text:
# Contents

## 1 Introduction

The study of symmetric spaces has recently attracted interest in various branches of physics, ranging from condensed matter physics to lattice QCD. This is mainly due to the gradual understanding during the past few years of the deep connection between random matrix theories and symmetric spaces. Indeed, this connection is a rather old intuition, which traces back to Dyson  and has subsequently been pursued by several authors, notably by Hüffmann . Recently it has led to several interesting results, like for instance a tentative classification of the universality classes of disordered systems. The latter topic is the main subject of this review.

The connection between random matrix theories and symmetric spaces is obtained simply through the coset spaces defining the symmetry classes of the random matrix ensembles. Although Dyson was the first to recognize that these coset spaces are symmetric spaces, the subsequent emergence of new random matrix symmetry classes and their classification in terms of Cartan’s symmetric spaces is relatively recent . Since symmetric spaces are rather well understood mathematical objects, the main outcome of such an identification is that several non–trivial results concerning the behavior of the random matrix models, as well as the physical systems that these models are expected to describe, can be obtained.

In this context an important tool, that will be discussed in the following, is a class of integrable models named Calogero–Sutherland models . In the early eighties, Olshanetsky and Perelomov showed that also these models are in one–to–one correspondence with symmetric spaces through the reduced root systems of the latter . Thanks to this chain of identifications (random matrix ensemble – symmetric space – Calogero–Sutherland model) several of the results obtained in the last twenty years within the framework of Calogero–Sutherland models can also be applied to random matrix theories.

The aim of this review is to allow the reader to follow this chain of correspondences. To this end we will devote the first half of the paper (sections 2 through 7) to the necessary mathematical background and the second part (sections 8 through 10) to the applications in random matrix theory. In particular, in the last section we discuss some open directions of research. The reader who is not interested in the mathematical background could skip the first part and go directly to the later sections where we list and discuss the main results.

This review is organized as follows:

The first five sections of Part I (sections 26) are devoted to an elementary introduction to symmetric spaces. As mentioned in the Abstract, these sections consist of the material presented in , which is a self–contained introductory review of symmetric spaces from a mathematical point of view. The material on symmetric spaces should be accessible to physicists with only elementary background in the theory of Lie groups. We have included quite a few examples to illustrate all aspects of the material. In the last section of Part I, section 7, we briefly introduce the Calogero–Sutherland models with particular emphasis on their connection with symmetric spaces.

After this introductory material we then move on in Part II to random matrix theories and their connection with symmetric spaces (section 8). Let us stress that this paper is not intended as an introduction to random matrix theory, for which very good and thorough references already exist . In this review we will assume that the reader is already acquainted with the topic, and we will only recall some basic information (definitions of the various ensembles, main properties, and main physical applications). The main goal of this section is instead to discuss the identifications that give rise to the close relationship between random matrix ensembles and symmetric spaces.

Section 9 is devoted to a discussion of some of the consequences of the above mentioned identifications. In particular we will deduce, starting from the Cartan classification of symmetric spaces, the analogous classification of random matrix ensembles. We discuss the symmetries of the ensembles in terms of the underlying restricted root system, and see how the orthogonal polynomials belonging to a certain ensemble are determined by the root multiplicities. In this section we also give some examples of how the connection between random matrix ensembles on the one hand, and symmetric spaces and Calogero–Sutherland models on the other hand, can be used to obtain new results in the theoretical description of physical systems, more precisely in the theory of quantum transport.

The last section of the paper is devoted to some new results that show that the mathematical tools discussed in this paper (or suitable generalizations of these) can be useful for going beyond the symmetric space paradigm, and to explore some new connections between random matrix theory, group theory, and differential geometry. Here we discuss clustered solutions of the Dorokhov–Mello–Pereyra–Kumar equation, and then we go on to discuss the most general Calogero–Sutherland potential, given by the Weierstrass $`𝒫`$–function, and show that it covers the three cases of symmetric spaces of positive, zero and negative curvature. Finally, in the appendix we discuss some intriguing exact results for the so called zonal spherical functions, which not only play an important role in our discussion, but are also of great relevance in several other branches of physics.

There are some important and interesting topics that we will not review because of lack of space and competence. For these we refer the reader to the existing literature. In particular we shall not discuss:

* the supersymmetric approach to random matrix theories and in particular their classification in terms of supersymmetric spaces. Here we refer the reader to the original paper by M. Zirnbauer , while a good introduction to the use of supersymmetry in random matrix theory and a complete set of the relevant references can be found in ;
* the very interesting topic of phase transitions. For this we refer to the recent and thorough review by G. Cicuta ;
* the extension to two–dimensional models of the classification of symmetric spaces, and more generally the methods of symmetric space analysis ;
* the generalization of the classification of symmetric spaces to non–hermitean random matrices  (see however a discussion in the concluding section 11);
* the so called q–ensembles ;
* the two–matrix models  and multi–matrix models  and their continuum limit generalization.

The last item in the list given above is a very interesting topic, which has several physical applications and would indeed deserve a separate review. The common feature of these two– and multi–matrix models which is of relevance for the present review, is that they all can be mapped onto suitably chosen Calogero–Sutherland systems. These models represent a natural link to two classes of matrix theories which are of great importance in high energy physics: on the one hand, the matrix models describing two–dimensional quantum gravity (possibly coupled to matter) , and on the other hand, the matrix models pertaining to large $`N`$ QCD, which trace back to the original seminal works of ’t Hooft . In particular, a direct and explicit connection exists between multi–matrix models (the so called Kazakov–Migdal models) for large $`N`$ QCD  and the exactly solvable models of two–dimensional QCD on the lattice .

The mapping of these models to Calogero–Sutherland systems of the type discussed in this review can be found for instance in . The relevance of these models, and in particular of their Calogero–Sutherland mappings, for the condensed matter systems like those discussed in the second part of this review, was first discussed in . A recent review on this aspect, and more generally on the use of Calogero–Sutherland models for low-dimensional models, can be found in .

We will necessarily be rather sketchy in discussing the many important physical applications of the random matrix ensembles to be described in section 8. We refer the reader to some excellent reviews that have appeared in the literature during the last few years: the review by Beenakker  for the solid state physics applications, the review by Verbaarschot  for QCD–related applications, and  for extensive reviews including a historical outline.

Part I

The theory of symmetric spaces has a long history in mathematics. In this first part of the paper we will introduce the reader to some of the most fundamental concepts in the theory of symmetric spaces. We have tried to keep the discussion as simple as possible without assuming any previous familiarity of the reader with symmetric spaces. The review should be particularly accessible to physicists. In the hope of addressing a wider audience, we have almost completely avoided using concepts from differential geometry, and we have presented the subject mostly from an algebraic point of view. In addition we have inserted a large number of simple examples in the text, that will hopefully help the reader visualize the ideas.

Since our aim in Part II will be to introduce the reader to the application of symmetric spaces in physical integrable systems and random matrix models, we have chosen the background material presented here with this in mind. Therefore we have put emphasis not only on fundamental issues but on subjects that will be relevant in these applications as well. Our treatment will be somewhat rigorous; however, we skip proofs that can be found in the mathematical literature and concentrate on simple examples that illustrate the concepts presented. The reader is referred to Helgason’s book  for a rigorous treatment; however, this book may not be immediately accessible to physicists. For the reader with little background in differential geometry we recommend the book by Gilmore  (especially Chapter 9) for an introduction to symmetric spaces of exceptional clarity.

In section 2, after reviewing the basics about Lie groups, we will present some of the most important properties of root systems. In section 3 we define symmetric spaces and discuss their main characteristics, defining involutive automorphisms, spherical decomposition of the group elements, and the metric on the Lie algebra. We also discuss the algebraic structure of the coset space.

In section 4 we show how to obtain all the real forms of a complex semisimple Lie algebra. The same techniques will then be used to classify the real forms of symmetric spaces in section 5. In this section we also define the curvature of a symmetric space, and discuss triplets of symmetric spaces with positive, zero and negative curvature, all corresponding to the same symmetric subgroup. We will see why curved symmetric spaces arise from semisimple groups, whereas the flat spaces are associated to non–semisimple groups. In addition, in section 5 we will define restricted root systems. The restricted root systems are associated to symmetric spaces, just like ordinary root systems are associated to groups. As we will discuss in detail in Part II of this paper, they are key objects when considering the integrability of Calogero–Sutherland models.

In section 6 we discuss Casimir and Laplace operators on symmetric spaces and mention some known properties of the eigenfunctions of the latter, so called zonal spherical functions. These functions play a prominent role in many physical applications.

The introduction to symmetric spaces we present contains the basis for understanding the developments to be discussed in more detail in Part II. The reader already familiar with symmetric spaces is invited to start reading in the last section of Part I, section 7, where we give a brief introduction to Calogero–Sutherland models.

## 2 Lie groups and root spaces

In this introductory section we define the basic concepts relating to Lie groups. We will build on the material presented here when we discuss symmetric spaces in the next section. The reader with a solid background in group theory may want to skip most or all of this section.

### 2.1 Lie groups and manifolds

A manifold can be thought of as the generalization of a surface, but we do not in general consider it as embedded in a higher–dimensional euclidean space. A short introduction to differentiable manifolds can be found in ref. , and a more elaborate one in refs.  and  (Ch. III). The points of an $`N`$–dimensional manifold can be labelled by real coordinates $`(x^1,\mathrm{},x^N)`$. Suppose that we take an open set $`U_\alpha `$ of this manifold, and we introduce local real coordinates on it. Let $`\psi _\alpha `$ be the function that attaches $`N`$ real coordinates to each point in the open set $`U_\alpha `$. Suppose now that the manifold is covered by overlapping open sets, with local coordinates attached to each of them. If for each pair of open sets $`U_\alpha `$, $`U_\beta `$, the fuction $`\psi _\alpha \psi _\beta ^1`$ is differentiable in the overlap region $`U_\alpha U_\beta `$, it means that we can go smoothly from one coordinate system to another in this region. Then the manifold is differentiable.

Consider a group $`G`$ acting on a space $`V`$. We can think of $`G`$ as being represented by matrices, and of $`V`$ as a space of vectors on which these matrices act. A group element $`gG`$ transforms the vector $`vV`$ into $`gv=v^{}`$.

If $`G`$ is a Lie group, it is also a differentiable manifold. The fact that a Lie group is a differentiable manifold means that for two group elements $`g`$, $`g^{}G`$, the product $`(g,g^{})G\times Ggg^{}G`$ and the inverse $`gg^1`$ are smooth ($`C^{\mathrm{}}`$) mappings, that is, these mappings have continuous derivatives of all orders.

Example: The space $`𝐑^𝐧`$ is a smooth manifold and at the same time an abelian group. The “product” of elements is addition $`(x,x^{})x+x^{}`$ and the inverse of $`x`$ is $`x`$. These operations are smooth.

Example: The set $`GL(n,R)`$ of nonsingular real $`n\times n`$ matrices $`M`$, $`\mathrm{det}M0`$, with matrix multiplication $`(M,N)MN`$ and multiplicative matrix inverse $`MM^1`$ is a non–abelian group manifold. Any such matrix can be represented as $`M=\mathrm{e}^{_it^iX_i}`$ where $`X_i`$ are generators of the $`\mathrm{𝐆𝐋}(𝐧,𝐑)`$ algebra and $`t^i`$ are real parameters.

### 2.2 The tangent space

In each point of a differentiable manifold, we can define the tangent space. If a curve through a point $`P`$ in the manifold is parametrized by $`t𝐑`$

$$x^a(t)=x^a(0)+\lambda ^ata=1,\mathrm{},N$$
(2.1)
where $`P=(x^1(0),\mathrm{},x^N(0))`$, then $`\lambda =(\lambda ^1,\mathrm{},\lambda ^N)=(\dot{x}^1(0),\mathrm{},\dot{x}^N(0))`$ is a tangent vector at $`P`$. Here $`\dot{x}^a(0)=\frac{\mathrm{d}}{\mathrm{d}t}x^a(t)|_{t=0}`$. The space spanned by all tangent vectors at $`P`$ is the tangent space. In particular, the tangent vectors to the coordinate curves (the curves obtained by keeping all the coordinates fixed except one) through $`P`$ are called the natural basis for the tangent space.

Example: In euclidean 3–space the natural basis is $`\{\widehat{e}_x,\widehat{e}_y,\widehat{e}_z\}`$. On a patch of the unit 2–sphere parametrized by polar coordinates it is $`\{\widehat{e}_\theta ,\widehat{e}_\varphi \}`$.

For a Lie group, the tangent space at the origin is spanned by the generators, that play the role of (contravariant) vector fields (also called derivations), expressed in local coordinates on the group manifold as $`X=X^a(x)_a`$ (for an introduction to differential geometry see ref. , Ch. 5, or ). Here the partial derivatives $`_a=\frac{}{x^a}`$ form a basis for the vector field. That the generators span the tangent space at the origin can easily be seen from the exponential map. Suppose $`X`$ is a generator of a Lie group. The exponential map then maps $`X`$ onto $`\mathrm{e}^{tX}`$, where $`t`$ is a parameter. This mapping is a one–parameter subgroup, and it defines a curve $`x(t)`$ in the group manifold. The tangent vector of this curve at the origin is then

$$\frac{\mathrm{d}}{\mathrm{d}t}\mathrm{e}^{tX}|_{t=0}=X$$
(2.2)
All the generators together span the tangent space at the origin (also called the identity element).

### 2.3 Coset spaces

The isotropy subgroup $`G_{v_0}`$ of a group $`G`$ at the point $`v_0V`$ is the subset of group elements that leave $`v_0`$ fixed. The set of points that can be reached by applying elements $`gG`$ to $`v_0`$ is the orbit of $`G`$ at $`v_0`$, denoted $`Gv_0`$. If $`Gv_0=V`$ for one point $`v_0`$, then this is true for every $`vV`$. We then say that $`G`$ acts transitively on $`V`$.

In general, a symmetric space can be represented as a coset space. Suppose $`H`$ is a subgroup of a Lie group $`G`$. The coset space $`G/H`$ is the set of subsets of $`G`$ of the form $`gH`$, for $`gG`$. $`G`$ acts on this coset space: $`g_1(gH)`$ is the coset $`(g_1g)H`$. We will refer to the elements of the coset space by $`g`$ instead of by $`gH`$, when the subgroup $`H`$ is understood from the context, because of the natural mapping described in the next paragraph. If $`gH`$, $`gH`$ corresponds to a point on the manifold $`G/H`$ away from the origin, whereas $`hH=H`$ ($`hH`$) is the identity element identified with the origin of the symmetric space. This point is the north pole in the example below.

If $`G`$ acts transitively on $`V`$, then $`V=Gv`$ for any $`vV`$. Since the isotropy subgroup $`G_{v_0}`$ leaves a fixed point $`v_0`$ invariant, $`gG_{v_0}v_0=gv_0=vV`$, we see that the action of the group $`G`$ on $`V`$ defines a bijective action of elements of $`G/G_{v_0}`$ on $`V`$. Therefore the space $`V`$ on which $`G`$ acts transitively, can be identified with $`G/G_{v_0}`$, since there is one–to–one correspondence between the elements of $`V`$ and the elements of $`G/G_{v_0}`$. There is a natural mapping from the group element $`g`$ onto the point $`gv_0`$ on the manifold.

Example: The $`SO(2)`$ subgroup of $`SO(3)`$ is the isotropy subgroup at the north pole of a unit 2–sphere imbedded in 3–dimensional space, since it keeps the north pole fixed. On the other hand, the north pole is mapped onto any point on the surface of the sphere by elements of the coset $`SO(3)/SO(2)`$. This can be seen from the explicit form of the coset representatives. As we will see in eq. (3.23) in subsection 3.5, the general form of the elements of the coset is

$$M=\mathrm{exp}\left(\begin{array}{cc}0& C\\ C^T& 0\end{array}\right)=\left(\begin{array}{cc}\sqrt{I_2XX^T}& X\\ X^T& \sqrt{1X^TX}\end{array}\right)$$
(2.3)
where $`C`$ is the matrix

$$C=\left(\begin{array}{c}t^2\\ t^1\end{array}\right)$$
(2.4)
and $`t^1`$, $`t^2`$ are real coordinates. $`I_2`$ in eq. (2.3) is the $`2\times 2`$ unit matrix. For the coset space $`SO(3)/SO(2)`$, $`M`$ is equal to

$$M=\mathrm{exp}\left(\underset{i=1}{\overset{2}{}}t^iL_i\right),L_1=\frac{1}{2}\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& 1\\ 0& 1& 0\end{array}\right),L_2=\frac{1}{2}\left(\begin{array}{ccc}0& 0& 1\\ 0& 0& 0\\ 1& 0& 0\end{array}\right)$$
(2.5)
The third $`SO(3)`$ generator

$$L_3=\frac{1}{2}\left(\begin{array}{ccc}0& 1& 0\\ 1& 0& 0\\ 0& 0& 0\end{array}\right)$$
(2.6)
spans the algebra of the stability subgroup $`SO(2)`$, that keeps the north pole fixed:

$$\mathrm{exp}(t^3L_3)\left(\begin{array}{c}0\\ 0\\ 1\end{array}\right)=\left(\begin{array}{c}0\\ 0\\ 1\end{array}\right)$$
(2.7)
The generators $`L_i`$ ($`i=1,2,3`$) satisfy the $`SO(3)`$ commutation relations $`[L_i,L_j]=\frac{1}{2}ϵ_{ijk}L_k`$. Note that since the $`L_i`$ and the $`t^i`$ are real, $`C^{}=C^T`$.

In (2.3), $`M`$ is a general representative of the coset $`SO(3)/SO(2)`$. By expanding the exponential we see that the explicit form of $`M`$ is

$$M=\left(\begin{array}{ccc}1+(t^2)^2\frac{(\mathrm{cos}\sqrt{(t^1)^2+(t^2)^2}1)}{(t^1)^2+(t^2)^2}& t^1t^2\frac{(\mathrm{cos}\sqrt{(t^1)^2+(t^2)^2}1)}{(t^1)^2+(t^2)^2}& t^2\frac{\mathrm{sin}\sqrt{(t^1)^2+(t^2)^2}}{\sqrt{(t^1)^2+(t^2)^2}}\\ t^1t^2\frac{(\mathrm{cos}\sqrt{(t^1)^2+(t^2)^2}1)}{(t^1)^2+(t^2)^2}& 1+(t^1)^2\frac{(\mathrm{cos}\sqrt{(t^1)^2+(t^2)^2}1)}{(t^1)^2+(t^2)^2}& t^1\frac{\mathrm{sin}\sqrt{(t^1)^2+(t^2)^2}}{\sqrt{(t^1)^2+(t^2)^2}}\\ t^2\frac{\mathrm{sin}\sqrt{(t^1)^2+(t^2)^2}}{\sqrt{(t^1)^2+(t^2)^2}}& t^1\frac{\mathrm{sin}\sqrt{(t^1)^2+(t^2)^2}}{\sqrt{(t^1)^2+(t^2)^2}}& \mathrm{cos}\sqrt{(t^1)^2+(t^2)^2}\end{array}\right)$$
(2.8)
Thus the matrix $`X=\left(\begin{array}{c}x\\ y\end{array}\right)`$ is given in terms of the components of $`C`$ by (cf. eq. (3.29)):

$$X=\left(\begin{array}{c}x\\ y\end{array}\right)=\left(\begin{array}{c}t^2\frac{\mathrm{sin}\sqrt{(t^1)^2+(t^2)^2}}{\sqrt{(t^1)^2+(t^2)^2}}\\ t^1\frac{\mathrm{sin}\sqrt{(t^1)^2+(t^2)^2}}{\sqrt{(t^1)^2+(t^2)^2}}\end{array}\right)$$
(2.9)
Defining now $`z=\mathrm{cos}\sqrt{(t^1)^2+(t^2)^2}`$, we see that the variables $`x`$, $`y`$, $`z`$ satisfy the equation of the 2–sphere:

$$x^2+y^2+z^2=1$$
(2.10)
When the coset space representative $`M`$ acts on the north pole it is easily seen that the orbit is all of the 2–sphere:

$$M\left(\begin{array}{c}0\\ 0\\ 1\end{array}\right)=\left(\begin{array}{ccc}.& .& x\\ .& .& y\\ .& .& z\end{array}\right)\left(\begin{array}{c}0\\ 0\\ 1\end{array}\right)=\left(\begin{array}{c}x\\ y\\ z\end{array}\right)$$
(2.11)
This shows that there is one–to–one correspondence between the elements of the coset and the points of the 2–sphere. The coset $`SO(3)/SO(2)`$ can therefore be identified with a unit 2–sphere imbedded in 3–dimensional space.

### 2.4 The Lie algebra and the adjoint representation

A Lie algebra $`𝐆`$ is a vector space over a field $`F`$. Multiplication in the Lie algebra is given by the bracket $`[X,Y]`$. It has the following properties:

 If $`X`$, $`Y𝐆`$, then $`[X,Y]𝐆`$,
 $`[X,\alpha Y+\beta Z]=\alpha [X,Y]+\beta [X,Z]`$ for $`\alpha `$, $`\beta F`$,
 $`[X,Y]=[Y,X]`$,
 $`[X,[Y,Z]]+[Y,[Z,X]]+[Z,[X,Y]]=0`$ (the Jacobi identity).

