution no longer obey this condition. However, we are not primarily interested in finding all the solutions to this theory. Our main goal is to show only that nonsingular solutions of the type described above exist. The four-dimensional action is given by equation (2.3), and may be written

$`S`$ $`=`$ $`{\displaystyle \frac{M_\mathrm{s}^2}{2}}{\displaystyle }d^4x\sqrt{g}\{R\mathrm{\hspace{0.17em}2}(\mathrm{\Phi })^2`$ (2.9)
$`+`$ $`D(\mathrm{\Phi })[R_{\mu \nu \lambda \sigma }R^{\mu \nu \lambda \sigma }{\displaystyle \frac{1}{6}}R^2]V(\mathrm{\Phi })\},`$
where $`D(\mathrm{\Phi })=\alpha ^{}e^{2\mathrm{\Phi }}/8`$. In the above we have assumed a potential for the dilaton field $`V(\mathrm{\Phi })`$ and we have ignored the contribution to the cosmological constant term, $`\mathrm{\Lambda }e^{2\mathrm{\Phi }}`$ (i.e. we do not attempt to solve the cosmological constant problem). We will comment further on the dilaton potential below.

Variation of the action with respect to the metric tensor yields:

$`4(R_{;\beta }D(\mathrm{\Phi })_{;\alpha }+R_{;\alpha }D(\mathrm{\Phi })_{;\beta }+D(\mathrm{\Phi })_{;\gamma }(12R_{\alpha \beta ;}{}_{}{}^{\gamma }6(R_\alpha {}_{}{}^{\gamma }{}_{;\beta }{}^{}+R_\beta {}_{}{}^{\gamma }{}_{;\alpha }{}^{})R_;{}_{}{}^{\gamma }g_{\alpha \beta }^{}))+2(2RD(\mathrm{\Phi })_{;\alpha \beta }`$ (2.10)
$`+`$ $`2(5R_{;\alpha \beta }++6(R_{\alpha \beta ;\gamma }{}_{}{}^{\gamma }+R_{\alpha \beta ;}{}_{}{}^{\gamma }{}_{\gamma }{}^{}))D(\mathrm{\Phi })3(R\mathrm{\hspace{0.17em}2}\mathrm{\Phi }_{;\gamma }\mathrm{\Phi }_;{}_{}{}^{\gamma })g_{\alpha \beta }+6(R_{\alpha \beta }+\mathrm{\hspace{0.17em}2}D(\mathrm{\Phi })_;{}_{}{}^{\gamma \lambda }R_{\gamma \beta \lambda \alpha }^{}`$
$`+`$ $`2D(\mathrm{\Phi })_{;\gamma \lambda }R_\alpha {}_{\beta }{}^{\lambda }{}_{}{}^{\gamma }))+D(\mathrm{\Phi })(4(RR_{\alpha \beta }+12R_{\gamma \beta }R_\alpha {}_{}{}^{\gamma }12R_{\gamma \lambda }R_\alpha {}_{\beta }{}^{\gamma }{}_{}{}^{\lambda }+6R_{\gamma \lambda \rho \alpha }R_\beta {}_{}{}^{\rho \gamma \lambda })`$
$`+`$ $`g_{\alpha \beta }(R^24R_{;\gamma }{}_{}{}^{\gamma }6R_{\gamma \lambda \rho \sigma }R^{\gamma \lambda \rho \sigma }))+6g_{\alpha \beta }V(\mathrm{\Phi })`$
$`=`$ $`4RD(\mathrm{\Phi })_;{}_{}{}^{\gamma }{}_{\gamma }{}^{}g_{\alpha \beta }^{}+\mathrm{\hspace{0.17em}4}D(\mathrm{\Phi })_;{}_{}{}^{\gamma }(6(R_{\gamma \alpha ;\beta }+R_{\gamma \beta ;\alpha }2R_{\alpha \beta ;\gamma })+R_{;\gamma }g_{\alpha \beta }),`$
while variation with respect to the field $`\mathrm{\Phi }`$ gives

$`\sqrt{g}\left((R_{\mu \nu \lambda \sigma }R^{\mu \nu \lambda \sigma }{\displaystyle \frac{1}{6}}R^2){\displaystyle \frac{D(\mathrm{\Phi })}{\mathrm{\Phi }}}+4^2\mathrm{\Phi }\right)`$ (2.11)
$`=`$ $`\sqrt{g}{\displaystyle \frac{V(\mathrm{\Phi })}{\mathrm{\Phi }}}.`$
## III Cosmological solutions