The algebra $`𝐆`$ generates a group through the exponential mapping. A general group element is

$$M=\mathrm{exp}\left(\underset{i}{}t^iX_i\right);t^iF,X_i𝐆$$
(2.12)
We define a mapping $`\mathrm{ad}X`$ from the Lie algebra to itself by $`\mathrm{ad}X:Y[X,Y]`$. The mapping $`X\mathrm{ad}X`$ is a representation of the Lie algebra called the adjoint representation. It is easy to check that it is an automorphism: it follows from the Jacobi identity that $`[\mathrm{ad}X_i,\mathrm{ad}X_j]=\mathrm{ad}[X_i,X_j]`$. Suppose we choose a basis $`\{X_i\}`$ for $`𝐆`$. Then

$$\mathrm{ad}X_i(X_j)=[X_i,X_j]=C_{ij}^kX_k$$
(2.13)
where we sum over $`k`$. The $`C_{ij}^k`$ are called structure constants. Under a change of basis, they transform as mixed tensor components. They define the matrix $`(M_i)_{jk}=C_{ik}^j`$ associated with the adjoint representation of $`X_i`$. One can show that there exists a basis for any complex semisimple algebra in which the structure constants are real. This means the adjoint representation is real. Note that the dimension of the adjoint representation is equal to the dimension of the group.

Example: Let’s construct the adjoint representation of $`SU(2)`$. The generators in the defining representation are

$$J_3=\frac{1}{2}\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),J_\pm =\frac{1}{2}\left(\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)\pm i\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right)\right)$$
(2.14)
and the commutation relations are

$$[J_3,J_\pm ]=\pm J_\pm ,[J_+,J_{}]=2J_3$$
(2.15)
The structure constants are therefore $`C_{3+}^+=C_{+3}^+=C_3^{}=C_3^{}=1`$, $`C_+^3=C_+^3=2`$ and the adjoint representation is given by $`(M_3)_{++}=1`$, $`(M_3)_{}=1`$, $`(M_+)_{+3}=1`$, $`(M_+)_3=2`$, $`(M_{})_3=1`$, $`(M_{})_{3+}=2`$, and all other matrix elements equal to 0:

$$M_3=\left(\begin{array}{ccc}0& 0& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right),M_+=\left(\begin{array}{ccc}0& 0& 2\\ 1& 0& 0\\ 0& 0& 0\end{array}\right),M_{}=\left(\begin{array}{ccc}0& 2& 0\\ 0& 0& 0\\ 1& 0& 0\end{array}\right),$$
(2.16)
These representation matrices are real, have the same dimension as the group, and satisfy the $`SU(2)`$ commutation relations $`[M_3,M_\pm ]=\pm M_\pm `$, $`[M_+,M_{}]=2M_3`$.

### 2.5 Semisimple algebras and root spaces

In this paragraph we will briefly recall the basic facts about root spaces and the classification of complex simple Lie algebras, to set the stage for our discussion of real forms of Lie algebras and finally symmetric spaces.

An ideal, or invariant subalgebra $`𝐈`$ is a subalgebra such that $`[𝐆,𝐈]𝐈`$. An abelian ideal also satisfies $`[𝐈,𝐈]=0`$. A simple Lie algebra has no proper ideal. A semisimple Lie algebra is the direct sum of simple algebras, and has no proper abelian ideal (by proper we mean different from $`\{0\}`$).

A Lie algebra is a linear vector space over a field $`F`$, with an antisymmetric product defined by the Lie bracket (cf. subsection 2.4). If $`F`$ is the field of real, complex or quaternion numbers, the Lie algebra is called a real, complex or quaternion algebra. A complexification of a real Lie algebra is obtained by taking linear combinations of its elements with complex coefficients. A real Lie algebra $`𝐇`$ is a real form of the complex algebra $`𝐆`$ if $`𝐆`$ is the complexification of $`𝐇`$.

In any simple algebra there are two kinds of generators: there is a maximal abelian subalgebra, called the Cartan subalgebra $`𝐇_\mathrm{𝟎}=\{H_1,\mathrm{},H_r\}`$; $`[H_i,H_j]=0`$ for any two elements of the Cartan subalgebra. There are also raising and lowering operators denoted $`E_\alpha `$. $`\alpha `$ is an $`r`$–dimensional vector $`\alpha =(\alpha _1,\mathrm{},\alpha _r)`$ and $`r`$ is the rank of the algebra. <sup>1</sup><sup>1</sup>1The rank of an algebra is defined through the secular equation (see subsection 6.1). For a non–semisimple algebra, the maximal number of mutually commuting generators can be greater than the rank of the algebra. The latter are eigenoperators of the $`H_i`$ in the adjoint representation belonging to eigenvalue $`\alpha _i`$: $`[H_i,E_\alpha ]=\alpha _iE_\alpha `$. For each eigenvalue, or root $`\alpha _i`$, there is another eigenvalue $`\alpha _i`$ and a corresponding eigenoperator $`E_\alpha `$ under the action of $`H_i`$.

Suppose we represent each element of the Lie algebra by an $`n\times n`$ matrix. Then $`[H_i,H_j]=0`$ means the matrices $`H_i`$ can all be diagonalized simultaneously. Their eigenvalues $`\mu _i`$ are given by $`H_i|\mu =\mu _i|\mu `$, where the eigenvectors are labelled by the weight vectors $`\mu =(\mu _1,\mathrm{},\mu _r)`$ .

A weight whose first non–zero component is positive is called a positive weight. Also, a weight $`\mu `$ is greater than another weight $`\mu ^{}`$ if $`\mu \mu ^{}`$ is positive. Thus we can define the highest weight as the one which is greater than all the others. The highest weight is unique in any representation.

The roots $`\alpha _i\alpha (H_i)`$ of the algebra $`𝐆`$ are the weights of the adjoint representation. Recall that in the adjoint representation, the states on which the generators act are defined by the generators themselves, and the action is defined by

$$X_a|X_b\mathrm{ad}X_a(X_b)[X_a,X_b]$$
(2.17)
The roots are functionals on the Cartan subalgebra satisfying

$$\mathrm{ad}H_i(E_\alpha )=[H_i,E_\alpha ]=\alpha (H_i)E_\alpha $$
(2.18)
where $`H_i`$ is in the Cartan subalgebra. The eigenvectors $`E_\alpha `$ are called the root vectors. These are exactly the raising and lowering operators $`E_{\pm \alpha }`$ for the weight vectors $`\mu `$. There are canonical commutation relations defining the system of roots belonging to each simple rank $`r`$–algebra. These are summarized below: <sup>2</sup><sup>2</sup>2For the reader who wants to understand more about the origin of the structure of Lie algebras, we recommend Chapter 7 of Gilmore .

$$[H_i,H_j]=0,[H_i,E_\alpha ]=\alpha _iE_\alpha ,[E_\alpha ,E_\alpha ]=\alpha _iH_i$$
(2.19)
One can prove the fundamental relation

$$\frac{2\alpha \mu }{\alpha ^2}=(pq)$$
(2.20)
where $`\alpha `$ is a root, $`\mu `$ is a weight, and $`p`$, $`q`$ are positive integers such that $`E_\alpha |\mu +p\alpha =0`$, $`E_\alpha |\mu q\alpha =0`$ <sup>3</sup><sup>3</sup>3Here the scalar product $``$ can be defined in terms of the metric on the Lie algebra. For the adjoint representation, $`\mu `$ is a root $`\beta `$ and
$$\frac{2\alpha \beta }{\alpha ^2}=\frac{2K(H_\alpha ,H_\beta )}{K(H_\alpha ,H_\alpha )}\frac{2\beta (H_\alpha )}{\alpha (H_\alpha )}$$
(2.21) where $`K`$ denotes the Killing form (see paragraph 3.4). There is always a unique element $`H_\alpha `$ in the algebra such that $`K(H,H_\alpha )=\alpha (H)`$ for each $`H𝐇_\mathrm{𝟎}`$ (see for example , Ch. 10). In general for a linear form $`\mu `$ on the Lie algebra,
$$\frac{2\alpha \mu }{\alpha ^2}=\frac{2\mu (H_\alpha )}{\alpha (H_\alpha )}$$
(2.22) Then $`\mu `$ is a highest weight for some representation if and only if this expression is an integer for each positive root $`\alpha `$.. This relation gives rise to the strict properties of root lattices, and permits the complete classification of all the complex (semi)simple algebras.

Eq. (2.20) is true for any representation, but has particularly strong implications for the adjoint representation. In this case $`\mu `$ is a root. As a consequence of eq. (2.20), the possible angle between two root vectors of a simple Lie algebra is limited to a few values: these turn out to be multiples of $`\frac{\pi }{6}`$ and $`\frac{\pi }{4}`$ (see e.g. , Ch. VI). The root lattice is invariant under reflections in the hyperplanes orthogonal to the roots (the Weyl group). As we will shortly see, this is true not only for the root lattice, but for the weight lattice of any representation.

Note that the roots $`\alpha `$ are real–valued linear functionals on the Cartan subalgebra. Therefore they are in the space dual to $`𝐇_\mathrm{𝟎}`$. A subset of the positive roots span the root lattice. These are called simple roots. Obviously, since the roots are in the space dual to $`𝐇_\mathrm{𝟎}`$, the number of simple roots is equal to the rank of the algebra.

The same relation (2.20) determines the highest weights of all irreducible representations. Setting $`p=0`$, choosing a positive integer $`q`$, and letting $`\alpha `$ run through the simple roots, $`\alpha =\alpha ^i`$ ($`i=1,\mathrm{},r`$), we find the highest weights $`\mu ^i`$ of all the irreducible representations corresponding to the given value of $`q`$ . For example, for $`q=1`$ we get the highest weights of the $`r`$ fundamental representations of the group, each corresponding to a simple root $`\alpha ^i`$. For higher values of $`q`$ we get the highest weights of higher–dimensional representations of the same group.

The set of all possible simple root systems are classified by means of Dynkin diagrams, each of which correspond to an equivalence class of isomorphic Lie algebras. The classical Lie algebras $`\mathrm{𝐒𝐔}(𝐧+\mathrm{𝟏},𝐂)`$, $`\mathrm{𝐒𝐎}(\mathrm{𝟐}𝐧+\mathrm{𝟏},𝐂)`$, $`\mathrm{𝐒𝐩}(\mathrm{𝟐}𝐧,𝐂)`$ and $`\mathrm{𝐒𝐎}(\mathrm{𝟐}𝐧,𝐂)`$ correspond to root systems $`A_n`$, $`B_n`$, $`C_n`$, and $`D_n`$, respectively. In addition there are five exceptional algebras corresponding to root systems $`E_6`$, $`E_7`$, $`E_8`$, $`F_4`$ and $`G_2`$. Each of these complex algebras in general has several real forms associated with it (see section 4). These real forms correspond to the same Dynkin diagram and root system as the complex algebra. Since we will not make reference to Dynkin diagrams in the following, we will not discuss them here. The interested reader can find sufficient material for example in the book by Georgi .

The (semi)simple complex algebra $`𝐆`$ decomposes into a direct sum of root spaces :

$$𝐆=𝐇_\mathrm{𝟎}\underset{\alpha }{}𝐆_\alpha $$
(2.23)
where $`𝐆_\alpha `$ is generated by $`\{E_{\pm \alpha }\}`$. This will be evident in the example given below.

Example: The root system $`A_{n1}`$ corresponds to the complex Lie algebra $`\mathrm{𝐒𝐋}(𝐧,𝐂)`$ and all its real forms. In a later section we will see how to construct all the real forms associated with a given complex Lie algebra. Let’s see here explicitly how to construct the root lattice of $`\mathrm{𝐒𝐔}(\mathrm{𝟑},𝐂)`$, which is one of the real forms of $`\mathrm{𝐒𝐋}(\mathrm{𝟑},𝐂)`$.

The generators are determined by the commutation relations. In physics it is common to write the commutation relations in the form

$$[T_i,T_j]=if_{ijk}T_k$$
(2.24)
(an alternative form is to define the generators as $`X_i=iT_i`$ and write the commutation relations as $`[X_i,X_j]=f_{ijk}X_k`$) where $`f_{ijk}`$ are structure constants for the algebra $`\mathrm{𝐒𝐔}(\mathrm{𝟑},𝐂)`$.

Using the notation $`g=\mathrm{e}^{it^aT_a}`$ for the group elements (with $`t^a`$ real and a sum over $`a`$ implied), the generators $`T_a`$ in the fundamental representation of this group are hermitean<sup>4</sup><sup>4</sup>4Note that we have written an explicit factor of $`i`$ in front of the generators in the expression for the group elements. This is often done for compact groups; since the Killing form (subsection 3.4) has to be negative definite, the coordinates of the algebra spanned by the generators must be purely imaginary. Here we use this notation because it is conventional. If we absorb the factor of $`i`$ into the generators, we get antihermitean matrices $`X_a=iT_a`$; we will do this in the example in subsection 3.1 to comply with eq. (3.1). Of course, the matrices in the algebra are always antihermitean.:

$$\begin{array}{c}T_1=\frac{1}{2}\left(\begin{array}{ccc}0& 1& 0\\ 1& 0& 0\\ 0& 0& 0\end{array}\right),T_2=\frac{1}{2}\left(\begin{array}{ccc}0& i& 0\\ i& 0& 0\\ 0& 0& 0\end{array}\right),T_3=\frac{1}{2}\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 0\end{array}\right),\hfill \\ \\ T_4=\frac{1}{2}\left(\begin{array}{ccc}0& 0& 1\\ 0& 0& 0\\ 1& 0& 0\end{array}\right),T_5=\frac{1}{2}\left(\begin{array}{ccc}0& 0& i\\ 0& 0& 0\\ i& 0& 0\end{array}\right),T_6=\frac{1}{2}\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& 1\\ 0& 1& 0\end{array}\right),\hfill \\ \\ T_7=\frac{1}{2}\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& i\\ 0& i& 0\end{array}\right),T_8=\frac{1}{2\sqrt{3}}\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 2\end{array}\right)\hfill \end{array}$$

In high energy physics the matrices $`2T_a`$ are known as Gell–Mann matrices. The generators are normalized in such a way that $`\mathrm{tr}(T_aT_b)=\frac{1}{2}\delta _{ab}`$. Note that $`T_1`$, $`T_2`$, $`T_3`$ form an $`\mathrm{𝐒𝐔}(\mathrm{𝟐},𝐂)`$ subalgebra. We take the Cartan subalgebra to be $`𝐇_\mathrm{𝟎}=\{T_3,T_8\}`$. The rank of this group is $`r=2`$.

Let’s first find the weight vectors of the fundamental representation. To this end we look for the eigenvalues $`\mu _i`$ of the operators in the abelian subalgebra $`𝐇_\mathrm{𝟎}`$:

$$T_3\left(\begin{array}{c}1\\ 0\\ 0\end{array}\right)=\frac{1}{2}\left(\begin{array}{c}1\\ 0\\ 0\end{array}\right),T_8\left(\begin{array}{c}1\\ 0\\ 0\end{array}\right)=\frac{1}{2\sqrt{3}}\left(\begin{array}{c}1\\ 0\\ 0\end{array}\right),$$
(2.25)
therefore the eigenvector $`(\mathrm{1\hspace{0.17em}0\hspace{0.17em}0})^T`$ corresponds to the state $`|\mu `$ where

$$\mu (\mu _1,\mu _2)=(\frac{1}{2},\frac{1}{2\sqrt{3}})$$
(2.26)
is distinguished by its eigenvalues under the operators $`H_i`$ of the Cartan subalgebra. In the same way we find that $`(\mathrm{0\hspace{0.17em}1\hspace{0.17em}0})^T`$ and $`(\mathrm{0\hspace{0.17em}0\hspace{0.17em}1})^T`$ correspond to the states labelled by weight vectors

$$\mu ^{}=(\frac{1}{2},\frac{1}{2\sqrt{3}}),\mu ^{\prime \prime }=(0,\frac{1}{\sqrt{3}})$$
(2.27)
respectively. $`\mu `$, $`\mu ^{}`$, and $`\mu ^{\prime \prime }`$ are the weights of the fundamental representation $`\rho =D`$ and they form an equilateral triangle in the plane. The highest weight of the representation $`D`$ is $`\mu =(\frac{1}{2},\frac{1}{2\sqrt{3}})`$.

There is also another fundamental representation $`\overline{D}`$ of the algebra $`\mathrm{𝐒𝐔}(\mathrm{𝟑},𝐂)`$, since it generates a group of rank 2. Indeed, from eq. (2.20), for $`p=0`$, $`q=1`$, there is one highest weight $`\mu ^i`$, and one fundamental representation, for each simple root $`\alpha ^i`$. The highest weight $`\overline{\mu }`$ of the representation $`\overline{D}`$ is

$$\overline{\mu }=(\frac{1}{2},\frac{1}{2\sqrt{3}})$$
(2.28)
The highest weights of the representations corresponding to any positive integer $`q`$ can be obtained as soon as we know the simple roots. Then, by operating with lowering operators on this weight, we obtain other weights, on which we can further operate with lowering operators until we have obtained all the weights in the representation. For an example of this procedure see , Ch. IX.

Let’s see now how to obtain the roots of $`\mathrm{𝐒𝐔}(\mathrm{𝟑},𝐂)`$. Each root vector $`E_\alpha `$ corresponds to either a raising or a lowering operator: $`E_\alpha `$ is the eigenvector belonging to the root $`\alpha _i\alpha (H_i)`$ under the adjoint representation of $`H_i`$, like in eq. (2.30). Each raising or lowering operator is a linear combination of generators $`T_i`$ that takes one state of the fundamental representation to another state of the same representation: $`E_{\pm \alpha }|\mu =N_{\pm \alpha ,\mu }|\mu \pm \alpha `$. Therefore the root vectors $`\alpha `$ will be differences of weight vectors in the fundamental representation. We find the raising and lowering operators $`E_{\pm \alpha }`$ to be

$$\begin{array}{c}E_{\pm (1,0)}=\frac{1}{\sqrt{2}}(T_1\pm iT_2)\hfill \\ \\ E_{\pm (\frac{1}{2},\frac{\sqrt{3}}{2})}=\frac{1}{\sqrt{2}}(T_4\pm iT_5)\hfill \\ \\ E_{\pm (\frac{1}{2},\frac{\sqrt{3}}{2})}=\frac{1}{\sqrt{2}}(T_6\pm iT_7)\hfill \end{array}$$

These generate the subspaces $`𝐆_\alpha `$ in eq. (2.23). In the fundamental representation, we find using the Gell–Mann matrices that these are matrices with only one non–zero element. For example, the raising operator $`E_\alpha `$ that corresponds to the root $`\alpha =(1,0)`$ is

$$E_{+(1,0)}=\frac{1}{\sqrt{2}}\left(\begin{array}{ccc}0& 1& 0\\ 0& 0& 0\\ 0& 0& 0\end{array}\right)$$
(2.29)
This operator takes us from the state $`|\mu ^{}=|\frac{1}{2},\frac{1}{2\sqrt{3}}`$ to the state $`|\mu =|\frac{1}{2},\frac{1}{2\sqrt{3}}`$. The components of the root vectors of $`\mathrm{𝐒𝐔}(\mathrm{𝟑},𝐂)`$ are the eigenvalues $`\alpha _i`$ of these under the adjoint representation of the Cartan subalgebra. That is,

$$H_i|E_\alpha \mathrm{ad}H_i(E_\alpha )[H_i,E_\alpha ]=\alpha _i|E_\alpha $$
(2.30)
This way we easily find the roots: we can either explicitly use the structure constants of $`SU(3)`$ in $`[T_a,T_b]=if_{abc}T_c=iC_{ab}^cT_c`$ (note the explicit factor of $`i`$ due to our conventions regarding the generators) or we can use an explicit representation for $`H_i`$, $`E_\alpha `$ like in eqs. (2.5), (2.5), (2.29), to calculate the commutators:

$$\begin{array}{c}\mathrm{ad}H_1(E_{\pm (1,0)})=[H_1,E_{\pm (1,0)}]=[T_3,\frac{1}{\sqrt{2}}(T_1\pm iT_2)]=\frac{1}{\sqrt{2}}(iT_2\pm T_1)=\pm E_{\pm (1,0)}\alpha _1^\pm E_{\pm (1,0)}\hfill \\ \\ \mathrm{ad}H_2(E_{\pm (1,0)})=[H_2,E_{\pm (1,0)}]=[T_8,\frac{1}{\sqrt{2}}(T_1\pm iT_2)]=0\alpha _2^\pm E_{\pm (1,0)}\hfill \end{array}$$
(2.31)
The root vector corresponding to the raising operator $`E_{+(1,0)}`$ is thus $`\alpha =(\alpha _1^+,\alpha _2^+)=(1,0)`$ and the root vector corresponding to the lowering operator $`E_{(1,0)}`$ is $`\alpha =(\alpha _1^{},\alpha _2^{})=(1,0)`$. These root vectors are indeed the differences between the weight vectors $`\mu =(\frac{1}{2},\frac{1}{2\sqrt{3}})`$ and $`\mu ^{}=(\frac{1}{2},\frac{1}{2\sqrt{3}})`$ of the fundamental representation.