We now study cosmological solutions to the theory (2.9). We assume a time-dependent FRW homogeneous and isotropic metric

$$ds^2=n^2(t)dt^2+a^2(t)\left[\frac{dr^2}{1kr^2}+r^2d\theta ^2+r^2\mathrm{sin}^2\theta d\phi ^2\right]$$
(3.12)
where $`a(t)`$ is the scale factor of the universe and $`n(t)`$ is the lapse function. For simplicity we take the metric to be flat ($`k=0`$). We also choose a time-dependent, homogeneous dilaton $`\mathrm{\Phi }(t)`$. An alternative derivation of the equations of motion (2.10) and (2.11) is achieved by substituting the metric (3.12) into (2.9) and varying the action with respect to $`a`$, $`n`$, and $`\mathrm{\Phi }`$. The resulting EOM are:

$`e^{2\mathrm{\Phi }}a^4(V(\mathrm{\Phi })\mathrm{\hspace{0.17em}2}\dot{\mathrm{\Phi }}^2)=6\lambda \dot{a}^4`$ $`+`$ $`8\lambda a\dot{a}^2(\mathrm{\hspace{0.17em}2}\dot{a}\dot{\mathrm{\Phi }}\mathrm{\hspace{0.17em}3}\ddot{a})+2a^2(\mathrm{\hspace{0.17em}3}\lambda \ddot{a}^2+\dot{a}^2(e^{2\mathrm{\Phi }}\mathrm{\hspace{0.17em}8}\lambda \dot{\mathrm{\Phi }}^2+\mathrm{\hspace{0.17em}4}\lambda \ddot{\mathrm{\Phi }})`$ (3.13)
$`+`$ $`4\lambda \dot{a}\ddot{}a\dot{})+4a^3(\ddot{a}(e^{2\mathrm{\Phi }}+4\lambda \dot{\mathrm{\Phi }}^22\lambda \ddot{\mathrm{\Phi }})+\lambda (4\dot{\mathrm{\Phi }}\ddot{}a\dot{}+\ddot{}a\ddot{}))`$
$`18\lambda \dot{a}^4+e^{2\mathrm{\Phi }}a^4(V(\mathrm{\Phi })+2\dot{\mathrm{\Phi }}^2)`$ $`=`$ $`6a(2\lambda \dot{a}^2(2\dot{a}\dot{\mathrm{\Phi }}+\ddot{a})+a(e^{2\mathrm{\Phi }}\dot{a}^2\lambda \ddot{a}^2+2\lambda \dot{a}(2\dot{\mathrm{\Phi }}\ddot{a}+\ddot{}a\dot{})))`$ (3.14)
$`12\lambda (\dot{a}^2a\ddot{a})^2`$ $`+`$ $`e^{2\mathrm{\Phi }}a^3(\mathrm{\hspace{0.17em}12}\dot{a}\dot{\mathrm{\Phi }}+a(V^{}(\mathrm{\Phi })+\mathrm{\hspace{0.17em}4}\ddot{\mathrm{\Phi }}))=\mathrm{\hspace{0.17em}0},`$ (3.15)
where $`\lambda =\alpha ^{}/8`$ and the prime in the last equation denotes differentiation with respect to $`\mathrm{\Phi }`$. In the above we have set $`n=1`$. Note that the dynamics of this system are completely determined by the $`G_{00}`$ equation (3.14) and the EOM for the scalar field (3.15). Equation (3.13) serves as a constraint equation. To reduce these equations to a second-order system, introduce $`H=\dot{a}/a`$. Equations (3.14) and (3.15) reduce to

$`\dot{H}^2`$ $``$ $`2H\ddot{H}6H^2\dot{H}+4H\dot{H}\dot{\mathrm{\Phi }}`$ (3.16)
$`=`$ $`{\displaystyle \frac{e^{2\mathrm{\Phi }}}{6\lambda }}\left(V(\mathrm{\Phi })+2\dot{\mathrm{\Phi }}^26\lambda H^2\right)`$
$`12\lambda \dot{H}^2`$ $`=`$ $`e^{2\mathrm{\Phi }}\left({\displaystyle \frac{V(\mathrm{\Phi })}{\mathrm{\Phi }}}+4\ddot{\mathrm{\Phi }}+12H\dot{\mathrm{\Phi }}\right),`$ (3.17)
### III.1 The late-time universe

At late times (low curvatures) our action must mimic General Relativity and the Einstein-Hilbert action $`S_{EH}=(1/2\kappa ^2)d^4x\sqrt{g}R.`$ This implies the contribution $`D(\mathrm{\Phi })_22(\mathrm{\Phi })^2V(\mathrm{\Phi })`$ in equation (2.9) must not produce any physical deviations from $`S_{EH}`$ in the low-curvature regime. Furthermore, the dilaton must approach a $`\mathrm{\Phi }\mathrm{\Phi }_0`$. If the dilaton remained time-dependent it would produce observational consequences such as variations in gauge-couplings. We also demand $`V(\mathrm{\Phi })0`$ to avoid gaining a contribution to the cosmological constant in the late universe. A de Sitter space solution $`a(t)=a_0\mathrm{exp}Ht`$ corresponds to constant $`H=H_0`$. In the case under consideration ($`V(\mathrm{\Phi })0`$, $`\mathrm{\Phi }\mathrm{\Phi }_0`$) the EOM are satisfied by a de Sitter solution *with the constraint* $`H=0`$ and hence, $`a(t)=const`$. Therefore, in the (late-time) case of constant dilaton and vanishing potential the equations of motion are solved by Minkowski spacetime (the special case of de Sitter with $`H=0`$) with flat metric $`g_{\alpha \beta }=\eta _{\alpha \beta }=diag(1,1,1,1)`$.

### III.2 The early universe

In order to remove the initial Big-Bang curvature singularity present in Einstein gravity at $`t=0`$, the term $`_2`$ must become significant. This will force the metric solution to de Sitter spacetime with metric (3.12) and $`a(t)\mathrm{exp}Ht`$. Discovering a solution which evolves smoothly from a de Sitter phase at early times to Minkowski at late times will provide an example of a universe which is everywhere nonsingular. We now produce such a solution and proceed to study its stability against classical perturbations. Simple forms for $`\mathrm{\Phi }`$ and $`V(\mathrm{\Phi })`$ that provide the desired behavior and obey the EOM are

$$\mathrm{\Phi }(t)=\mathrm{\Phi }_0\mathrm{tanh}\left(\frac{tt_1}{t_0}\right),$$
(3.18)
and

$$V(\mathrm{\Phi })=V_0\left((\mathrm{\Phi }+1)^24\right),$$
(3.19)
where we set $`\mathrm{\Phi }_0=1`$, $`V_0=3H_0^2/2`$ and $`t_0=1`$. The constant $`t_1`$ is taken to be large enough so that $`\mathrm{\Phi }(t=0)1`$. Note that the potential (3.19) is everywhere positive for all allowed values of the dilaton $`\mathrm{\Phi }`$ (over the range, $`(1,1)`$) and hence, for all time $`t(\mathrm{},\mathrm{})`$ (see Fig.1).

The choices for $`\mathrm{\Phi }`$ and $`V`$ are certainly not unique. Any $`\mathrm{\Phi }`$ and $`V`$ that have the correct asymptotic behavior have the potential to generate nonsingular solutions of the type under consideration. Inserting the $`\mathrm{\Phi }`$ ansatz (3.18) and the $`V`$ ansatz (3.19) into the EOM (equations (3.13) to (3.15)) we find that as $`t0`$, $`a(t)\mathrm{exp}Ht`$ (in our specific example $`H_0=1`$). At late times the metric approaches flat Minkowski space.

### III.3 Numerical analysis

While we have shown that our solution has the desired asymptotic behavior, namely, de Sitter space at early times and Minkowski space at late times, we must prove that this solution remains nonsingular for all values of $`t`$ in between. To do this we conduct a numerical study of the equations of motion. Consider the phase space generated by the equations (3.14) and (3.15) with $`\mathrm{\Phi }`$ and $`V`$ given by (3.18) and (3.19). The $`(\mathrm{\Phi },H)`$-plane is plotted in Fig.2. Note that the range of $`\mathrm{\Phi }`$, $`(1,1)`$ is mapped to the entire history of the universe $`t(\mathrm{},\mathrm{})`$.

Clearly, the curvature is bounded for all time and therefore, the universe is free of curvature singularities. At early times ($`\mathrm{\Phi }1`$) the curvature $`|H|`$ is approximately a positive constant corresponding to the de Sitter phase. At late times the dilaton approaches a constant ($`\mathrm{\Phi }1`$), the curvature vanishes and the spacetime approaches flat Minkowski space. Of course, recent observational evidence from supernovae data Riess:1998cb  and the WMAP satellite Spergel:2003cb  indicate that the universe is not only expanding but undergoing an accelerated expansion. It is easy to modify the Minkowski condition in this model in order to accommodate various late time behaviors (for example, by adding an appropriate matter Lagrangian to the system). To achieve an accelerating universe at late times one simply could tune the potential to not go exactly to zero at late times like in quintessence models.

It is important to discuss the stability of this solution. We now show that this solution is not (in general) an attractor at early times but is at late times. Therefore, nonsingular solutions of the type described here are not generic in the model under consideration. It is possible, however, that other nonsingular solutions exist in this theory that are attractors. Furthermore, as pointed out by Starobinsky starob , the evolution of the Universe need not follow a generic solution, it may well be described just by this unique one, at least initially. The late time behavior of Minkowski spacetime with frozen dilaton is classically stable against small perturbations. Let us begin with the stability analysis of the early-time solution. For our considerations it is sufficient to consider stability against homogeneous fluctuations. An analysis of inhomogeneous fluctuations is considerably more involved.