In the same way we find the other root vectors $`(\pm \frac{1}{2},\pm \frac{\sqrt{3}}{2})`$, $`(\frac{1}{2},\pm \frac{\sqrt{3}}{2})`$, and $`(0,0)`$ (with multiplicity 2), by operating with $`H_1`$ and $`H_2`$ on the remaining $`E_{\pm \alpha }`$’s and on the $`H_i`$’s. The last root with multiplicity 2 has as its components the eigenvalues under $`H_1`$, $`H_2`$ of the states $`|H_1`$ and $`|H_2`$: $`H_i|H_j=[H_i,H_j]=0`$; $`i`$, $`j\{1,2\}`$. The root vectors form a regular hexagon in the plane. The positive roots are $`(1,0)`$, $`\alpha ^1=(\frac{1}{2},\frac{\sqrt{3}}{2})`$ and $`\alpha ^2=(\frac{1}{2},\frac{\sqrt{3}}{2})`$. The latter two are simple roots. $`(1,0)`$ is not simple because it is the sum of the other positive roots. There are two simple roots, since the rank of $`SU(3)`$ is 2 and the root lattice is two–dimensional.

The root lattice of $`SU(3)`$ is invariant under reflections in the hyperplanes orthogonal to the root vectors. This is true of any weight or root lattice; the symmetry group of reflections in hyperplanes orthogonal to the roots is called the Weyl group. It is obtained from eq. (2.20): since for any root $`\alpha `$ and any weight $`\mu `$, $`2(\alpha \mu )/\alpha ^2`$ is the integer $`qp`$,

$$\mu ^{}=\mu \frac{2(\alpha \mu )}{\alpha ^2}\alpha $$
(2.32)
is also a weight. Eq. (2.32) is exactly the above mentioned reflection, as can easily be seen.

### 2.6 The Weyl chambers

The roots are linear functionals on the Cartan subalgebra. We may denote the Cartan subalgebra by $`𝐇_\mathrm{𝟎}`$ and its dual space by $`𝐇_\mathrm{𝟎}^{}`$. A Weyl reflection like the one in (2.32) can be defined not only for the weights or roots $`\mu `$ in the space $`𝐇_\mathrm{𝟎}^{}`$, but for an arbitrary vector $`q𝐇_\mathrm{𝟎}^{}`$ or, in all generality, for a vector $`q`$ in an arbitrary finite–dimensional vector space:

$$s_\alpha (q)=q\alpha ^{}(q)\alpha $$
(2.33)
Note that $`q𝐇_\mathrm{𝟎}^{}`$ is in the space dual to $`𝐇_\mathrm{𝟎}`$ and may denote a root. In (2.33) the function $`\alpha ^{}(q)`$ is a linear functional on $`𝐇_\mathrm{𝟎}^{}`$ such that $`\alpha ^{}(\alpha )=2`$. We will be concerned only with the crystallographic case when $`\alpha ^{}(q)`$ is integer. We denote the hyperplanes in $`𝐇_\mathrm{𝟎}^{}`$ where the function $`\alpha ^{}(q)`$ vanishes by $`H^{(\alpha )}`$:

$$H^{(\alpha )}=\{q𝐇_\mathrm{𝟎}^{}:\alpha ^{}(q)=0\}$$
(2.34)
$`H^{(\alpha )}`$ is orthogonal to the root $`\alpha `$, and $`s_\alpha (q)`$ is a reflection in this hyperplane.

By identifying the dual spaces $`𝐇_\mathrm{𝟎}`$ and $`𝐇_\mathrm{𝟎}^{}`$ (this is possible since they have the same dimension), we can consider hyperplanes like the ones in (2.34) in the space $`𝐇_\mathrm{𝟎}`$. The role of the linear functional $`\alpha ^{}(q)`$ is then played by

$$\alpha ^{}(q)=\frac{2q\alpha }{\alpha ^2}=\frac{2q(H_\alpha )}{\alpha (H_\alpha )}$$
(2.35)
where $`\alpha (H_\alpha )=K(H_\alpha ,H_\alpha )`$. Here $`K`$ is the Killing form (a metric on the algebra to be defined in paragraph 3.4) and $`H_\alpha `$ is the unique element in $`𝐇_\mathrm{𝟎}`$ such that $`K(H,H_\alpha )=\alpha (H)`$. The open subsets of $`𝐇_\mathrm{𝟎}`$ where roots are nonzero are called Weyl chambers. Consequently, the walls of the Weyl chambers are the hyperplanes in $`𝐇_\mathrm{𝟎}`$ where the roots $`q(H)`$ are zero.

### 2.7 The simple root systems

We have just shown by an example, in subsection 2.5, how to obtain a root system of type $`A_n`$. In general, for any simple algebra the commutation relations determine the Cartan subalgebra and raising and lowering operators, that in turn determine a unique root system, and correspond to a given Dynkin diagram. In this way we can classify all the simple algebras according to the type of root system it possesses. The root systems for the four infinite series of classical non–exceptional Lie groups can be characterized as follows  (denote the $`r`$–dimensional space spanned by the roots by $`𝒱`$ and let $`\{e_1,\mathrm{}e_n\}`$ be a canonical basis in $`𝐑^n`$):

$`A_{n1}`$: Let $`𝒱`$ be the hyperplane in $`𝐑^n`$ that passes through the points $`(1,0,0,\mathrm{}0)`$, $`(0,1,0,\mathrm{},0)`$, …, $`(0,0,\mathrm{},0,1)`$ (the endpoints of the $`e_i`$, $`i=1,\mathrm{},n`$). Then the root lattice contains the vectors $`\{e_ie_j,ij\}`$.

$`B_n`$: Let $`𝒱`$ be $`𝐑^n`$; then the roots are $`\{\pm e_i,\pm e_i\pm e_j,ij\}`$.

$`C_n`$: Let $`𝒱`$ be $`𝐑^n`$; then the roots are $`\{\pm 2e_i,\pm e_i\pm e_j,ij\}`$.

$`D_n`$: Let $`𝒱`$ be $`𝐑^n`$; then the roots are $`\{\pm e_i\pm e_j,ij\}`$.

The root lattice $`BC_n`$, that we will discuss in conjunction with restricted root systems, is the union of $`B_n`$ and $`C_n`$. It is characterized as follows:

$`BC_n`$: Let $`𝒱`$ be $`𝐑^n`$; then the roots are $`\{\pm e_i,\pm 2e_i,\pm e_i\pm e_j,ij\}`$.

Because this system contains both $`e_i`$ and $`2e_i`$, it is called non–reduced (normally the only root collinear with $`\alpha `$ is $`\alpha `$). However, it is irreducible in the usual sense, which means it is not the direct sum of two disjoint root systems $`B_n`$ and $`C_n`$. This can be seen from the root multiplicities (cf. Table 1).

The semisimple algebras are direct sums of simple ones. That means the simple constituent algebras commute with each other, and the root systems are direct sums of the corresponding simple root systems. Therefore, knowing the properties of the simple Lie algebras, we also know the semisimple ones.

## 3 Symmetric spaces

In the previous section, we have reminded ourselves of some elementary facts concerning root spaces and the classification of the complex semisimple algebras. In this section we will define and discuss symmetric spaces.

A symmetric space is associated to an involutive automorphism of a given Lie algebra. As we will see, several different involutive automorphisms can act on the same algebra. Therefore we normally have several different symmetric spaces deriving from the same Lie algebra. The involutive automorphism defines a symmetric subalgebra and a remaining complementary subspace of the algebra. Under general conditions, the complementary subspace is mapped onto a symmetric space through the exponential map. In the following subsections we make these statements more precise. We discuss how the elements of the Lie group can act as transformations on the elements of the symmetric space. This naturally leads to the definition of two coordinate systems on symmetric spaces: the spherical and the horospheric coordinate systems. The radial coordinates associated to each element of a symmetric space through its spherical or horospheric decomposition will be of relevance when we discuss the radial parts of differential operators on symmetric spaces in section 6. In the same section we explain why these operators are important in applications to physical problems, and in Part II we will discuss some of their uses.

In all of this paper we will distinguish between compact and non–compact symmetric spaces. In order to give a precise notion of compactness, we will define the metric tensor on a Lie algebra in terms of the Killing form in subsection 3.4. The latter is defined as a symmetric bilinear trace form on the adjoint representation, and is therefore expressible in terms of the structure constants. We will give several examples of Killing forms later, as we discuss the various real forms of a Lie algebra. The metric tensor serves to define the curvature tensor on a symmetric space (subsection 5.1). It is also needed in computing the Jacobian of the transformation to radial coordinates. This Jacobian is relevant in calculating the radial part of the Laplace–Beltrami operator (see paragraph 6.2).

We will close this section with a discussion of the general algebraic form of coset representatives in subsection 3.5.

### 3.1 Involutive automorphisms

An automorphism of a Lie algebra $`𝐆`$ is a mapping from $`𝐆`$ onto itself such that it preserves the algebraic operations on the Lie algebra. For example, if $`\sigma `$ is an automorphism, it preserves multiplication: $`[\sigma (X),\sigma (Y)]=\sigma ([X,Y])`$, for $`X`$, $`Y𝐆`$.

Suppose that the linear automorphism $`\sigma :𝐆𝐆`$ is such that $`\sigma ^2=1`$, but $`\sigma `$ is not the identity. That means that $`\sigma `$ has eigenvalues $`\pm 1`$, and it splits the algebra $`𝐆`$ into orthogonal eigensubspaces corresponding to these eigenvalues. Such a mapping is called an involutive automorphism.

Suppose now that $`𝐆`$ is a compact simple Lie algebra, $`\sigma `$ is an involutive automorphism of $`𝐆`$, and $`𝐆=𝐊𝐏`$ where

$$\sigma (X)=X\mathrm{for}X𝐊,\sigma (X)=X\mathrm{for}X𝐏$$
(3.1)
From the properties of automorphisms mentioned above, it is easy to see that $`𝐊`$ is a subalgebra, but $`𝐏`$ is not. In fact, the commutation relations

$$[𝐊,𝐊]𝐊,[𝐊,𝐏]𝐏,[𝐏,𝐏]𝐊$$
(3.2)
hold. A subalgebra $`𝐊`$ satisfying (3.2) is called a symmetric subalgebra. If we now multiply the elements in $`𝐏`$ by $`i`$ (the “Weyl unitary trick”), we construct a new noncompact algebra $`𝐆^{}=𝐊i𝐏`$. This is called a Cartan decomposition, and $`𝐊`$ is a maximal compact subalgebra of $`𝐆^{}`$. The coset spaces $`G/K`$ and $`G^{}/K`$ are symmetric spaces.

Example: Suppose $`G=SU(n,C)`$, the group of unitary complex matrices with determinant $`+1`$. The algebra of this group then consists of complex antihermitean<sup>5</sup><sup>5</sup>5See the footnote in subsection 2.5. matrices of zero trace (this follows by differentiating the identities $`UU^{}=1`$ and $`\mathrm{det}U=1`$ with respect to $`t`$ where $`U(t)`$ is a curve passing through the identity at $`t=0`$); a group element is written as $`g=\mathrm{e}^{t^aX_a}`$ with $`t^a`$ real. Therefore any matrix $`X`$ in the Lie algebra of this group can be written $`X=A+iB`$, where $`A`$ is real, skew–symmetric, and traceless and $`B`$ is real, symmetric and traceless. This means the algebra can be decomposed as $`𝐆=𝐊𝐏`$, where $`𝐊`$ is the compact connected subalgebra $`\mathrm{𝐒𝐎}(𝐧,𝐑)`$ consisting of real, skew–symmetric and traceless matrices, and $`𝐏`$ is the subspace of matrices of the form $`iB`$, where $`B`$ is real, symmetric, and traceless. $`𝐏`$ is not a subalgebra.

Referring to the example for $`\mathrm{𝐒𝐔}(\mathrm{𝟑},𝐂)`$ in subsection 2.5 we see, setting $`X_a=iT_a`$, that the $`\{X_a\}`$ split into two sets under the involutive automorphism $`\sigma `$ defined by complex conjugation $`\sigma =K`$. This splits the compact algebra $`𝐆`$ into $`𝐊𝐏`$, since $`𝐏`$ consists of imaginary matrices:

$$\begin{array}{c}𝐊=\{X_2,X_5,X_7\}=\{\frac{1}{2}\left(\begin{array}{ccc}0& 1& 0\\ 1& 0& 0\\ 0& 0& 0\end{array}\right),\frac{1}{2}\left(\begin{array}{ccc}0& 0& 1\\ 0& 0& 0\\ 1& 0& 0\end{array}\right),\frac{1}{2}\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& 1\\ 0& 1& 0\end{array}\right)\}\hfill \\ \\ 𝐏=\{X_1,X_3,X_4,X_6,X_8\}\hfill \\ \\ =\{\frac{i}{2}\left(\begin{array}{ccc}0& 1& 0\\ 1& 0& 0\\ 0& 0& 0\end{array}\right),\frac{i}{2}\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 0\end{array}\right),\frac{i}{2}\left(\begin{array}{ccc}0& 0& 1\\ 0& 0& 0\\ 1& 0& 0\end{array}\right),\frac{i}{2}\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& 1\\ 0& 1& 0\end{array}\right),\frac{i}{2\sqrt{3}}\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 2\end{array}\right)\}\hfill \end{array}$$

$`𝐊`$ spans the real subalgebra $`\mathrm{𝐒𝐎}(\mathrm{𝟑},𝐑)`$. Setting $`X_2L_3`$, $`X_5L_2`$, $`X_7L_1`$, the commutation relations for the subalgebra are $`[L_i,L_j]=\frac{1}{2}ϵ_{ijk}L_k`$. The Cartan subalgebra $`i𝐇_\mathrm{𝟎}=\{X_3,X_8\}`$ is here entirely in the subspace $`𝐏`$.

Going back to the general case of $`𝐆=\mathrm{𝐒𝐔}(𝐧,𝐂)`$, we obtain from $`𝐆`$ by the Weyl unitary trick the non–compact algebra $`𝐆^{}=𝐊i𝐏`$. $`i𝐏`$ is now the subspace of real, symmetric, and traceless matrices $`B`$. The Lie algebra $`𝐆^{}=\mathrm{𝐒𝐋}(𝐧,𝐑)`$ is then the set of $`n\times n`$ real matrices of zero trace, and generates the linear group of transformations represented by real $`n\times n`$ matrices of unit determinant.

The involutive automorphism that split the algebra $`𝐆`$ above was defined to be complex conjugation $`\sigma =K`$. The involutive automorphism that splits $`𝐆^{}`$ is defined by $`\stackrel{~}{\sigma }(g)=(g^T)^1`$ for $`gG^{}`$, as we will now see. On the level of the algebra, $`\stackrel{~}{\sigma }(g)=(g^T)^1`$ means $`\stackrel{~}{\sigma }(X)=X^T`$. Suppose now $`g=\mathrm{e}^{tX}G^{}`$ with $`X`$ real and traceless and $`t`$ a real parameter. If now $`X`$ is an element of the subalgebra $`𝐊`$, we then have $`\stackrel{~}{\sigma }(X)=+X`$, i.e. $`X^T=X`$ and $`X`$ is skew–symmetric. If instead $`Xi𝐏`$, we have $`\stackrel{~}{\sigma }(X)=X^T=X`$, i.e. $`X`$ is symmetric. The decomposition $`𝐆^{}=𝐊i𝐏`$ is the usual decomposition of a $`\mathrm{𝐒𝐋}(𝐧,𝐑)`$ matrix in symmetric and skew–symmetric parts.

$`G/K=SU(n,C)/SO(n,R)`$ is a symmetric space of compact type, and the related symmetric space of non–compact type is $`G^{}/K=SL(n,R)/SO(n,R)`$.

### 3.2 The action of the group on the symmetric space

Let $`G`$ be a semisimple Lie group and $`K`$ a compact symmetric subgroup. As we saw in the preceding paragraph, the coset spaces $`G/K`$ and $`G^{}/K`$ represent symmetric spaces. Just as we have defined a Cartan subalgebra and the rank of a Lie algebra, we can define, in an exactly analogous way, a Cartan subalgebra and the rank of a symmetric space. A Cartan subalgebra of a symmetric space is a maximal abelian subalgebra of the subspace $`𝐏`$ (see paragraph 5.2), and the rank of a symmetric space is the number of generators in this subalgebra.

If $`G`$ is connected and $`𝐆=𝐊𝐏`$ where $`𝐊`$ is a compact symmetric subalgebra, then each group element can be decomposed as $`g=kp`$ (right coset decomposition) or $`g=pk`$ (left coset decomposition), with $`kK=\mathrm{e}^𝐊`$, $`pP=\mathrm{e}^𝐏`$. $`P`$ is not a subgroup, unless it is abelian and coincides with its Cartan subalgebra. However, if the involutive automorphism that splits the algebra is denoted $`\sigma `$, one can show (, Ch. 6) that $`gp\sigma (g^1)P`$. This defines $`G`$ as a transformation group on $`P`$. Since $`\sigma (k^1)=k^1`$ for $`kK`$, this means

$$p^{}=kpk^1P$$
(3.3)
if $`kK`$, $`pP`$. Now suppose there are no other elements in $`G`$ that satisfy $`\sigma (g)=g`$ than those in $`K`$. This will happen if the set of elements satisfying $`\sigma (g)=g`$ is connected. Then $`P`$ is isomorphic to $`G/K`$. Also, $`G`$ acts transitively on $`P`$ in the manner defined above (cf. subsection 2.3). The tangent space of $`G/K`$ at the origin (identity element) is spanned by the subspace $`𝐏`$ of the algebra.

### 3.3 Radial coordinates

In this paragraph we define two coordinate systems frequently used on symmetric spaces. Let $`𝐆=𝐊𝐏`$ be a Cartan decomposition of a semisimple algebra and let $`𝐇_\mathrm{𝟎}𝐏`$ be a maximal abelian subalgebra in the subspace $`𝐏`$. Define $`M`$ to be the subgroup of elements in $`K`$ such that

$$M=\{kK:kHk^1=H,H𝐇_\mathrm{𝟎}\}$$
(3.4)
This set is called the centralizer of $`𝐇_\mathrm{𝟎}`$ in $`K`$. Under conjugation by $`kK`$, each element $`H`$ of the Cartan subalgebra is preserved. Further, denote

$$M^{}=\{kK:kHk^1=H^{},H,H^{}𝐇_\mathrm{𝟎}\}$$
(3.5)
This is a larger subgroup than $`M`$ that preserves the Cartan subalgebra as a whole, but not necessarily each element separately, and is called the normalizer of $`𝐇_\mathrm{𝟎}`$ in $`K`$. If $`K`$ is a compact symmetric subgroup of $`G`$, one can show (, Ch. 6) that every element $`p`$ of $`PG/K`$ is conjugated with some element $`h=\mathrm{e}^H`$ for some $`H𝐇_\mathrm{𝟎}`$ by means of the adjoint representation<sup>6</sup><sup>6</sup>6Note that
$$\mathrm{e}^KH\mathrm{e}^K=\mathrm{e}^{\mathrm{ad}K}H\underset{n=0}{\overset{\mathrm{}}{}}\frac{(\mathrm{ad}K)^n}{n!}H$$
(3.6)  of the stationary subgroup $`K`$:

$$p=khk^1=kh\sigma (k^1)$$
(3.7)
where $`kK/M`$ and $`H`$ is defined up to the elements in the factor group $`M^{}/M`$. This factor group coincides with the Weyl group that was defined in eq. (2.32): since the space $`𝐇_\mathrm{𝟎}`$ can be identified with its dual space $`𝐇_\mathrm{𝟎}^{}`$, we can identify $`M^{}/M`$ with the Weyl group of the restricted root system (see paragraph 5.2). The effect of the Weyl group is to transform the algebra $`𝐇_\mathrm{𝟎}𝐏`$ into another Cartan subalgebra $`𝐇_\mathrm{𝟎}^{}𝐏`$ conjugate with the original one. This amounts to a permutation of the roots of the restricted root lattice corresponding to a Weyl reflection. Equation (3.7) means that every element $`gG`$ can be decomposed as $`g=pk=k^{}hk^1k=k^{}hk^{\prime \prime }`$, and this is very much like the Euler angle decomposition of $`SO(n)`$.

Thus, if $`x_0`$ is the fixed point of the subgroup $`K`$, an arbitrary point $`xP`$ can be written

$$x=khk^1x_0=khx_0$$
(3.8)
The coordinates $`(k(x),h(x))`$ are called spherical coordinates. $`k(x)`$ is the angular coordinate and $`h(x)`$ is the spherical radial coordinate of the point $`x`$. Eq. (3.7) defines the so called spherical decomposition of the elements in the coset space. Of course, a similar reasoning is true for the space $`P^{}G^{}/K`$.

This means every matrix $`p`$ in the coset space $`G/K`$ can be diagonalized by a similarity transformation by the subgroup $`K`$, and the radial coordinates are exactly the set of eigenvalues of the matrix $`p`$. These “eigenvalues” are not necessarily real numbers. This is easily seen in the example in eq. (3.1). It can also be seen in the adjoint representation. Suppose the algebra $`𝐆=𝐊𝐏`$ is compact. From eq. (2.13), in the adjoint representation $`H_i𝐇_\mathrm{𝟎}`$ has the form

$$H_i=\left(\begin{array}{cccccccc}0& \mathrm{}& & & & & & \\ .& \mathrm{}& & & & & & \\ .& & 0& & & & & \\ & & & \alpha _i& & & & \\ & & & & \alpha _i& & & \\ & & & & & \mathrm{}& & \\ & & & & & & \eta _i& \\ & & & & & & & \eta _i\end{array}\right)$$
(3.9)
where the matrix is determined by the structure constants ($`[H_i,H_j]=0`$, $`[H_i,E_{\pm \alpha }]=\pm \alpha _iE_{\pm \alpha }`$ … and $`\pm \alpha _i,\mathrm{},\pm \eta _i`$ are the roots corresponding to $`H_i`$). Since the Killing form must be negative (see subsection 3.4) for a compact algebra, the coordinates of the Cartan subalgebra must be purely imaginary and the group elements corresponding to $`𝐇_\mathrm{𝟎}`$ must have the form

$$\mathrm{e}^{i𝐭𝐇}=\left(\begin{array}{cccccc}1& \mathrm{}& & & & \\ .& \mathrm{}& & & & \\ .& & 1& & & \\ & & & \mathrm{e}^{i𝐭\alpha }& & \\ & & & & \mathrm{}& \\ & & & & & \mathrm{e}^{i𝐭\eta }\end{array}\right)$$
(3.10)
with $`𝐭=(t^1,t^2,\mathrm{}t^r)`$ and $`t^i`$ real parameters. In particular, if the eigenvalues are real for $`pP^{}`$, they are complex numbers for $`pP`$.

Example: In the example we gave in the preceding subsection, the coset space $`G^{}/K`$ $`=SL(n,R)/SO(n)`$ $`P^{}=\mathrm{e}^{i𝐏}`$ consists of real positive–definite symmetric matrices. Note that $`𝐆=𝐊𝐏`$ implies that $`G`$ can be decomposed as $`G=PK`$ and $`G^{}`$ as $`G^{}=P^{}K`$. The decomposition $`G^{}=P^{}K`$ in this case is the decomposition of a $`SL(n,R)`$ matrix in a positive–definite symmetric matrix and an orthogonal one. Each positive–definite symmetric matrix can be further decomposed: it can be diagonalized by an $`SO(n)`$ similarity transformation. This is the content of eq. (3.7) for this case, and we know it to be true from linear algebra. Similarly, according to eq. (3.7) the complex symmetric matrices in $`G/K`$ $`=SU(n,C)/SO(n)`$ $`P=\mathrm{e}^𝐏`$ can be diagonalized by the group $`K=SO(n)`$ to a form where the eigenvalues are similar to those in eq. (3.10).

In terms of the subspace $`𝐏`$ of the algebra, eq. (3.7) amounts to saying that any two Cartan subalgebras $`𝐇_\mathrm{𝟎}`$, $`𝐇_\mathrm{𝟎}^{}`$ of the symmetric space are conjugate under a similarity transformation by $`K`$, and we can choose the Cartan subalgebra in any way we please. However, the number of elements that we can diagonalize simultaneously will always be equal to the rank of the symmetric space.

There is also another coordinate system valid only for spaces of the type $`P^{}G^{}/K`$. This coordinate system is called horospheric and is based on the so called Iwasawa decomposition  of the algebra:

$$𝐆=𝐍^+𝐇_\mathrm{𝟎}𝐊$$
(3.11)
Here $`𝐊,𝐇_\mathrm{𝟎},𝐍^+`$ are three subalgebras of $`𝐆`$. $`𝐊`$ is a maximal compact subalgebra, $`𝐇_\mathrm{𝟎}`$ is a Cartan subalgebra, and

$$𝐍^+=\underset{\alpha R^+}{}𝐆_\alpha ^{}$$
(3.12)
is an algebra of raising operators corresponding to the positive roots $`\alpha (H)>0`$ with respect to $`𝐇_\mathrm{𝟎}`$ ($`𝐆_\alpha ^{}`$ is the space generated by $`E_\alpha `$). As a consequence, the group elements can be decomposed $`g=nhk`$, in an obvious notation. This means that if $`x_0`$ is the fixed point of $`K`$, any point $`xG^{}/K`$ can be written

$$x=nhkx_0=nhx_0$$
(3.13)
The coordinates $`(n(x),h(x))`$ are called horospheric coordinates and the element $`h=h(x)`$ is called the horospheric projection of the point $`x`$ or the horospheric radial coordinate.

### 3.4 The metric on a Lie algebra

A metric tensor can be defined on a Lie algebra . For our purposes, it will eventually serve to define the curvature of a symmetric space and be useful in computing the Jacobian of the transformation to radial coordinates. In sections 6 and 8 we will see the importance of this Jacobian in physical applications in connection with the radial part of the Laplace–Beltrami operator.

If $`\{X_i\}`$ form a basis for the Lie algebra $`𝐆`$, the metric tensor is defined by

$$g_{ij}=K(X_i,X_j)\mathrm{tr}(\mathrm{ad}X_i\mathrm{ad}X_j)=C_{is}^rC_{jr}^s$$
(3.14)
The symmetric bilinear form $`K(X_i,X_j)`$ is called the Killing form. It is intrinsically associated with the Lie algebra, and since the Lie bracket is invariant under automorphisms of the algebra, so is the Killing form.

Example: The generators $`X_7L_1`$, $`X_5L_2`$, $`X_2L_3`$ of $`SO(3)`$ given in eq. (3.1) obey the commutation relations $`[L_i,L_j]=C_{ij}^kL_k=\frac{1}{2}ϵ_{ijk}L_k`$. From eq. (3.14), the metric for this algebra is $`g_{ij}=\frac{1}{2}\delta _{ij}`$. The generators and the structure constants can be normalized so that the metric takes the canonical form $`g_{ij}=\delta _{ij}`$.

Just like we defined the Killing form $`K(X_i,X_j)`$ for the algebra $`𝐆`$ in eq. (3.14) using the adjoint representation, we can define a similar trace form $`K_\rho `$ and a metric tensor $`g_\rho `$ for any representation $`\rho `$ by

$$g_{\rho ,ij}=K_\rho (X_i,X_j)=\mathrm{tr}(\rho (X_i)\rho (X_j))$$
(3.15)
where $`\rho (X)`$ is the matrix representative of the Lie algebra element $`X`$. If $`\rho `$ is an automorphism of $`𝐆`$, $`K_\rho (X_i,X_j)=K(X_i,X_j)`$.

Suppose the Lie algebra is semisimple (this is true for all the classical Lie algebras except the Lie algebras $`GL(n,C)`$, $`U(n,C)`$). According to Cartan’s criterion, the Killing form is non–degenerate for a semisimple algebra. This means that $`\mathrm{det}g_{ij}0`$, so that the inverse of $`g_{ij}`$, denoted by $`g^{ij}`$, exists. Since it is also real and symmetric, it can be reduced to canonical form $`g_{ij}=\mathrm{diag}(1,\mathrm{},1,1,\mathrm{},1)`$ with $`p`$ $`1`$’s and $`(np)`$ $`+1`$’s, where $`n`$ is the dimension of the algebra.

$`p`$ is an invariant of the quadratic form. In fact, for any real form of a complex algebra, the trace of the metric, called the character of the particular real form (see below and in ) distinguishes the real forms from each other (though it can be degenerate for the classical Lie algebras ). The character ranges from $`n`$, where $`n`$ is the dimension of the algebra, to $`+r`$, where $`r`$ is its rank. All the real forms of the algebra have a character that lies in between these values. In subsection 4.1 we will see several explicit examples of Killing forms.

A famous theorem by Weyl states that a simple Lie group $`G`$ is compact, if and only if the Killing form on $`𝐆`$ is negative definite. Otherwise it is non–compact. This is actually quite intuitive and natural (see , Ch. 9, paragraph I.2). On a compact algebra, the metric can be chosen to be minus the Killing form, if it is required to be positive–definite.

The metric on the Lie algebra can be extended to the whole coset space $`PG/K`$, $`P^{}G^{}/K`$ as follows. At the origin of $`G/K`$ and $`G^{}/K`$, the identity element $`I`$, the metric is identified with the metric in the algebra, restricted to the respective tangent spaces $`𝐏`$, $`i𝐏`$. Since the group acts transitively on the coset space (cf. paragraph 2.3), and the orbit of the origin is the entire space, we can use a group transformation to map the metric at the origin to any point $`M`$ in the space. The metric tensor at $`M`$ will depend on the coset representative $`M`$. It is given by

$$g_{rs}(M)=g_{ij}(I)\frac{x^i(I)}{x^r(M)}\frac{x^j(I)}{x^s(M)}$$
(3.16)
where $`g_{ij}(I)`$ is the metric at the origin (identity element) of the coset space. (3.16) follows from the invariance of the line element $`ds^2=g_{ij}dx^idx^j`$ under translations. If $`\{X_i\}`$ is a basis in the tangent space, and $`dM=\mathrm{exp}(dx^iX_i)`$ is a coset representative infinitesimally close to the identity, we need to know how $`dx^i`$ transforms under translations by the coset representative $`M`$. We will not discuss that here, but some generalities can be found for example in Ch. 9, paragraph V.4. of ref. . In general, it is not an easy problem unless the coset has rank $`1`$.

Example: The line element $`ds^2`$ on the radius–1 2–sphere $`SO(3)/SO(2)`$ in polar coordinates is $`ds^2=d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2`$. The metric at the point $`(\theta ,\varphi )`$ is

$$g_{ij}=\left(\begin{array}{cc}1& 0\\ 0& \mathrm{sin}^2\theta \end{array}\right),g^{ij}=\left(\begin{array}{cc}1& 0\\ 0& \mathrm{sin}^2\theta \end{array}\right)$$
(3.17)
where the rows and columns are labelled in the order $`\theta `$, $`\varphi `$.

The distance between points on the symmetric space is defined as follows. The length of a vector $`X=_it^iX_i`$ in the tangent space $`𝐏`$ (this object is well–defined because $`𝐏`$ is endowed with a definite metric) is identified with the length of the geodesic connecting the identity element in the coset space with the element $`M=\mathrm{exp}(X)`$ .

### 3.5 The algebraic structure of symmetric spaces

Except for the two algebras $`\mathrm{𝐒𝐋}(𝐧,𝐑)`$ and $`\mathrm{𝐒𝐔}^{}(\mathrm{𝟐}𝐧)`$ (and their dual spaces related by the Weyl trick), for which the subspace representatives of $`𝐊`$, $`𝐏`$ and $`i𝐏`$ consist of square, irreducible matrices (for $`\mathrm{𝐒𝐋}(𝐧,𝐑)`$, we saw this in the example in subsection 3.1 and for $`\mathrm{𝐒𝐔}(𝐧,𝐂)`$ explicitly in eq. (3.1)), the matrix representatives of the subalgebra $`𝐊`$ and of the subspaces $`𝐏`$ and $`i𝐏`$ in the fundamental representation consist of block–diagonal matrices $`X𝐊`$, $`Y𝐏`$, $`Y^{}i𝐏`$ of the form

$$X=\left(\begin{array}{cc}A& 0\\ 0& B\end{array}\right),Y=\left(\begin{array}{cc}0& C\\ C^{}& 0\end{array}\right),Y^{}=\left(\begin{array}{cc}0& \stackrel{~}{C}\\ \stackrel{~}{C}^{}& 0\end{array}\right),$$
(3.18)
in the Cartan decomposition. Here $`A^{}=A`$, $`B^{}=B`$ and $`\stackrel{~}{C}=iC`$. In fact, for any finite–dimensional representation, the matrix representatives of $`𝐊`$ and $`𝐏`$ are antihermitean (thus they become antisymmetric if the representation of $`𝐏`$ is real) and as a consequence, those of $`i𝐏`$ are hermitean (symmetric in case the representation of $`i𝐏`$ is real) . This is true irrespective of whether the matrix representatives are block–diagonal or square.

The exponential maps of the subspaces $`𝐏`$ and $`i𝐏`$ are isomorphic to coset spaces $`G/K`$ and $`G^{}/K`$, respectively (see for example ). The exponential map of the algebra maps the subspaces $`𝐏`$ and $`i𝐏`$ into unitary and hermitean matrices, respectively. In the fundamental representation, these spaces are mapped onto

$`\mathrm{exp}(𝐏)=\mathrm{exp}\left(\begin{array}{cc}0& C\\ C^{}& 0\end{array}\right)=\left(\begin{array}{cc}\sqrt{IXX^{}}& X\\ X^{}& \sqrt{IXX^{}}\end{array}\right)`$ (3.23)
$`\mathrm{exp}(i𝐏)=\mathrm{exp}\left(\begin{array}{cc}0& \stackrel{~}{C}\\ \stackrel{~}{C}^{}& 0\end{array}\right)=\left(\begin{array}{cc}\sqrt{I+\stackrel{~}{X}\stackrel{~}{X}^{}}& \stackrel{~}{X}\\ \stackrel{~}{X}^{}& \sqrt{I+\stackrel{~}{X}\stackrel{~}{X}^{}}\end{array}\right)`$ (3.28)
where $`X`$ is a spherical and $`\stackrel{~}{X}`$ a hyperbolic function of the submatrix $`C`$ ($`\stackrel{~}{C}`$):

$$X=C\frac{\mathrm{sin}\sqrt{C^{}C}}{\sqrt{C^{}C}},\stackrel{~}{X}=\stackrel{~}{C}\frac{\mathrm{sinh}\sqrt{\stackrel{~}{C}^{}\stackrel{~}{C}}}{\sqrt{\stackrel{~}{C}^{}\stackrel{~}{C}}}$$
(3.29)
This shows explicitly that the range of parameters parametrizing the two cosets is bounded for the compact coset and unbounded for the non–compact coset, respectively. We already saw an explicit example of these formulas in subsection 2.3.

## 4 Real forms of semisimple algebras

In this section we will introduce the tools needed to find all the real forms of any (semi)simple algebra. The same tools will then be used in the next section to find the real forms of a symmetric space. When thinking of a real form, it is convenient to visualize it in terms of its metric. As we saw in paragraph 3.4 the trace of the metric is called the character of the real form and it distinguishes the real forms from each other. In the following subsection we discuss various real forms of an algebra and we see how to go from one form to another. In each case, we compute the metric and the character explicitly. We also give the simplest possible example of this procedure, the rank–1 algebra. In subsection 4.2 we enumerate the involutive automorphisms needed to classify all real forms of semisimple algebras and again, we illustrate it with two examples.

### 4.1 The real forms of a complex algebra

In general a semisimple complex algebra has several distinct real forms. Recall from subsection 2.5 that a real form of an algebra is obtained by taking linear combinations of its elements with real coefficients. The real forms of the complex Lie algebra $`𝐆`$

$$\underset{i}{}c^iH_i+\underset{\alpha }{}c^\alpha E_\alpha (c^i,c^\alpha \mathrm{complex}),$$
(4.1)
where $`𝐇_\mathrm{𝟎}=\{H_i\}`$ is the Cartan subalgebra and $`\{E_{\pm \alpha }\}`$ are the sets of raising and lowering operators, can be classified according to all the involutive automorphisms of $`𝐆`$ obeying $`\sigma ^2=1`$. Two distinctive real forms are the normal real form and the compact real form.

The normal real form of the algebra (4.1), which is also the least compact real form, consists of the subspace in which the coefficients $`c^i`$, $`c^\alpha `$ are real. The metric in this case with respect to the bases $`\{H_i,E_{\pm \alpha }\}`$ is (with appropriate normalization of the elements of the Lie algebra to make the entries of the metric equal to $`\pm 1`$)

$$g_{ij}=\left(\begin{array}{cccccccc}1& & & & & & & \\ & \mathrm{}& & & & & & \\ & & 1& & & & & \\ & & & 0& 1& & & \\ & & & 1& 0& & & \\ & & & & & \mathrm{}& & \\ & & & & & & 0& 1\\ & & & & & & 1& 0\end{array}\right)$$
(4.2)
where the $`r`$ 1’s on the diagonal correspond to the elements of the Cartan subalgebra ($`r`$ is obviously the rank of the algebra), and the $`2\times 2`$ matrices on the diagonal correspond to the pairs $`E_{\pm \alpha }`$ of raising and lowering operators. This structure reflects the decomposition of the algebra $`𝐆`$ into a direct sum of the root spaces: $`𝐆=𝐇_\mathrm{𝟎}_\alpha 𝐆_\alpha `$. This metric tensor can be transformed to diagonal form, if we choose the generators to be

$$𝐊=\left\{\frac{(E_\alpha E_\alpha )}{\sqrt{2}}\right\},i𝐏=\{H_i,\frac{(E_\alpha +E_\alpha )}{\sqrt{2}}\}$$
(4.3)
Example: In our example with $`\mathrm{𝐒𝐔}(\mathrm{𝟑},𝐂)`$, $`𝐊`$ and $`i𝐏`$ are exactly the subspaces spanned by $`\{X_2,X_5,X_7\}`$ and $`\{iX_1,iX_3,iX_4,iX_6,iX_8\}`$ (cf. eq. (3.1)), and $`(E_\alpha E_\alpha )`$ and $`i(E_\alpha +E_\alpha )`$ are exactly the Gell–Mann matrices (cf. eq. (2.5)).

Then $`g_{ij}`$ takes the form

$$g_{ij}=\left(\begin{array}{cccccccc}1& & & & & & & \\ & \mathrm{}& & & & & & \\ & & 1& & & & & \\ & & & 1& 0& & & \\ & & & 0& 1& & & \\ & & & & & \mathrm{}& & \\ & & & & & & 1& 0\\ & & & & & & 0& 1\end{array}\right)$$
(4.4)
where the entries with a minus sign correspond to the generators of the compact subalgebra $`𝐊`$, the first $`r`$ entries equal to $`+1`$ correspond to the Cartan subalgebra, and the remaining ones to the operators in $`i𝐏`$ not in the Cartan subalgebra. This is the diagonal metric tensor corresponding to the normal real form. The character of the normal real form is plus the rank of the algebra.

The compact real form of $`𝐆`$ is obtained from the normal real form by the Weyl unitary trick:

$$𝐊=\left\{\frac{(E_\alpha E_\alpha )}{\sqrt{2}}\right\},𝐏=\{iH_i,\frac{i(E_\alpha +E_\alpha )}{\sqrt{2}}\}$$
(4.5)
The character of the compact real form is minus the dimension of the algebra, and the metric tensor is $`g_{ij}=\mathrm{diag}(1,\mathrm{},1)`$.

Example: We will use as an example the well–known $`\mathrm{𝐒𝐔}(\mathrm{𝟐},𝐂)`$ algebra with Cartan subalgebra $`𝐇_\mathrm{𝟎}=\{J_3\}`$ and raising and lowering operators $`\{J_\pm \}`$. We have chosen the normalization such that the non–zero entries of $`g_{ij}`$ are all equal to $`1`$:

$$\begin{array}{c}J_3=\frac{1}{2\sqrt{2}}\tau _3,J_\pm =\frac{1}{4}(\tau _1\pm i\tau _2)\end{array}$$
(4.6)
where in the defining representation of $`\mathrm{𝐒𝐔}(\mathrm{𝟐},𝐂)`$

$$\tau _3=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),\tau _1=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\tau _2=\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right)$$
(4.7)
The normalization is such that

$$\begin{array}{c}[J_3,J_\pm ]=\pm \frac{1}{\sqrt{2}}J_\pm ,[J_+,J_{}]=\frac{1}{\sqrt{2}}J_3\end{array}$$
(4.8)
In equation (2.16) we constructed the adjoint representation of this algebra, albeit with a different normalization. Using the present normalization to set the entries of the metric equal to 1, we see that the non–zero structure constants are $`C_{3+}^+=C_{+3}^+=C_3^{}=C_3^{}=C_+^3=C_+^3=\frac{1}{\sqrt{2}}`$. The entries of the metric are given by eq. (3.14), $`g_{ij}=K(J_i,J_j)=C_{is}^rC_{jr}^s`$ with summation over repeated indices, so we see that the metric of the normal real form $`\mathrm{𝐒𝐔}(\mathrm{𝟐},𝐑)`$ in this basis is

$$g_{ij}=\left(\begin{array}{ccc}1& 0& 0\\ 0& 0& 1\\ 0& 1& 0\end{array}\right)$$
(4.9)
where the rows and columns are labelled by $`3,+,`$ respectively. This corresponds to eq. (4.2).