Let

$$a(t)=a_0e^{Ht}\left(1+\delta (t)\right),|\delta (t)|<<1.$$
(3.20)
$$\mathrm{\Phi }(t)=\mathrm{\Phi }_0\mathrm{tanh}\left(\frac{tt_1}{t_0}\right)\left(1+ϵ(t)\right),|ϵ(t)|<<1.$$
(3.21)
Recall, that when $`t0`$, $`\mathrm{\Phi }1`$. To first approximation in $`\delta `$ and $`ϵ`$ the $`G_{00}`$ equation and the equation of motion for $`\mathrm{\Phi }`$ become

$`\ddot{\delta }`$ $`+`$ $`3H\dot{\delta }+{\displaystyle \frac{\delta }{\lambda e^2}}=0`$ (3.22)
$`4\ddot{ϵ}`$ $`+`$ $`12H\dot{ϵ}=3H^2ϵ.`$ (3.23)
The solutions to these equations are

$$\delta =\frac{d_1+d_2e^{\frac{\sqrt{9\lambda e^2H^24}t}{\lambda ^{1/2}e}}}{\mathrm{exp}(((3He+\frac{\sqrt{9\lambda e^2H^24}}{\lambda ^{1/2}}))t/2e)}$$
(3.24)
$$ϵ=\frac{c_1+c_2e^{2\sqrt{3}Ht}}{e^{((3+2\sqrt{3})Ht)/2}}.$$
(3.25)
Here $`d_1`$, $`d_2`$, $`c_1`$ and $`c_2`$ are constants. The conditions that $`ϵ`$ and $`\delta `$ be small ($`<<1`$) at the beginning of our analysis when $`t0`$ implies that $`|c_1+c_2|<<1`$ and $`|d_1+d_2|<<1`$. While $`\delta `$ remains small for all time (for small $`d_1`$ and $`d_2`$) $`ϵ`$, in general, grows greater than unity and our solution becomes unstable 555For $`c_2=0`$ the solution is stable.. Hence, at early times the solution is stable against perturbations of the metric but not against perturbations of the dilaton $`\mathrm{\Phi }`$. This demonstrates that nonsingular solutions of the type given above are not generic.

To see if the late-time Minkowski space solution is stable we consider perturbations around the Minkowski solution

$$a(t)=a_0\left(1+\delta (t)\right),|\delta (t)|<<1,$$
(3.26)
and perturbations of the dilaton of the form (3.21). Recall that at late times (as $`t\mathrm{}`$), $`\mathrm{\Phi }1`$. To first approximation in $`\delta `$ and $`ϵ`$ the $`G_{00}`$ and the equation of motion for $`\mathrm{\Phi }`$ give $`\delta =ϵ=0`$. Therefore, our late-time Minkowski space solution is an attractor.

## IV Conclusions

In this letter we studied cosmological solutions to heterotic string theory including a possible form for leading order $`\alpha ^{}`$ corrections to the low-energy effective action. A nonsingular solution is given in which the universe evolves from an early-time de Sitter phase to a late-time Minkowski spacetime with constant dilaton. One limitation of this model is that at high-energies and large curvatures $`E^2\alpha ^{}𝒪(1)`$ higher-order curvature corrections (e.g. $`\alpha ^2`$ corrections) become important. Including these terms or quantum loop corrections in $`g_\mathrm{s}=e^\mathrm{\Phi }`$ could, presumably, re-introduce the singularity. Of course, if the string scale is TeV then such corrections will become important sooner then if the string scale is near the Planck scale. It is likely that a full nonperturbative analysis is required in order to fully understand the initial singularity problem. Our analysis is meant to show a possible way in which string theory may address this issue. We have shown that including higher-derivative terms in the action can (under certain circumstances) resolve the initial curvature singularity.

Finally, it would be interesting to see if this construction can regulate the bounce that occurs in the Pre-Big-Bang (PBB) model of string cosmology Veneziano:1991ek ; Gasperini:1992em . The analysis would involve ideas from this paper and from Brandenberger:1998zs ; Easson:1999xw . In the PBB model the universe starts out in the perturbative string Minkowski vacuum. The universe then goes through a high-curvature, collapsing regime during which the $`\alpha ^{}`$ corrections become important. Hopefully, after a successful “graceful exit”, the universe enters an expanding low-curvature radiation (or quintessence) dominated phase. In this paper we have studied only the post-collapse branch of the PBB model. The collapsing branch would be the time reverse of this. We leave a more detailed analysis of the PBB scenario in this context to a future paper.

###### Acknowledgements.

It is a pleasure to thank R. Brandenberger, C. Burgess, H. Firouzjahi, P. Martineau and A. Mazumdar for helpful discussions.