To pass now to a diagonal metric, we just have to set

$$\begin{array}{c}\mathrm{\Sigma }_3=J_3\\ \\ \mathrm{\Sigma }_1=\frac{J_++J_{}}{\sqrt{2}}=\frac{1}{2\sqrt{2}}\tau _1\\ \\ \mathrm{\Sigma }_2=\frac{J_+J_{}}{\sqrt{2}}=\frac{i}{2\sqrt{2}}\tau _2\end{array}$$

like in eq. (4.3). The commutation relations then become

$$\begin{array}{c}[\mathrm{\Sigma }_1,\mathrm{\Sigma }_2]=\frac{1}{\sqrt{2}}\mathrm{\Sigma }_3,[\mathrm{\Sigma }_2,\mathrm{\Sigma }_3]=\frac{1}{\sqrt{2}}\mathrm{\Sigma }_1,[\mathrm{\Sigma }_3,\mathrm{\Sigma }_1]=\frac{1}{\sqrt{2}}\mathrm{\Sigma }_2\end{array}$$
(4.10)
These commutation relations characterize the algebra $`\mathrm{𝐒𝐎}(\mathrm{𝟐},\mathrm{𝟏};𝐑)`$. From here we find the structure constants $`C_{12}^3=C_{21}^3=C_{23}^1=C_{32}^1=C_{31}^2=C_{13}^2=\frac{1}{\sqrt{2}}`$ and the diagonal metric of the normal real form with rows and columns labelled $`3,1,2`$ (in order to comply with the notation in eq. (4.4)) is

$$g_{ij}=\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right)$$
(4.11)
which is to be compared with eq. (4.4). According to eq. (4.3), the Cartan decomposition of $`𝐆^{}`$ is $`𝐆^{}=𝐊i𝐏`$ where $`𝐊=\{\mathrm{\Sigma }_2\}`$ and $`i𝐏=\{\mathrm{\Sigma }_3,\mathrm{\Sigma }_1\}`$. The Cartan subalgebra consists of $`\mathrm{\Sigma }_3`$.

Finally, we arrive at the compact real form by multiplying $`\mathrm{\Sigma }_3`$ and $`\mathrm{\Sigma }_1`$ with $`i`$. Setting $`i\mathrm{\Sigma }_1=\stackrel{~}{\mathrm{\Sigma }}_1`$, $`\mathrm{\Sigma }_2=\stackrel{~}{\mathrm{\Sigma }}_2`$, $`i\mathrm{\Sigma }_3=\stackrel{~}{\mathrm{\Sigma }}_3`$ the commutation relations become those of the special orthogonal group:

$$\begin{array}{c}[\stackrel{~}{\mathrm{\Sigma }}_1,\stackrel{~}{\mathrm{\Sigma }}_2]=\frac{1}{\sqrt{2}}\stackrel{~}{\mathrm{\Sigma }}_3,[\stackrel{~}{\mathrm{\Sigma }}_2,\stackrel{~}{\mathrm{\Sigma }}_3]=\frac{1}{\sqrt{2}}\stackrel{~}{\mathrm{\Sigma }}_1,[\stackrel{~}{\mathrm{\Sigma }}_3,\stackrel{~}{\mathrm{\Sigma }}_1]=\frac{1}{\sqrt{2}}\stackrel{~}{\mathrm{\Sigma }}_2\end{array}$$
(4.12)
The last commutation relation in eq. (4.10) has changed sign whereas the others are unchanged. $`C_{31}^2`$, $`C_{13}^2`$, and consequently $`g_{33}`$ and $`g_{11}`$ change sign and we get the metric for $`\mathrm{𝐒𝐎}(\mathrm{𝟑},𝐑)`$:

$$g_{ij}=\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right)$$
(4.13)
This is the compact real form. The subspaces of the compact algebra $`𝐆=𝐊𝐏`$ are $`𝐊=\{\stackrel{~}{\mathrm{\Sigma }}_2\}`$ and $`𝐏=\{\stackrel{~}{\mathrm{\Sigma }}_3,\stackrel{~}{\mathrm{\Sigma }}_1\}`$. Weyl’s theorem states that a simple Lie group $`G`$ is compact, if and only if the Killing form on $`𝐆`$ is negative definite; otherwise it is non–compact. In the present example, we see this explicitly.

### 4.2 The classification machinery

To classify all the real forms of any complex Lie algebra, with characters lying between the character of the normal real form and the compact real form (the intermediate real forms obviously have an indefinite metric), it suffices to enumerate all the involutive automorphisms of its compact real form. A detailed and almost complete account of these procedures for the non–exceptional groups can be found in , Chapter 9, paragraph 3. To summarize, if $`𝐆`$ is the compact real form of a complex semisimple Lie algebra $`𝐆^𝐂`$, $`𝐆^{}`$ runs through all its associated non–compact real forms $`𝐆^{}`$, $`𝐆^{}`$, … with corresponding maximal compact subgroups $`𝐊`$, $`𝐊^{}`$, … and complementary subspaces $`i𝐏`$, $`i𝐏^{}`$, … as $`\sigma `$ runs through all the involutive automorphisms of $`𝐆`$.

One such automorphism is complex conjugation $`\sigma _1=K`$, which is used to split the compact real algebra into subspaces $`𝐊`$ and $`𝐏`$ in eq. (4.5). (To avoid confusion: the generators can be complex even though the field of real numbers is used to multiply the generators in a real form of an algebra. If the generators are also real, we speak of a real representation. However, whether we consider the field to be $`𝐑`$ and the generators to be complex, or the opposite, also depends on our definition of basis; cf. one of the footnotes in subsection 2.5). The involutive automorphisms $`\sigma `$ satisfy $`\sigma 𝐆\sigma ^1=𝐆`$, $`\sigma ^2=1`$, which implies that $`\sigma `$ either commutes or anticommutes with the elements of the compact algebra $`𝐆`$: if $`\sigma X\sigma ^1=X^{}`$, then $`\sigma X^{}\sigma ^1=X`$, and we get $`X^{}=\pm X`$ for $`X,X^{}𝐆`$ (see the example below). One can show  (Ch. VII), that it suffices to consider the following three possibilities for $`\sigma `$: $`\sigma _1=K`$, $`\sigma _2=I_{p,q}`$ and $`\sigma _3=J_{p,p}`$ where

$$I_{p,q}=\left(\begin{array}{cc}I_p& 0\\ 0& I_q\end{array}\right),J_{p,p}=\left(\begin{array}{cc}0& I_p\\ I_p& 0\end{array}\right)$$
(4.14)
and $`I_p`$ denotes the $`p\times p`$ unit matrix. By operating with one (or two successive ones) of these automorphisms on the elements of $`𝐆`$, we can construct the subspaces $`𝐊`$ and $`𝐏`$, and $`𝐊`$ and $`i𝐏`$ of the corresponding non–compact real form $`𝐆^{}`$. A complex algebra and all its real forms (the compact and the various non–compact ones) correspond to the same root lattice and Dynkin diagram.

Example: The normal real form of the complex algebra $`𝐆^𝐂=\mathrm{𝐒𝐋}(𝐧,𝐂)`$ is the non–compact algebra $`𝐆^{}=\mathrm{𝐒𝐋}(𝐧,𝐑)`$. As we saw in subsection 3.1, this algebra can be decomposed as $`𝐊i𝐏`$ where $`𝐊`$ is the algebra consisting of real, skew–symmetric and traceless $`n\times n`$ matrices and $`i𝐏`$ is the algebra consisting of real, symmetric and traceless $`n\times n`$ matrices. Under the Weyl unitary trick we constructed, in a previous example, this algebra from the compact real form of $`𝐆^𝐂`$, $`\mathrm{𝐒𝐔}(𝐧,𝐂)=𝐆=𝐊𝐏`$.

Starting with the compact real form $`𝐆`$, we can construct all the various non–compact real forms $`𝐆^{}`$, $`𝐆^{}`$,… from it, by applying the involutive automorphisms $`\sigma _1`$, $`\sigma _2`$, $`\sigma _3`$ to the elements of $`𝐆`$. All the real forms related to the root system $`A_{n1}`$ are obtained by applying the three involutions to $`𝐆=\mathrm{𝐒𝐔}(𝐧,𝐂)`$:

$`\sigma _1`$) The involutive automorphism $`\sigma _1=K`$ (complex conjugation) splits $`𝐆=\mathrm{𝐒𝐔}(𝐧,𝐂)`$ into $`𝐊𝐏`$ (we recall this from the example in paragraph 3.1). The non–compact real form obtained this way, by the Weyl unitary trick, is exactly the normal real form $`𝐆^{}=𝐊i𝐏=\mathrm{𝐒𝐋}(𝐧,𝐑)`$.

$`\sigma _2`$) A general matrix in the Lie algebra $`\mathrm{𝐒𝐔}(𝐧,𝐂)`$ can be written in the form

$$X=\left(\begin{array}{cc}A& B\\ B^{}& C\end{array}\right)$$
(4.15)
where $`A`$, $`C`$ are complex $`p\times p`$ and $`q\times q`$ matrices satisfying $`A^{}=A`$, $`C^{}=C`$, $`\mathrm{tr}A+\mathrm{tr}C=0`$ (since the determinant of the group elements must be $`+1`$), and $`B`$ is an arbitrary complex $`p\times q`$ matrix ($`p+q=n`$). In eq. (4.15), the matrices $`A`$, $`B`$ and $`C`$ are all linear combinations of submatrices in both subspaces $`𝐊=\{\frac{1}{\sqrt{2}}(E_{\alpha _i}E_{\alpha _i})\}`$ and $`𝐏=\{iH_j,\frac{i}{\sqrt{2}}(E_{\alpha _i}+E_{\alpha _i})\}`$. The action of the involution $`\sigma _2=I_{p,q}`$ on $`X`$ is

$$I_{p,q}XI_{p,q}^1=\left(\begin{array}{cc}A& B\\ B^{}& C\end{array}\right)$$
(4.16)
Therefore, we see that the subspaces $`𝐊^{}`$ and $`𝐏^{}`$ are given by the matrices

$$\left(\begin{array}{cc}A& 0\\ 0& C\end{array}\right)𝐊^{},\left(\begin{array}{cc}0& B\\ B^{}& 0\end{array}\right)𝐏^{}$$
(4.17)
Indeed, we see that $`I_{p,q}`$ transforms the Lie algebra elements in $`𝐊^{}`$ into themselves, and those in $`𝐏^{}`$ into minus themselves. The transformation by $`I_{p,q}`$ mixes the subspaces $`𝐊`$ and $`𝐏`$, and splits the algebra in a different way into $`𝐊^{}𝐏^{}`$. The matrices

$$\left(\begin{array}{cc}A& iB\\ iB^{}& C\end{array}\right)𝐊^{}i𝐏^{}$$
(4.18)
define the non–compact real form $`𝐆^{}`$. This algebra is called $`\mathrm{𝐒𝐔}(𝐩,𝐪;𝐂)`$ and its maximal compact subalgebra $`𝐊^{}`$ is $`\mathrm{𝐒𝐔}(𝐩)\mathrm{𝐒𝐔}(𝐪)𝐔(\mathrm{𝟏})`$.

$`\sigma _3`$) By the involutive automorphism $`\sigma _3\sigma _1=J_{p,p}K`$ one constructs in a similar way (for details see ) a third non–compact real form (for even $`n=2p`$) $`𝐆^{\prime \prime }=𝐊^{\prime \prime }i𝐏^{\prime \prime }`$ associated to the algebra $`𝐆=\mathrm{𝐒𝐔}(\mathrm{𝟐}𝐩,𝐂)`$. $`𝐆^{\prime \prime }`$ is the algebra $`\mathrm{𝐒𝐔}^{}(\mathrm{𝟐}𝐩)`$ and its maximal compact subalgebra is $`\mathrm{𝐔𝐒𝐩}(\mathrm{𝟐}𝐩)`$. <sup>7</sup><sup>7</sup>7 The algebra $`\mathrm{𝐒𝐔}^{}(\mathrm{𝟐}𝐩)`$ is represented by complex $`2p\times 2p`$ matrices of the form
$$X=\left(\begin{array}{cc}A& B\\ B^{}& A^{}\end{array}\right)$$
(4.19) where $`\mathrm{tr}A+\mathrm{tr}A^{}=0`$. $`\mathrm{𝐔𝐒𝐩}(\mathrm{𝟐}𝐩)`$ denotes the complex $`2p\times 2p`$ matrix algebra of the group with both unitary and symplectic symmetry ($`\mathrm{𝐔𝐒𝐩}(\mathrm{𝟐}𝐩,𝐂)`$ can also be denoted $`𝐔(𝐩,𝐐)`$ where $`Q`$ is the field of quaternions). A matrix in the algebra $`\mathrm{𝐔𝐒𝐩}(\mathrm{𝟐}𝐩,𝐂)`$ can be written as
$$X=\left(\begin{array}{cc}A& B\\ B^{}& A^R\end{array}\right)$$
(4.20) where $`A^{}=A`$, $`B^R=B`$, and the superscript <sup>R</sup> denotes reflection in the minor diagonal.

This procedure, summarized in the formula below, exhausts all the real forms of the simple algebras.

$$𝐆^𝐂𝐆=𝐊𝐏\begin{array}{c}\stackrel{\sigma _1}{}\hfill \\ \stackrel{\sigma _2}{}\hfill \\ \stackrel{\sigma _3}{}\hfill \end{array}\begin{array}{c}𝐆^{}=𝐊i𝐏\hfill \\ \\ 𝐆^{}=𝐊^{}i𝐏^{}\hfill \\ \\ 𝐆^{\prime \prime }=𝐊^{\prime \prime }i𝐏^{\prime \prime }\hfill \end{array}$$
(4.21)
Example: Note that it may not always be possible to apply all the above involutions $`\sigma _1`$, $`\sigma _2`$, $`\sigma _3`$ to the algebra. For example, complex conjugation $`\sigma _1`$ does not do anything to $`\mathrm{𝐒𝐎}(\mathrm{𝟐}𝐧+\mathrm{𝟏},𝐑)`$, because it is represented by real matrices, neither is $`\sigma _3`$ a symmetry of this algebra, since the adjoint representation is odd–dimensional and $`\sigma _3`$ has to act on a $`2p\times 2p`$ matrix. The only possibility that remains is $`\sigma _2=I_{p,q}`$. For a second, even more concrete example, let’s look at the algebra $`\mathrm{𝐒𝐎}(\mathrm{𝟑},𝐑)`$, belonging to the root lattice $`B_1`$. This algebra is spanned by the generators $`L_1`$, $`L_2`$, $`L_3`$ given in subsection 2.3. A general element of the algebra is

$$X=𝐭𝐋=\frac{1}{2}\left(\begin{array}{ccc}& t^3& t^2\\ t^3& & t^1\\ t^2& t^1& \end{array}\right)=\frac{1}{2}\left(\begin{array}{ccc}& t^3& \\ t^3& & \end{array}\right)\frac{1}{2}\left(\begin{array}{ccc}& & t^2\\ & & t^1\\ t^2& t^1& \end{array}\right)$$
(4.22)
This splitting of the algebra is caused by the involution $`I_{2,1}`$ acting on the representation:

$$I_{2,1}XI_{2,1}^1=\left(\begin{array}{ccc}1& & \\ & 1& \\ & & 1\end{array}\right)\frac{1}{2}\left(\begin{array}{ccc}& t^3& t^2\\ t^3& & t^1\\ t^2& t^1& \end{array}\right)\left(\begin{array}{ccc}1& & \\ & 1& \\ & & 1\end{array}\right)=\frac{1}{2}\left(\begin{array}{ccc}& t^3& t^2\\ t^3& & t^1\\ t^2& t^1& \end{array}\right)$$
(4.23)
and it splits it into $`\mathrm{𝐒𝐎}(\mathrm{𝟑})=𝐊𝐏=\mathrm{𝐒𝐎}(\mathrm{𝟐})\mathrm{𝐒𝐎}(\mathrm{𝟑})/\mathrm{𝐒𝐎}(\mathrm{𝟐})`$. Exponentiating, as we saw in subsection 2.3, the coset representative is a point on the 2–sphere

$$M=\left(\begin{array}{ccc}.& .& t^2\frac{\mathrm{sin}\sqrt{(t^1)^2+(t^2)^2}}{\sqrt{(t^1)^2+(t^2)^2}}\\ .& .& t^1\frac{\mathrm{sin}\sqrt{(t^1)^2+(t^2)^2}}{\sqrt{(t^1)^2+(t^2)^2}}\\ .& .& \mathrm{cos}\sqrt{(t^1)^2+(t^2)^2}\end{array}\right)=\left(\begin{array}{ccc}.& .& x\\ .& .& y\\ .& .& z\end{array}\right);x^2+y^2+z^2=1$$
(4.24)
By the Weyl unitary trick we now get the non–compact real form $`𝐆^{}=𝐊i𝐏`$: $`\mathrm{𝐒𝐎}(\mathrm{𝟐},\mathrm{𝟏})=\mathrm{𝐒𝐎}(\mathrm{𝟐})\mathrm{𝐒𝐎}(\mathrm{𝟐},\mathrm{𝟏})/\mathrm{𝐒𝐎}(\mathrm{𝟐})`$. This algebra is represented by

$$\left(\begin{array}{ccc}& t^3& it^2\\ t^3& & it^1\\ it^2& it^1& \end{array}\right)=\left(\begin{array}{ccc}& t^3& \\ t^3& & \end{array}\right)\left(\begin{array}{ccc}& & it^2\\ & & it^1\\ it^2& it^1& \end{array}\right)$$
(4.25)
and after exponentiation of the coset generators

$$M=\left(\begin{array}{ccc}.& .& it^2\frac{\mathrm{sinh}\sqrt{(t^1)^2+(t^2)^2}}{\sqrt{(t^1)^2+(t^2)^2}}\\ .& .& it^1\frac{\mathrm{sinh}\sqrt{(t^1)^2+(t^2)^2}}{\sqrt{(t^1)^2+(t^2)^2}}\\ .& .& \mathrm{cosh}\sqrt{(t^1)^2+(t^2)^2}\end{array}\right)=\left(\begin{array}{ccc}.& .& ix\\ .& .& iy\\ .& .& z\end{array}\right);(ix)^2+(iy)^2+z^2=1$$
(4.26)
The surface in $`𝐑^3`$ consisting of points $`(x,y,z)`$ satisfying this equation is the hyperboloid $`H^2`$. Similarly, we get the isomorphic space $`SO(1,2)/SO(2)`$ by applying $`I_{1,2}`$: $`\mathrm{𝐒𝐎}(\mathrm{𝟏},\mathrm{𝟐})=\stackrel{~}{𝐊}i\stackrel{~}{𝐏}=\mathrm{𝐒𝐎}(\mathrm{𝟐})\mathrm{𝐒𝐎}(\mathrm{𝟏},\mathrm{𝟐})/\mathrm{𝐒𝐎}(\mathrm{𝟐})`$ and in terms of the algebra

$$\stackrel{~}{X}=\frac{1}{2}\left(\begin{array}{ccc}& & \\ & & t^1\\ & t^1& \end{array}\right)\frac{1}{2}\left(\begin{array}{ccc}& it^3& it^2\\ it^3& & \\ it^2& & \end{array}\right)$$
(4.27)
## 5 The classification of symmetric spaces

In this section we introduce the curvature tensor and the sectional curvature of a symmetric space, and we extend the family of symmetric spaces to include also flat or Euclidean–type spaces. These are identified with the subspace $`𝐏`$ of the Lie algebra itself, and the group that acts on it is a semidirect product of the subgroup $`K`$ and the subspace $`𝐏`$. As we will learn, to each compact subgroup $`K`$ corresponds a triplet of symmetric spaces with positive, zero and negative curvature. The classification of these symmetric spaces is in exact correspondence with the new classification of random matrix models to be discussed in Part II. These spaces exhaust the Cartan classification and have a definite metric. They are listed in Table 1 together with some of their properties.

In paragraph 5.2 we introduce restricted root systems. In the same way as a Lie algebra corresponds to a given root system, the “algebra” (subspace $`𝐏`$ or $`i𝐏`$) of each symmetric space corresponds to a restricted root system. These root systems are of primary importance in the physical applications to be discussed in Part II. The restricted root system can be of an entirely different type from the root system inherited from the complex extension algebra, and its rank may be different. We work out a specific example of a restricted root system as an illustration. In spite of their importance, we have not been able to find any explicit reference in the literature that explains how to obtain the restricted root systems. Instead, we found that they are often referred to in tables and in mathematical texts without explicitly mentioning that they are restricted, which could easily lead to confusion with the inherited root systems. In reference  the root system that is associated to each symmetric space is the one inherited from the complex extension algebra, whereas for example in Table B1 of reference  and in  the restricted root systems are listed.

There are also symmetric spaces with an indefinite metric, so called pseudo–Riemannian spaces, corresponding to a maximal non–compact subgroup $`H`$. For completeness, we will briefly discuss how these are obtained as real forms of symmetric spaces corresponding to compact symmetric subgroups. This does not require any new tools than the ones we have already introduced, namely the involutive automorphisms.

### 5.1 The curvature tensor and triplicity

Suppose that $`𝐊`$ is a maximal compact subalgebra of the non–compact algebra $`𝐆^{}`$ in the Cartan decomposition $`𝐆^{}=𝐊i𝐏`$, where $`i𝐏`$ is a complementary subspace. $`𝐊`$ and $`𝐏`$ (alternatively $`𝐊`$ and $`i𝐏`$) satisfy eq. (3.2):

$$[𝐊,𝐊]𝐊,[𝐊,𝐏]𝐏,[𝐏,𝐏]𝐊$$
(5.1)
$`𝐊`$ is called a symmetric subalgebra and the coset spaces $`\mathrm{exp}(𝐏)G/K`$ and $`\mathrm{exp}(i𝐏)G^{}/K`$ are globally symmetric Riemannian spaces. Globally symmetric means that every point on the manifold can be moved to any other point by a particular group operation (we discussed this in paragraph 2.3; for a rigorous definition of globally symmetric spaces see Helgason , paragraph IV.3). In the same way, the metric can be defined in any point of the manifold by moving the metric at the origin to this point, using a group operation (cf. eq. (3.16) in paragraph 3.4). The Killing form restricted to the tangent spaces $`𝐏`$ and $`i𝐏`$ at any point in the coset manifold has a definite sign. The manifold is then called “Riemannian”. The metric can be taken to be either plus or minus the Killing form so that it is always positive definite (cf. paragraph 3.4).

A curvature tensor with components $`R_{jkl}^i`$ can be defined on the manifold $`G/K`$ or $`G^{}/K`$ in the usual way . It is a function of the metric tensor and its derivatives. It was proved for instance in , Ch. IV, that the components of the curvature tensor at the origin of a globally symmetric coset manifold is given by the expression

$$R_{ijk}^nX_n=[X_i,[X_j,X_k]]=C_{im}^nC_{jk}^mX_n$$
(5.2)
where $`\{X_i\}`$ is a basis for the Lie algebra. The sectional curvature at a point $`p`$ is equal to

$$𝒦=g([[X,Y],X],Y)$$
(5.3)
where $`g`$ is an arbitrary symmetric and nondegenerate metric (such a metric is also called a pseudo–Riemannian structure, or simply a Riemannian structure if it has a definite sign) on the tangent space at $`p`$, invariant under the action of the group elements. In (5.3), $`g(X_i,X_j)g_{ij}`$ and $`\{X,Y\}`$ is an orthonormal basis for a two–dimensional subspace $`S`$ of the tangent space at the point $`p`$ (assuming it has dimension $`2`$). The sectional curvature is equal to the gaussian curvature on a 2–dimensional manifold. If the manifold has dimension $`2`$, (5.3) gives the sectional curvature along the section $`S`$.

Eqs. (5.2) and (5.3), together with eq. (5.1) show that the curvature of the spaces $`G/K`$ and $`G^{}/K`$ has a definite and opposite sign (, par. V.3). Thus, we see that if $`G`$ is a compact semisimple group, to the same subgroup $`K`$ there corresponds a positive curvature space $`PG/K`$ and a dual negative curvature space $`P^{}G^{}/K`$. The reason for this is exactly the same as the reason why the sign changes for the components of the metric corresponding to the generators in $`i𝐏`$ as we go to the dual space $`𝐏`$. We remind the reader that the sign of the metric can be chosen positive or negative for a compact space. The issue here is that the sign changes in going from $`G^{}/K`$ to $`G/K`$.

Example: We can use the example of $`SU(2)`$ in paragraph 4.1 to see that the sectional curvature is the opposite for the two spaces $`G/K`$ and $`G^{}/K`$. If we take $`\{X,Y\}=\{\mathrm{\Sigma }_3,\mathrm{\Sigma }_1\}`$ as the basis in the space $`i𝐏`$ and $`\{\stackrel{~}{\mathrm{\Sigma }}_3,\stackrel{~}{\mathrm{\Sigma }}_1\}`$ ($`\stackrel{~}{\mathrm{\Sigma }}_ii\mathrm{\Sigma }_i`$) as the basis in the space $`𝐏`$, we see by comparing the signs of the entries of the metrics we computed in eqs. (4.11) and (4.13) that the sectional curvature $`𝒦`$ at the origin has the opposite sign for the two spaces $`SO(2,1)/SO(2)`$ and $`SO(3)/SO(2)`$.

Actually, there is also a zero–curvature symmetric space $`X^0=G^0/K`$ related to $`X^+=G/K`$ and $`X^{}=G^{}/K`$, so that we can speak of a triplet of symmetric spaces related to the same symmetric subgroup $`K`$. The zero–curvature spaces were discussed in  and in Ch. V of Helgason’s book , where they are referred to as “symmetric spaces of the euclidean type”. That their curvature is zero was proved in Theorem 3.1 of , Ch. V.

The flat symmetric space $`X^0`$ can be identified with the subspace $`𝐏`$ of the algebra. The group $`G^0`$ is a semidirect product of the subgroup $`K`$ and the invariant subspace $`𝐏`$ of the algebra, and its elements $`g=(k,a)`$ act on the elements of $`X^0`$ in the following way:

$$g(x)=kx+a,kK,x,aX^0$$
(5.4)
if the $`x`$’s are vectors, and

$$g(x)=kxk^1+a,kK,x,aX^0$$
(5.5)
if the $`x`$’s are matrices. We will see one example of each below.

The elements of the algebra $`𝐏`$ now define an abelian additive group, and $`X^0`$ is a vector space with euclidean geometry. In the above scenario, the subspace $`𝐏`$ contains only the operators of the Cartan subalgebra and no others: $`𝐏=𝐇_\mathrm{𝟎}`$, so that $`𝐏`$ is a subalgebra of $`𝐆^\mathrm{𝟎}`$. The algebra $`𝐆^\mathrm{𝟎}=𝐊𝐏`$ belongs to a non–semisimple group $`G^0`$, since it has an abelian ideal $`𝐏`$: $`[𝐊,𝐊]𝐊`$, $`[𝐊,𝐏]𝐏`$, $`[𝐏,𝐏]=0`$. Note that $`𝐊`$ and $`𝐏`$ still satisfy the commutation relations (5.1). In this case the coset space $`X^0`$ is flat, since by (5.1), $`R_{ijk}^n=0`$ for all the elements $`X𝐏`$. Eq. (5.2) is valid for any space with a Riemannian structure. Indeed, it is easy to see from eqs. (5.2), (5.3) that $`R_{ijk}^n=𝒦=0`$ if the generators are abelian. Even though the Killing form on non–semisimple algebras is degenerate, it is trivial to find a non–degenerate metric on the symmetric space $`X^0`$ that can be used in (5.3) to find that the sectional curvature at any point is zero. For example, as we pass from the sphere to the plane, the metric becomes degenerate in the limit as $`[L_1,L_2]L_3[P_1,P_2]=0`$ (see the example below). Obviously, we do not inherit this degenerate metric from the tangent space on $`𝐑^\mathrm{𝟐}`$ like in the case of the sphere, but the usual metric for $`𝐑^\mathrm{𝟐}`$, $`g_{ij}=\delta _{ij}`$ provides the Riemannian structure on the plane.

Examples: An example of a flat symmetric space is $`E_2/K`$, where $`G^0=E_2`$ is the euclidean group of motions of the plane $`𝐑^\mathrm{𝟐}`$: $`g(x)=kx+a`$, $`g=(k,a)G^0`$ where $`kK=SO(2)`$ and $`a𝐑^2`$. The generators of this group are translations $`P_1`$, $`P_2𝐇_\mathrm{𝟎}=𝐏`$ and a rotation $`J𝐊`$ satisfying $`[P_1,P_2]=0`$, $`[J,P_i]=ϵ^{ij}P_j`$, $`[J,J]=0`$, in agreement with eq. (5.1) defining a symmetric subgroup. The abelian algebra of translations $`_{i=1}^2t^iP_i`$, $`t^i𝐑`$, is isomorphic to the plane $`𝐑^\mathrm{𝟐}`$, and can be identified with it.

The commutation relations for $`E_2`$ are a kind of limiting case of the commutation relations for $`\mathrm{𝐒𝐎}(\mathrm{𝟑})\mathrm{𝐒𝐔}(\mathrm{𝟐})`$ and $`\mathrm{𝐒𝐎}(\mathrm{𝟐},\mathrm{𝟏})`$. If in the limit of infinite radius of the sphere $`S^2`$ we identify $`\stackrel{~}{\mathrm{\Sigma }}_1`$ with $`P_1`$, $`\stackrel{~}{\mathrm{\Sigma }}_2`$ with $`P_2`$, and $`\stackrel{~}{\mathrm{\Sigma }}_3`$ with $`J`$, we see that the commutation relations resemble the ones described in eq. (4.10) and (4.12) – we only have to set $`[\stackrel{~}{\mathrm{\Sigma }}_1,\stackrel{~}{\mathrm{\Sigma }}_2]=0`$, which amounts to setting $`C_{12}^3=C_{21}^30`$. From here we get the degenerate metric of the non–semisimple algebra $`𝐄_\mathrm{𝟐}`$:

$$g_{ij}=\left(\begin{array}{ccc}1& & \\ & 0& \\ & & 0\end{array}\right)$$
(5.6)
where the only nonzero element is $`g_{33}`$. This is to be confronted with eqs. (4.11) and (4.13) which are the metrics for $`\mathrm{𝐒𝐎}(\mathrm{𝟐},\mathrm{𝟏})`$ and $`\mathrm{𝐒𝐎}(\mathrm{𝟑})`$. This is an example of contraction of an algebra.

An example of a triplet $`\{X^+,X^0,X^{}\}`$ corresponding to the same subgroup $`K=SO(n)`$ is:

1) $`X^+=SU(n,C)/SO(n)`$, the set of symmetric unitary matrices with unit determinant; it is the space $`\mathrm{exp}(𝐏)`$ where $`𝐏`$ are real, symmetric and traceless $`n\times n`$ matrices. (Cf. the example in subsection 3.1.)

2) $`X^0`$ is the set $`𝐏`$ of real, symmetric and traceless $`n\times n`$ matrices and the non–semisimple group $`G^0`$ is the group whose action is defined by $`g(x)=kxk^1+a`$, $`g=(k,a)G^0`$ where $`kK=SO(n)`$ and $`x,aX^0`$. The involutive automorphism maps $`g=(k,a)G^0`$ into $`g^{}=(k,a)`$.

3) $`X^{}=SL(n,R)/SO(n)`$ is the set of real, positive, symmetric matrices with unit determinant; it is the space $`\mathrm{exp}(i𝐏)`$ where $`𝐏`$ are real, symmetric and traceless $`n\times n`$ matrices.

We remark that the zero–curvature symmetric spaces correspond to the integration manifolds of many known matrix models with physical applications.

The pairs of dual symmetric spaces of positive and negative curvature listed in each row of Table 1 originate in the same complex extension algebra  with a given root lattice. This “inherited” root lattice is listed in the first column of the table. In our example in paragraph 4.2 this was the root lattice of the complex algebra $`𝐆^𝐂=\mathrm{𝐒𝐋}(𝐧,𝐂)`$. The same root lattice $`A_{n1}`$ characterizes the real forms of $`\mathrm{𝐒𝐋}(𝐧,𝐂)`$: as we saw in the example these are the algebras $`\mathrm{𝐒𝐔}(𝐧,𝐂)`$, $`\mathrm{𝐒𝐋}(𝐧,𝐑)`$, $`\mathrm{𝐒𝐔}(𝐩,𝐪;𝐂)`$ and $`\mathrm{𝐒𝐔}^{}(\mathrm{𝟐}𝐧)`$, and we have seen how to construct them using involutive automorphisms.

However, also listed in Table 1 is the restricted root system corresponding to each symmetric space. This root system may be different from the one inherited from the complex extension algebra. Below, we will define the restricted root system and see an explicit example of one such system. While the original root lattice characterizes the complex extension algebra and its real forms, the restricted root lattice characterizes a particular symmetric space originating from one of its real forms. The root lattices of the classical simple algebras are the infinite sequences $`A_n`$, $`B_n`$, $`C_n`$, $`D_n`$, where the index $`n`$ denotes the rank of the corresponding group. The root multiplicities $`m_o`$, $`m_l`$, $`m_s`$ listed in Table 1 (where the subscripts refer to ordinary, long and short roots, respectively) are characteristic of the restricted root lattices. In general, in the root lattice of a simple algebra (or in the graphical representation of any irreducible representation), the roots (weights) may be degenerate and thus have a multiplicity greater than 1. This happens if the same weight $`\mu =(\mu _1,\mathrm{},\mu _r)`$ corresponds to different states in the representation. In that case one can arrive at that particular weight using different sets of lowering operators $`E_\alpha `$ on the highest weight of the representation. Indeed, we saw in the example of $`SU(3,C)`$ in subsection 2.5, that the roots can have a multiplicity different from 1. The same is true for the restricted roots.

The sets of simple roots of the classical root systems (briefly listed in subsection 2.7) have been obtained for example in . In the canonical basis in $`𝐑^𝐧`$, the roots of type $`\{\pm e_i\pm e_j,ij\}`$ are ordinary while the roots $`\{\pm 2e_i\}`$ are long and the roots $`\{\pm e_i\}`$ are short. Only a few sets of root multiplicities are compatible with the strict properties characterizing root lattices in general.

### 5.2 Restricted root systems

The restricted root systems play an important role in connection with matrix models and integrable Calogero–Sutherland models (these models will be introduced in section 7). We will discuss this in detail in Part II. In this subsection we will explain how restricted root systems are obtained and how they are related to a given symmetric space.<sup>8</sup><sup>8</sup>8The authors are indebted to Prof. Simon Salamon for explaining how the restricted root systems are obtained.

As we have repeatedly seen in the examples using the compact algebra $`\mathrm{𝐒𝐔}(𝐧,𝐂)`$ (in particular in subsection 4.2), the algebra $`\mathrm{𝐒𝐔}(𝐩,𝐪;𝐂)`$ ($`𝐩+𝐪=𝐧`$) is a non–compact real form of the former. This means they share the same rank–$`(n1)`$ root system $`A_{n1}`$. However, to the symmetric space $`SU(p,q;C)/(SU(p)SU(q)U(1))`$ one can associate another rank–$`r^{}`$ root system, where $`r^{}=\mathrm{min}(p,q)`$ is the rank of the symmetric space. For some symmetric spaces, it is the same as the root system inherited from the complex extension algebra (see Table 1 for a list of the restricted root systems), but this need not be the case. For example, the restricted root system is, in the case of $`SU(p,q;C)/(SU(p)SU(q)U(1))`$, $`BC_r^{}`$. When it is the same and when it is different, as well as why the rank can change, will be obvious from the example we will give below.

In general the restricted root system will be different from the original, inherited root system if the Cartan subalgebra is a subset of $`𝐊`$. The procedure to find the restricted root system is then to define an alternative Cartan subalgebra that lies partly (or entirely) in $`𝐏`$ (or $`i𝐏`$).

To achieve this, we first look for a different representation of the original Cartan subalgebra, that gives the same root lattice as the original one (i.e., $`A_{n1}`$ for the $`\mathrm{𝐒𝐔}(𝐩,𝐪;𝐂)`$ algebra). In general, this root lattice is an automorphism of the original root lattice of the same kind, obtained by a permutation of the roots. Unless we find this new representation, we will not be able to find a new, alternative Cartan subalgebra that lies partly in the subspace $`𝐏`$.

Once this has been done, we take a maximal abelian subalgebra of $`𝐏`$ (the number of generators in it will be equal to the rank $`r^{}`$ of the symmetric space $`G/K`$ or $`G^{}/K`$) and find the generators in $`𝐊`$ that commute with it. These generators will be among the ones that are in the new representation of the original Cartan subalgebra. These commuting generators now form our new, alternative Cartan subalgebra that lies partly in $`𝐏`$, partly in $`𝐊`$. Let’s call it $`𝐀_\mathrm{𝟎}`$.

The new root system is defined with respect to the part of the maximal abelian subalgebra that lies in $`𝐏`$. Therefore its rank is normally smaller than the rank of the root system inherited from the complex extension. We can define raising and lowering operators $`E_\alpha ^{}`$ in the whole algebra $`𝐆`$ that satisfy

$$[X_i^{},E_\alpha ^{}]=\alpha _i^{}E_\alpha ^{}(X_i^{}𝐀_\mathrm{𝟎}𝐏)$$
(5.7)
The roots $`\alpha _i^{}`$ define the restricted root system.

Example: Let’s now look at a specific example. We will start with the by now familiar algebra $`\mathrm{𝐒𝐔}(\mathrm{𝟑},𝐂)`$. As before, we use the convention of regarding the $`T_i`$’s as the generators, without the factor of $`i`$ (recall that the algebra consists of elements of the form $`_at^aX_a=i_at^aT_a`$; cf. the footnote in conjuction with eq. (2.5)). In subsection 2.5 we explicitly constructed its root lattice $`A_2`$. Let’s write down the generators again:

$$\begin{array}{c}T_1=\frac{1}{2}\left(\begin{array}{ccc}0& 1& 0\\ 1& 0& 0\\ 0& 0& 0\end{array}\right),T_2=\frac{1}{2}\left(\begin{array}{ccc}0& i& 0\\ i& 0& 0\\ 0& 0& 0\end{array}\right),T_3=\frac{1}{2}\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 0\end{array}\right),\hfill \\ \\ T_4=\frac{1}{2}\left(\begin{array}{ccc}0& 0& 1\\ 0& 0& 0\\ 1& 0& 0\end{array}\right),T_5=\frac{1}{2}\left(\begin{array}{ccc}0& 0& i\\ 0& 0& 0\\ i& 0& 0\end{array}\right),T_6=\frac{1}{2}\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& 1\\ 0& 1& 0\end{array}\right),\hfill \\ \\ T_7=\frac{1}{2}\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& i\\ 0& i& 0\end{array}\right),T_8=\frac{1}{2\sqrt{3}}\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 2\end{array}\right)\hfill \end{array}$$

The splitting of the $`\mathrm{𝐒𝐔}(\mathrm{𝟑},𝐂)`$ algebra in terms of the subspaces $`𝐊`$ and $`𝐏`$ was given in eq. (3.1):

$$𝐊=\{iT_2,iT_5,iT_7\},𝐏=\{iT_1,iT_3,iT_4,iT_6,iT_8\}$$
(5.8)
The Cartan subalgebra is $`\{iT_3,iT_8\}`$. The raising and lowering operators were given in (2.5) in terms of $`T_i`$:

$$\begin{array}{c}E_{\pm (1,0)}=\frac{1}{\sqrt{2}}(T_1\pm iT_2)\hfill \\ \\ E_{\pm (\frac{1}{2},\frac{\sqrt{3}}{2})}=\frac{1}{\sqrt{2}}(T_4\pm iT_5)\hfill \\ \\ E_{\pm (\frac{1}{2},\frac{\sqrt{3}}{2})}=\frac{1}{\sqrt{2}}(T_6\pm iT_7)\hfill \end{array}$$
(5.9)
Now let us construct the Cartan decomposition of $`𝐆^{}=𝐊^{}i𝐏^{}=\mathrm{𝐒𝐔}(\mathrm{𝟐},\mathrm{𝟏};𝐂)`$. We know from paragraph 4.2 that $`𝐊^{}`$ and $`𝐏^{}`$ are given by matrices of the form

$$\left(\begin{array}{cc}A& 0\\ 0& C\end{array}\right)𝐊^{},\left(\begin{array}{cc}0& B\\ B^{}& 0\end{array}\right)𝐏^{}$$
(5.10)
where $`A`$ and $`C`$ are antihermitean and $`\mathrm{tr}A+\mathrm{tr}C=0`$. Combining the generators to form this kind of block–structures (or alternatively, using the involution $`\sigma _2=I_{2,1}`$) we need to take linear combinations of the $`X_i`$’s, with real coefficients, and we then see that the subspaces $`𝐊^{}`$ and $`i𝐏^{}`$ are spanned by

$$\begin{array}{c}𝐊^{}=\{\frac{i}{2}\left(\begin{array}{ccc}0& 1& \\ 1& 0& \\ & & 0\end{array}\right),\frac{1}{2}\left(\begin{array}{ccc}0& 1& \\ 1& 0& \\ & & 0\end{array}\right),\frac{i}{2}\left(\begin{array}{ccc}1& 0& \\ 0& 1& \\ & & 0\end{array}\right),\frac{i}{2\sqrt{3}}\left(\begin{array}{ccc}1& 0& \\ 0& 1& \\ & & 2\end{array}\right)\}\hfill \\ \\ =\{iT_1,iT_2,iT_3,iT_8\}\hfill \\ \\ i𝐏^{}=\{\frac{1}{2}\left(\begin{array}{ccc}& & 1\\ & & 0\\ 1& 0& \end{array}\right),\frac{i}{2}\left(\begin{array}{ccc}& & 1\\ & & 0\\ 1& 0& \end{array}\right),\frac{1}{2}\left(\begin{array}{ccc}& & 0\\ & & 1\\ 0& 1& \end{array}\right),\frac{i}{2}\left(\begin{array}{ccc}& & 0\\ & & 1\\ 0& 1& \end{array}\right)\}\hfill \\ \\ =\{T_4,T_5,T_6,T_7\}\hfill \end{array}$$
(5.11)
where the block–structure is evidenced by leaving blank the remaining zero entries. $`𝐊^{}`$ spans the algebra of the symmetric subgroup $`SU(2)U(1)`$ and $`i𝐏^{}`$ spans the complementary subspace corresponding to the symmetric space $`SU(2,1)/(SU(2)U(1))`$. $`i𝐏^{}`$ is spanned by matrices of the form

$$\left(\begin{array}{cc}0& \stackrel{~}{B}\\ \stackrel{~}{B}^{}& 0\end{array}\right)$$
(5.12)
We see that the Cartan subalgebra $`i𝐇_\mathrm{𝟎}=\{iT_3,iT_8\}`$ lies entirely in $`𝐊^{}`$. It is easy to see that by using the alternative representation

$$T_3^{}=\frac{1}{2}\left(\begin{array}{ccc}1& & \\ & 0& \\ & & 1\end{array}\right),T_8^{}=\frac{1}{2\sqrt{3}}\left(\begin{array}{ccc}1& & \\ & 2& \\ & & 1\end{array}\right)$$
(5.13)
of the Cartan subalgebra (note that this is a valid representation of $`\mathrm{𝐒𝐔}(\mathrm{𝟑},𝐂)`$ generators) while the other $`T_i`$’s are unchanged, we still get the same root lattice $`A_2`$. The eigenvectors under the adjoint representation, the $`E_\alpha `$’s, are still given by eq. (5.9). However, their eigenvalues (roots) are permuted under the new adjoint representation of the Cartan subalgebra, so that they no longer correspond to the root subscripts in (5.9). This permutation is a Weyl reflection; more specifically, it is the reflection in the hyperplane orthogonal to the root $`(\frac{1}{2},\frac{\sqrt{3}}{2})`$.

Now we choose the alternative Cartan subalgebra to consist of the generators $`T_4`$, $`T_8^{}`$:

$$𝐀_\mathrm{𝟎}=\{T_4,T_8^{}\},[T_4,T_8^{}]=0,iT_4𝐏^{},iT_8^{}𝐊^{}$$
(5.14)
(Note that unless we first take a new representation of the original Cartan subalgebra, we are not able to find the alternative Cartan subalgebra that lies partly in $`𝐏^{}`$.) The restricted root system is now about to be revealed. We define raising and lowering operators $`E_\alpha ^{}`$ in the whole algebra according to

$$E_{\pm 1}^{}(T_5\pm iT_3)E_{\pm \frac{1}{2}}^{}(T_6\pm iT_2)\stackrel{~}{E}_{\pm \frac{1}{2}}^{}(T_7\pm iT_1)$$
(5.15)
The $`\pm \alpha `$ subscripts are the eigenvalues of $`T_4i𝐏^{}`$ in the adjoint representation:

$`[T_4,E_{\pm 1}^{}]=\pm E_{\pm 1}^{},[T_4,E_{\pm \frac{1}{2}}^{}]=\pm {\displaystyle \frac{1}{2}}E_{\pm \frac{1}{2}}^{},[T_4,\stackrel{~}{E}_{\pm \frac{1}{2}}^{}]=\pm {\displaystyle \frac{1}{2}}\stackrel{~}{E}_{\pm \frac{1}{2}}^{}`$ (5.16)
These roots form a one–dimensional root system of type $`BC_1`$. We see that the multiplicity of the long roots is $`1`$ and the multiplicity of the short roots is $`2=2(pq)`$. This result is general (cf. Table 1). If we had ordinary roots, their multiplicity would be $`2`$, but for this low–dimensional group we can have only $`3`$ pairs of roots. Note that we can rescale the lengths of all the roots together by rescaling the operator $`T_4`$ in (5.16), but their characters as long and short roots can not change. The root system $`BC_1`$ is with respect to the part of the Cartan subalgebra lying in $`i𝐏^{}`$ only, thus it is called restricted.

According to eq. (3.7), every element $`p`$ of $`PG/K`$ is conjugated with some element $`h=\mathrm{e}^H`$ ($`H𝐇_\mathrm{𝟎}`$) through $`p=khk^1`$, where $`kK/M^{}`$ and $`H`$ is defined up to the elements in the factor group $`M^{}/M`$. Thus, the decomposition $`p=khk^1`$ is not unique. The factor group $`M^{}/M`$ transforms a Cartan subalgebra $`𝐇_\mathrm{𝟎}𝐏`$ into another Cartan subalgebra $`𝐇_\mathrm{𝟎}^{}𝐏`$ conjugate with the original one. This amounts to a permutation of the roots of the restricted root lattice corresponding to Weyl reflections. The factor group $`M^{}/M`$ then coincides with the Weyl group of the restricted root system. If we fix the Weyl chamber of $`H`$, $`H`$ is unique and $`k`$ is defined up to transformations by the subgroup $`M`$.

### 5.3 Real forms of symmetric spaces

Involutive automorphisms were used to split the algebra $`𝐆`$ into orthogonal subspaces to obtain the real forms $`𝐆`$, $`𝐆^{}`$, $`𝐆^{}`$… of a complex extension algebra $`𝐆^𝐂`$. By re–applying the same involutive automorphisms to the spaces $`𝐊`$, $`𝐏`$, and $`i𝐏`$, these spaces with a definite metric tensor can in turn be split into subspaces with eigenvalue $`+1`$ and $`1`$ under this new involutive automorphism $`\tau `$. Thus,

$$\begin{array}{c}\sigma :𝐆𝐊𝐏,\hfill \\ \tau :𝐊𝐊_\mathrm{𝟏}𝐊_\mathrm{𝟐},\hfill \\ \tau :𝐏𝐏_\mathrm{𝟏}𝐏_\mathrm{𝟐},\hfill \\ \tau :i𝐏i𝐏_\mathrm{𝟏}i𝐏_\mathrm{𝟐},\hfill \end{array}\begin{array}{c}𝐆^{}=𝐊i𝐏\hfill \\ 𝐇=𝐊_\mathrm{𝟏}i𝐊_\mathrm{𝟐}\hfill \\ 𝐌=𝐏_\mathrm{𝟏}i𝐏_\mathrm{𝟐}\hfill \\ i𝐌=i𝐏_\mathrm{𝟏}𝐏_\mathrm{𝟐}\hfill \end{array}$$
(5.17)
As we already know, $`K`$ is a compact subgroup, and $`\mathrm{exp}(𝐏)`$ and $`\mathrm{exp}(i𝐏)`$ define symmetric spaces with a definite metric (Riemannian spaces). In the same way, $`H`$ is a non–compact subgroup, $`\mathrm{exp}(𝐌)`$ and its dual space $`\mathrm{exp}(i𝐌)`$ define symmetric spaces with an indefinite metric. These are pseudo–Riemannian symmetric coset spaces of a non–compact group by a maximal non–compact subgroup<sup>9</sup><sup>9</sup>9Note that not all the theorems governing symmetric spaces corresponding to maximal compact subgroups apply to the case at hand. A prime example is the decomposition involving radial coordinates in subsection 3.3. We will not discuss the symmetric spaces involving maximal non–compact subgroups in any detail in this paper.. The original algebra $`𝐆`$ is thereby split into four components $`𝐊_\mathrm{𝟏}`$, $`𝐊_\mathrm{𝟐}`$, $`𝐏_\mathrm{𝟏}`$, $`𝐏_\mathrm{𝟐}`$, depending on their eigenvalues ($`++,+,+,`$) under the two successive automorphisms $`\sigma `$, $`\tau `$. By applying all the possible $`\sigma `$’s and all the possible $`\tau `$’s, or by replacing either $`\sigma `$ or $`\tau `$ by the involutive automorphism $`\sigma \tau =\tau \sigma `$, we obtain all the possible real forms of the symmetric spaces associated with the compact algebra $`𝐆`$.

Example: The complex algebra $`\mathrm{𝐒𝐎}(\mathrm{𝟑},𝐂)`$ has a root system of type $`B_n`$. Its compact real form is $`\mathrm{𝐒𝐎}(\mathrm{𝟑},𝐑)`$, and its only non–compact real form is $`\mathrm{𝐒𝐎}(𝐩,𝐪;𝐑)\mathrm{𝐒𝐎}(𝐪,𝐩;𝐑)`$ ($`𝐩+𝐪=3`$), obtained by applying the involution $`\sigma `$=$`I_{p,q}`$ ($`I_{q,p}`$) to $`\mathrm{𝐒𝐎}(\mathrm{𝟑},𝐑)`$. In paragraph 4.2 we constructed two Riemannian symmetric spaces associated with the algebra $`\mathrm{𝐒𝐎}(\mathrm{𝟑})`$, the sphere $`SO(3)/SO(2)`$ and the double–sheeted hyperboloid $`SO(2,1)/SO(2)`$. The Killing form has a definite opposite sign for the two spaces.

The single–sheeted hyperboloid, described by the equation $`x^2+y^2+z^2=1`$ in $`𝐑^3`$, corresponds to the pseudo–Riemannian symmetric space $`SO(2,1)/SO(1,1)`$ associated with the same algebra. It is obtained by applying two consecutive involutive automorphisms $`\sigma `$=$`I_{2,1}`$, $`\tau `$=$`I_{1,2}`$ to the algebra $`𝐆=\mathrm{𝐒𝐎}(\mathrm{𝟑},𝐑)`$. Like in eq. (4.25), $`I_{2,1}`$ and the Weyl unitary trick transforms $`𝐆`$ into $`𝐆^{}`$. Let’s now apply $`I_{1,2}`$ to $`𝐆^{}`$:

$$\begin{array}{c}I_{1,2}XI_{1,2}^1=\left(\begin{array}{ccc}1& & \\ & 1& \\ & & 1\end{array}\right)\frac{1}{2}\left(\begin{array}{ccc}& t^3& it^2\\ t^3& & it^1\\ it^2& it^1& \end{array}\right)\left(\begin{array}{ccc}1& & \\ & 1& \\ & & 1\end{array}\right)\hfill \\ \\ =\frac{1}{2}\left(\begin{array}{ccc}& t^3& it^2\\ t^3& & it^1\\ it^2& it^1& \end{array}\right)=\frac{1}{2}\left(\begin{array}{ccc}& t^3& \\ t^3& & \end{array}\right)\frac{1}{2}\left(\begin{array}{ccc}& & it^2\\ & & it^1\\ it^2& it^1& \end{array}\right)\hfill \\ \\ =(𝐊_\mathrm{𝟏}𝐊_\mathrm{𝟐})i(𝐏_\mathrm{𝟏}𝐏_\mathrm{𝟐})\hfill \end{array}$$
(5.18)
where in this example, $`𝐊_\mathrm{𝟏}`$ is empty. The spaces $`𝐊_\mathrm{𝟏}`$, $`𝐊_\mathrm{𝟐}`$, $`𝐏_\mathrm{𝟏}`$, $`𝐏_\mathrm{𝟐}`$ consist of the generators in $`𝐆`$ with the following combinations of eigenvalues under the two successive involutions, $`\sigma \tau `$:

$$𝐊_\mathrm{𝟏}:++𝐊_\mathrm{𝟐}:+𝐏_\mathrm{𝟏}:+𝐏_\mathrm{𝟐}:$$
(5.19)
Thus we see that $`𝐊_\mathrm{𝟏}`$ is empty and the others are spanned by

$$𝐊_\mathrm{𝟐}=\left\{\frac{1}{2}\left(\begin{array}{ccc}& 1& \\ 1& & \end{array}\right)\right\},𝐏_\mathrm{𝟏}=\left\{\frac{1}{2}\left(\begin{array}{ccc}& & \\ & & 1\\ & 1& \end{array}\right)\right\},𝐏_\mathrm{𝟐}=\left\{\frac{1}{2}\left(\begin{array}{ccc}& & 1\\ & & \\ 1& & \end{array}\right)\right\}$$
(5.20)
The new symmetric space is obtained by doing the Weyl unitary trick on the split spaces ($`𝐊_\mathrm{𝟏}𝐊_\mathrm{𝟐}`$) and ($`𝐏_\mathrm{𝟏}𝐏_\mathrm{𝟐}`$):

$$\begin{array}{c}𝐇=𝐊_\mathrm{𝟏}i𝐊_\mathrm{𝟐}=\frac{1}{2}\left(\begin{array}{ccc}& it^3& \\ it^3& & \end{array}\right)\hfill \\ \\ 𝐌=𝐏_\mathrm{𝟏}i𝐏_\mathrm{𝟐}=\frac{1}{2}\left(\begin{array}{ccc}& & it^2\\ & & t^1\\ it^2& t^1& \end{array}\right)\hfill \end{array}$$
(5.21)
The second involution $`\tau `$ (plus the Weyl trick) gives rise to a non–compact subgroup $`H`$=$`SO(1,1)`$ and to the symmetric space $`M\mathrm{exp}𝐌`$ and its dual $`M^{}\mathrm{exp}(i𝐌)`$. The coset $`MSO(2,1)/SO(1,1)`$ is represented by

$$\mathrm{exp}𝐌=\left(\begin{array}{ccc}.& .& ix\\ .& .& y\\ ix& y& z\end{array}\right);(ix)^2+y^2+z^2=1$$
(5.22)
The real forms of the simple Lie groups do not include all the possible Riemannian symmetric coset spaces. For example, the compact Lie group $`G`$ is itself such a space, and so is its dual $`G^C/G`$ (here the algebra $`𝐆^𝐂=𝐆^{}i𝐆^{}`$ is the complex extension of all the real forms $`𝐆^{}`$). By starting with a compact algebra $`𝐆`$ and applying to it all the combinations of the two involutive automorphisms $`\sigma `$, $`\tau `$, we construct, in the way just described, all the remaining pseudo–Riemannian symmetric spaces associated to the corresponding root system. A complete list of these spaces can be found in Table 9.7 of reference .

Note that all the properties of the Lie algebra $`𝐆`$ (Killing form, rank, and so on) can be transferred to the vector subspaces $`𝐏`$, $`i𝐏`$ . The only difference is that the subspaces are not closed under commutation.

In this section of the paper we have discussed symmetric spaces of positive, zero and negative curvature that will be relevant for matrix models of the circular, gaussian, and transfer matrix type, respectively. In Part II we will define and discuss various types of random matrix ensembles and their applications to various physical problems, and we will associate them to the corresponding symmetric spaces in Table 1.

## 6 Operators on symmetric spaces

The differential operator uniquely determined by the simplest Casimir operator on a symmetric space (and especially its radial part) plays an important role both in mathematics and in the physical applications of symmetric spaces. Its eigenfunctions provide a complete basis for the expansion of an arbitrary square–integrable function on the symmetric space, and are therefore important in their own right. Their importance in the applications to be discussed in Part II is evident when considering that the radial part of the Laplace–Beltrami operator on an underlying symmetric space determines the dynamics of the transfer matrix eigenvalues of the Dorokhov–Mello–Pereyra–Kumar equation (DMPK equation for short) in the theoretical description of quantum wires, and maps onto the Hamiltonians of integrable Calogero–Sutherland models. Here we will define some concepts related to the Laplace–Beltrami operator and discuss its eigenfunctions.

### 6.1 Casimir operators

Let $`𝐆`$ be a semisimple rank–$`r`$ Lie algebra. A Casimir operator (invariant operator) $`C_k`$ ($`k=1,\mathrm{},r`$) associated with the algebra $`𝐆`$ is a homogeneous polynomial operator that satisfies

$$[C_k,X_i]=0$$
(6.1)
for all $`X_i𝐆`$. The simplest (quadratic) Casimir operator associated to the adjoint representation of the algebra $`𝐆`$ is given by

$$C=g^{ij}X_iX_j$$
(6.2)
where $`g^{ij}`$ is the inverse of the metric tensor defined in (3.14) and the generators $`X_i`$ are in the adjoint representation. More generally, it can be defined for any representation $`\rho `$ of $`𝐆`$ by

$$C_\rho =g_\rho ^{ij}\rho (X_i)\rho (X_j)$$
(6.3)
where $`g_\rho ^{ij}`$ is the inverse of the metric (3.15) for the representation $`\rho `$ (cf. subsection 3.4). The Casimir operators lie in the enveloping algebra obtained by embedding $`𝐆`$ in the associative algebra defined by the relations

$$X(YZ)=(XY)Z[X,Y]=XYYX$$
(6.4)
(note that in general, $`XY`$ makes no sense in the algebra $`𝐆`$).

The number of functionally independent Casimir operators is equal to the rank $`r`$ of the group. Other Casimir operators can be formed by taking polynomials of the independent Casimir operators $`C_k`$ ($`k=1,\mathrm{},r`$). Since the Casimir operators commute with all the elements in $`𝐆`$, they make up the center of the associative algebra (6.4).

Note that Casimir operators are defined for semisimple algebras, where the metric tensor has an inverse. This does not prevent one from finding operators that commute with all the generators of non–semisimple algebras. For example, for the euclidean group $`E_3`$ of rotations $`\{J_1,J_2,J_3\}`$ and translations $`\{P_1,P_2,P_3\}`$, $`𝐏^2=P_iP_i`$ and $`𝐏𝐉=P_iJ_i`$ commute with all the generators (cf. the comments in the paragraph following eq. (5.5)). Also the operators that commute with all the generators of a non–semisimple algebra are often referred to as Casimir operators.

All the independent Casimir operators of the algebra $`𝐆`$ can be obtained as follows. Suppose $`\rho `$ is an $`n`$–dimensional representation of the rank–$`r`$ Lie algebra $`𝐆`$. The secular equation for the algebra $`𝐆`$ is defined as the eigenvalue equation

$$\mathrm{det}\left(\underset{i=1}{\overset{\mathrm{dim}𝐆}{}}t^i\rho (X_i)\lambda I_n\right)=\underset{k=0}{\overset{n}{}}(\lambda )^{nk}\phi _k(t^i)=0$$
(6.5)
where the $`\phi _k(t^i)`$ are functions of the real coordinates $`t^i`$. In general, they will not all be functionally independent (for example, $`\phi _0(t^i)`$ is a constant). There will be $`r`$ functionally independent coefficients $`\phi _k(t^i)`$ multiplying the powers of $`\lambda `$ . When writing down the secular equation, it is easiest to take a low–dimensional representation. By making the substitution $`t^iX_i`$ in the functionally independent coefficients, they become the functionally independent Casimir operators of the algebra $`𝐆`$:

$$\phi _k(t^i)\begin{array}{c}t^iX_i\\ \end{array}C_l(X_i)$$
(6.6)
Example: The generators $`L_1`$, $`L_2`$, $`L_3`$ of the $`\mathrm{𝐒𝐎}(\mathrm{𝟑})`$ algebra were given explicitly in the adjoint representation in equations (2.5), (2.6) in subsection 2.3. The secular equation for this algebra is then

$$\mathrm{det}\left(𝐭𝐋\lambda I_3\right)=\left|\begin{array}{ccc}\lambda & t^3/2& t^2/2\\ t^3/2& \lambda & t^1/2\\ t^2/2& t^1/2& \lambda \end{array}\right|=(\lambda )^3+(\lambda )\frac{1}{4}𝐭^2=0$$
(6.7)
The equation has one functionally independent coefficient, which is proportional to the trace of the matrix $`(𝐭𝐋)^2`$. It equals $`\phi _1(𝐭)=\frac{1}{4}𝐭^2`$. The rank of $`SO(3)`$ is $`1`$ and the only Casimir operator is

$$C_1𝐋^2=L_1^2+L_2^2+L_3^2$$
(6.8)
obtained by the substitution $`t^iL_i`$ in $`\phi _1(𝐭)`$. The Casimir operator can also be obtained from eq. (6.2) by using the metric $`g_{ij}=\frac{1}{2}\delta _{ij}`$ for $`\mathrm{𝐒𝐎}(\mathrm{𝟑})`$ given in the example in subsection 3.4. We know from elementary quantum mechanics that

$$[𝐋^2,L_1]=[𝐋^2,L_2]=[𝐋^2,L_3]=0$$
(6.9)
is an immediate consequence of the commutation relations, so we see that this operator indeed commutes with all the generators. Even though the commutation relations are not the same in polar coordinates or after a general coordinate transformation, (6.9) will nevertheless be true.

Example: $`SU(3)`$ is a rank–2 group and therefore its characteristic equation will have two independent coefficients. If we denote a general $`\mathrm{𝐒𝐔}(\mathrm{𝟑})`$ matrix $`(a_{ij})`$ we get the characteristic equation

$$\begin{array}{c}\mathrm{det}\left(\begin{array}{ccc}a_{11}\lambda & a_{12}& a_{13}\\ a_{21}& a_{22}\lambda & a_{23}\\ a_{31}& a_{32}& a_{33}\lambda \end{array}\right)=(\lambda )^3+(\lambda )^2(a_{11}+a_{22}+a_{33})\hfill \\ \\ +(\lambda )(a_{11}a_{22}+a_{22}a_{33}+a_{33}a_{11}a_{12}a_{21}a_{23}a_{32}a_{31}a_{13})\hfill \\ \\ +(a_{11}(a_{22}a_{33}a_{23}a_{32})+a_{12}(a_{23}a_{31}a_{21}a_{33})+a_{13}(a_{32}a_{21}a_{31}a_{22}))=0\hfill \end{array}$$
(6.10)
The term proportional to $`(\lambda )^2`$ vanishes, because the trace of any matrix in the $`\mathrm{𝐒𝐔}(\mathrm{𝟑})`$ algebra is zero. The two independent coefficients are then $`\phi _2(a_{ij})`$ and $`\phi _3(a_{ij})`$. Substituting the values in terms of the coordinates $`t^i`$ of the algebra $`_it^iT_i`$ for the $`a_{ij}`$ (for example, $`a_{11}=t^3+\frac{1}{\sqrt{3}}t^8`$, $`a_{12}=t^1+it^2`$, etc.), we see that the expression for $`\phi _2(t^i)`$ becomes

$$\phi _2(t^i)=\underset{i=1}{\overset{8}{}}(t^i)^2$$
(6.11)
and therefore the substitution (6.6) gives the first Casimir operator

$$C_1=H_1^2+H_2^2+\underset{\alpha }{}(E_\alpha E_\alpha +E_\alpha E_\alpha )=\underset{i=1}{\overset{8}{}}T_i^2$$
(6.12)
as expected. Making the same substitution in $`\phi _3(t^i)`$ gives the second Casimir operator for $`SU(3)`$, which has a more complicated form.

### 6.2 Laplace operators

The Casimir operators can be expressed as differential operators in the local coordinates on the symmetric space. This is due to the fact that each infinitesimal generator $`X_\alpha 𝐆`$ is a contravariant vector field on the group manifold. An element in the Lie algebra can be written

$$X=\underset{\alpha }{}X^\alpha (x)_\alpha \underset{\alpha }{}X^\alpha (x)\frac{}{x^\alpha }$$
(6.13)
where $`x^\alpha `$ are local coordinates  (for example, $`L_1=(𝐫\times 𝐏)_1=x^2_3x^3_2`$). That the generators transform as lower index objects follows from the commutation relations.

Example: As an example we take the group $`SO(3)`$. Under a rotation $`R=R(t^1,t^2,t^3)=\mathrm{exp}(t^kL_k)`$, the vector $`𝐱=x^i\widehat{e}_i𝐑^3`$ transforms as

$$𝐱\stackrel{R}{}𝐱^{}=x^i\widehat{e}_i^{}$$
(6.14)
where the transformation laws for the components and the natural basis vectors are

$$x^i=R_j^ix^j,\widehat{e}_i^{}=\widehat{e}_jR_i^j$$
(6.15)
and $`R^1=R^T`$. The one–parameter subgroups of $`SO(3)`$ are rotations

$$R(t^n)=\mathrm{exp}(t^nL_n),(n=1,2,3)$$
(6.16)
(no summation) where $`L_n`$ are $`SO(3)`$ generators. It is easy to show using the commutation relations for $`L_n`$ (given after eq. (2.7)) that under infinitesimal rotations the $`L_n`$ transform like the lower index objects $`\widehat{e}_i`$:

$$RL_iR^1=L_jR_i^j$$
(6.17)
Expressed in local coordinates as differential operators, the Casimirs are called Laplace operators. In analogy with the Laplacian in $`𝐑^𝐧`$,

$$𝐏^2=\mathrm{\Delta }=\underset{i=1}{\overset{n}{}}\frac{^2}{x_{}^{i}{}_{}{}^{2}}$$
(6.18)
which is is invariant under the group $`E_n`$ of rigid motions (isometries) of $`𝐑^𝐧`$, the Laplace operators on (pseudo–)Riemannian manifolds are invariant under the group of isometries of the manifold. The isometry group of the symmetric space $`PG/K`$ is $`G`$, since $`G`$ acts transitively on this space and preserves the metric, so the Laplace operators are invariant under the group operations $`gG`$.

The number of independent Laplace operators on a Riemannian symmetric coset space is equal to the rank of the space. As we defined in paragraph 3.2, the rank of a symmetric space is the maximal number of mutually commuting generators $`H_i`$ in the subspace $`𝐏`$ (cf. also subsection 5.2). If $`X_\alpha `$, $`X_\beta ,\mathrm{}𝐊`$ and $`X_i`$, $`X_j,\mathrm{}𝐏`$, it is also equal to the number of functionally independent solutions to the equation

$$\mathrm{det}\left(\underset{k=1}{\overset{\mathrm{dim}𝐏}{}}t^k\rho (X_k)\lambda I_n\right)=\underset{l=0}{\overset{n}{}}(\lambda )^{nl}\phi _l(t^k)=0$$
(6.19)
where $`n`$ is the dimension of the representation $`\rho `$ and where now in the determinant we sum over all $`X_k𝐏`$. This is equivalent to setting the coordinates $`t^\gamma `$ for all the $`X_\gamma 𝐊`$ equal to zero in the secular equation. In the example in the preceding paragraph, the rank of the symmetric space $`SO(3)/SO(2)`$ (the 2–sphere) is $`1`$, which in this case is also the rank of the group $`SO(3)`$.

The Laplace–Beltrami operator on a symmetric space is the special second order Laplace operator defined (when acting on a function (0–form) $`f`$) as

$$\mathrm{\Delta }_Bf=g^{ij}D_iD_jf=g^{ij}(_i_j\mathrm{\Gamma }_{ij}^k_k)f=\frac{1}{\sqrt{|g|}}\frac{}{x^i}g^{ij}\sqrt{|g|}\frac{}{x^j}f,g\mathrm{det}g_{ij}$$
(6.20)
Here $`D_i`$ denotes the covariant derivative on the symmetric space and $`g^{ij}`$ are the components of the inverse of the metric tensor. (The metric has an inverse because it is non–degenerate on a semisimple algebra and can be mapped over the entire symmetric space. For euclidean type spaces, we have the usual metric $`\delta _{ij}`$.) $`D_i`$ is defined in the usual way , for example it acts on the components $`x^j`$ of a contravariant vector field in the following way:

$$D_ix^j=_ix^j+\mathrm{\Gamma }_{ki}^jx^k$$
(6.21)
where $`\mathrm{\Gamma }_{ki}^j`$ are Christoffel symbols (connection coefficients). The last term represents the change in $`x^j`$ due to the curvature of the space. We remind the reader that on a Riemannian manifold, the $`\mathrm{\Gamma }_{ki}^j`$ are expressible in terms of the metric tensor, hence the formula in eq. (6.20).

Example: Let’s calculate the Laplace–Beltrami operator on the symmetric space $`SO(3)/SO(2)`$ in polar coordinates using (6.20) and the metric at the point $`(\theta ,\varphi )`$ given in the second example of subsection 3.4:

$$g_{ij}=\left(\begin{array}{cc}1& 0\\ 0& \mathrm{sin}^2\theta \end{array}\right),g^{ij}=\left(\begin{array}{cc}1& 0\\ 0& \mathrm{sin}^2\theta \end{array}\right)$$
(6.22)
Substituting in the formula and computing derivatives we obtain the Laplace–Beltrami operator on the sphere of radius $`1`$:

$$\mathrm{\Delta }_B=_\theta ^2+\mathrm{cot}\theta _\theta +\mathrm{sin}^2\theta _\varphi ^2$$
(6.23)
Of course this operator is exactly $`𝐋^2`$. We can check this by computing $`L_x=y_zz_y`$, $`L_y=z_xx_z`$, and $`L_z=x_yy_x`$ in spherical coordinates (setting $`r=1`$) and then forming the operator $`L_x^2+L_y^2+L_z^2`$, remembering that all the operators have to act also on anything coming after the expression for each $`L_i^2`$. We find that $`𝐋^2`$ in spherical coordinates, expressed as a differential operator, is exactly the Laplace–Beltrami operator.

In general, a Laplace–Beltrami operator can be split into a radial part $`\mathrm{\Delta }_B^{}`$ and a transversal part. The radial part acts on geodesics orthogonal to some submanifold $`S`$, typically a sphere centered at the origin .

Example: For the usual Laplace–Beltrami operator in $`𝐑^3`$ expressed in spherical coordinates,

$$\mathrm{\Delta }_B=_r^2+2r^1_r+r^2\left(_\theta ^2+\mathrm{cot}\theta _\theta +\mathrm{sin}^2\theta _\varphi ^2\right)$$
(6.24)
the first two terms

$$\mathrm{\Delta }_B^{}=_r^2+2r^1_r$$
(6.25)
constitute the radial part with respect to a sphere centered at the origin and the expression in parenthesis multiplied by $`r^2`$ is the transversal part. The transversal part is equal to the projection of $`\mathrm{\Delta }_B`$ on the sphere of radius $`r`$ and equals the Laplace–Beltrami operator on the sphere, given for $`r=1`$ in eq. (6.23). This is a general result. For any Riemannian manifold $`V`$ and an arbitrary submanifold $`S`$, the projection on $`S`$ of the Laplace–Beltrami operator on $`V`$ is the Laplace–Beltrami operator on $`S`$ (see Helgason , Ch. II, paragraph 3).

The radial part of the Laplace–Beltrami operator on a symmetric space has the general form

$$\mathrm{\Delta }_B^{}=\frac{1}{J^{(j)}}\underset{\alpha =1}{\overset{r^{}}{}}\frac{}{q^\alpha }J^{(j)}\frac{}{q^\alpha }(j=0,,+)$$
(6.26)
where $`r^{}`$ is the dimension of the maximal abelian subalgebra $`𝐇_\mathrm{𝟎}^{}`$ in the tangent space $`𝐏`$ (the rank of the symmetric space) and $`J^{(j)}`$ is the Jacobian, to be given in equation (6.30), of the transformation to radial coordinates. The sum goes over the labels of the independent radial coordinates defined in subsection 3.3: $`q=\mathrm{log}h(x)=(q^1,\mathrm{},q^r^{})`$ where $`h(x)`$ is the exponential map of an element in the Cartan subalgebra and $`q^\alpha `$ are canonical coordinates on $`𝐇_\mathrm{𝟎}^{}`$ (in  they were denoted $`(q,\alpha )𝐪\alpha `$; we will see in a moment that they are indeed given by $`𝐪\alpha `$ where $`\alpha `$ is a restricted root).

The adjoint representation of a general element $`H`$ in the maximal abelian subalgebra $`𝐇_\mathrm{𝟎}^{}`$ follows from a form similar to eq. (3.10) (with or without a factor of $`i`$ depending on whether we have a compact or non–compact space), but now the roots are in the restricted root lattice. For a non–compact space of type $`P^{}`$

$$\mathrm{log}h=H=𝐪𝐇=\left(\begin{array}{cccccc}0& & & & & \\ & \mathrm{}& & & & \\ & & 0& & & \\ & & & 𝐪\alpha & & \\ & & & & \mathrm{}& \\ & & & & & 𝐪\eta \end{array}\right)\left(\begin{array}{cccccc}0& & & & & \\ & \mathrm{}& & & & \\ & & 0& & & \\ & & & q^\alpha & & \\ & & & & \mathrm{}& \\ & & & & & q^\eta \end{array}\right)$$
(6.27)
Hence $`q^\alpha =𝐪\alpha `$ and

$$h=\mathrm{e}^H=\left(\begin{array}{cccccc}1& & & & & \\ & \mathrm{}& & & & \\ & & 1& & & \\ & & & \mathrm{e}^{q^\alpha }& & \\ & & & & \mathrm{}& \\ & & & & & \mathrm{e}^{q^\eta }\end{array}\right)$$
(6.28)
Example: For the simple rank–1 algebra corresponding to the compact group $`SU(2)`$, the above formulas take the form (cf. eq. (2.16))

$$H=\theta H_1=\theta \left(\begin{array}{ccc}0& & \\ & 1& \\ & & 1\end{array}\right),h=\mathrm{e}^{i\theta H_1}=\left(\begin{array}{ccc}1& & \\ & \mathrm{e}^{i\theta }& \\ & & \mathrm{e}^{i\theta }\end{array}\right)$$
(6.29)
The radial coordinate is $`q=(q^1)=\theta `$.

There is a general theory for the radial parts of Laplace–Beltrami operators . It is of interest to consider the radial part of the Laplace–Beltrami operator on a manifold $`V`$ with respect to a submanifold $`W`$ of $`V`$ that is transversal to the orbit of an element $`wW`$ under the action of a subgroup of the isometry group of $`V`$. Of special interest to us is the case in which the manifold is a symmetric space $`G/K`$ and the Lie subgroup is $`K`$.

The Jacobian $`J^{(j)}=\sqrt{|g|}`$ (where $`g`$ is the metric tensor at an arbitrary point of the symmetric space) of the transformation to radial coordinates takes the form

$$\begin{array}{c}J^{(0)}(q)=_{\alpha R^+}(q^\alpha )^{m_\alpha }\hfill \\ \\ J^{()}(q)=_{\alpha R^+}(\mathrm{sinh}(q^\alpha ))^{m_\alpha }\hfill \\ \\ J^{(+)}(q)=_{\alpha R^+}(\mathrm{sin}(q^\alpha ))^{m_\alpha }\hfill \end{array}$$
(6.30)
for the various types of symmetric spaces with zero, negative and positive curvature, respectively (see , Ch. I, par. 5). In these equations the products denoted $`_{\alpha R^+}`$ are over all the positive roots of the restricted root lattice and $`m_\alpha `$ is the multiplicity of the root $`\alpha `$. The multiplicities $`m_\alpha `$ were listed in Table 1.

A remark on equation (6.30) is in order here. Strictly speaking, in the euclidean case we have not defined any restricted root lattice. The formula for the Jacobian $`J^{(0)}(q)`$ for the zero–curvature space is understood as the infinitesimal version of the formula pertaining to the negative–curvature space. In the proof  of the formula for the zero–curvature case we consider the Jacobian for a mapping from $`K/M\times 𝐇_\mathrm{𝟎}`$ onto $`𝐏`$ (where $`M`$ is the centralizer in $`K`$ of the Cartan subalgebra $`𝐇_\mathrm{𝟎}`$), whereas in the proof of the formula for the negative–curvature symmetric space we consider the Jacobian for a mapping from $`K/M\times \mathrm{e}^{i𝐇_\mathrm{𝟎}}`$ onto a subset of the symmetric space $`\mathrm{e}^{i𝐏}`$. $`m_\alpha `$ can in both cases be interpreted as the dimension of the subspace of raising operators corresponding to the root $`\alpha `$ in the same algebra (this is, in the case of $`X^{}`$, the root multiplicity of the restricted root $`\alpha `$; see , Ch. I, paragraph 5). In the example illustrating the construction of restricted root systems in subsection 5.2 this space was spanned by the raising operators $`E_{\frac{1}{2}}^{}=T_6+iT_2`$ and $`\stackrel{~}{E}_{\frac{1}{2}}^{}=T_7+iT_1`$ for the root $`\alpha =\frac{1}{2}`$, whereas for the root $`\alpha =1`$ it was spanned by only one raising operator $`E_1^{}=T_5+iT_3`$. The above can perhaps also be understood in terms of the limiting procedure discussed in paragraph 8.3.2 (cf. also equations (6.42,6.43) in section 6.3). The $`m_\alpha `$’s will in the following be referred to as “root multiplicities” also for the zero curvature spaces, keeping the above in mind.

Example: On the hyperboloid $`H^2`$ with metric

$$g_{ij}=\left(\begin{array}{cc}1& 0\\ 0& \mathrm{sinh}^2\theta \end{array}\right),g^{ij}=\left(\begin{array}{cc}1& 0\\ 0& \mathrm{sinh}^2\theta \end{array}\right)$$
(6.31)
equations (6.26,6.30) give the radial part of $`\mathrm{\Delta }_B`$ for $`H^2`$. The radial coordinate is $`\theta `$ so we get, in agreement with (6.30)

$$\begin{array}{c}J^{()}=\sqrt{|g|}=\mathrm{sinh}\theta ,\mathrm{\Delta }_B^{}=\frac{1}{\mathrm{sinh}\theta }_\theta \mathrm{sinh}\theta _\theta =(_\theta ^2+\mathrm{coth}\theta _\theta )\end{array}$$
(6.32)
In the same way we can also easily derive the equation (6.25) and equation (6.33) below. In particular, comparing with (6.32) we immediately get the radial part of the Laplace–Beltrami operator acting on the two–sphere $`S^2`$ transversally to a one–sphere $`S^1`$ centered on the north pole:

$$\mathrm{\Delta }_B^{}=(_\theta ^2+\mathrm{cot}\theta _\theta )$$
(6.33)
which is exactly the radial part appearing in equation (6.23).

The eigenfunctions of the radial part of the Laplace–Beltrami operator on a symmetric space are called zonal spherical functions. In the applications of symmetric spaces to random matrix theory (for example in quantum transport), the properties of these zonal spherical functions are of central importance. For this reason we shall devote the following subsection (and the appendix at the end of this review) to a detailed discussion of their properties.

The so–called DMPK operator will be discussed in section 8. The differential equation involving this operator describes the evolution of the distribution of the set of eigenvalues of the transfer matrix of a quantum wire with an increasing length of the wire. One of the most interesting applications of symmetric spaces in the random matrix theory of quantum transport lies in the identification of the DMPK operator with a simple transformation of the Laplace–Beltrami operator on the symmetric space defining the random matrix universality class. We will discuss this in more detail in Part II of this review (see subsection 8.3.5).

### 6.3 Zonal spherical functions

The properties of the so called zonal spherical functions are important for the research results to be discussed in Part II. Since there is a natural mapping from the Hamiltonians of integrable Calogero–Sutherland systems onto the Laplace–Beltrami operators of the underlying symmetric spaces, these eigenfunctions play an important role in the physics of integrable systems. But they are also relevant in transport problems in connection with the DMPK equation for a quantum wire. The known asymptotic expressions for these eigenfunctions allows one to solve this equation in general or in the asymptotic regime, because of the simple mapping from the DMPK evolution operator to the radial part of the Laplace–Beltrami operator. (For an example of their use see .)

When $`\rho `$ is an irreducible representation of an algebra, the associated Casimir operators $`C_{k,\rho }`$ are multiples of the identity operator  (Schur’s lemma). This means that it has eigenvalues and eigenfunctions. Since the Casimir operators (and consequently the Laplace operators) form a commutative algebra, they have common eigenfunctions. There exists an extensive theory regarding invariant differential operators and their eigenfunctions . Of particular interest are the differential operators on a group $`G`$ or on a symmetric space $`G/K`$ that are left–invariant under the group $`G`$ and right–invariant under a maximal compact subgroup $`K`$.

Suppose the smooth complex–valued function $`\varphi _\lambda (x)`$ is an eigenfunction of such an invariant differential operator $`D`$ on the symmetric space $`G/K`$:

$$D\varphi _\lambda (x)=\gamma _D(\lambda )\varphi _\lambda (x)$$
(6.34)
Here the eigenfunction is labelled by the parameter $`\lambda `$ and $`\gamma _D(\lambda )`$ is the eigenvalue. If in addition $`\varphi _\lambda (kxk^{})=\varphi _\lambda (x)`$ ($`xG/K`$, $`kK`$) and $`\varphi _\lambda (e)=1`$ ($`e=`$identity element), the function $`\varphi _\lambda `$ is called spherical. A spherical function satisfies

$$_K\varphi _\lambda (xky)𝑑k=\varphi _\lambda (x)\varphi _\lambda (y)$$
(6.35)
where $`dk`$ is the normalized Haar measure on the subgroup $`K`$. We will see examples of this formula below.

The common eigenfunctions of the Laplace operators on the symmetric space $`G/K`$ are invariant under the subgroup $`K`$. They are termed zonal spherical functions. Because of the bi–invariance under $`K`$, these functions depend only on the radial coordinates $`h`$:

$$\varphi _\lambda (x)=\varphi _\lambda (h)$$
(6.36)
Example: Let’s study for a moment the eigenfunctions of the Laplace operator on $`G/K=SO(3)/SO(2)`$. We know from quantum mechanics that the eigenfunctions of $`𝐋^2`$ are the associated Legendre polynomials $`P_l(\mathrm{cos}\theta )`$, and $`l(l+1)`$ is the eigenvalue under $`𝐋^2`$ (our definition of $`𝐋`$ differs by a factor of $`i`$ from the definition common in quantum mechanics):

$$𝐋^2P_l(\mathrm{cos}\theta )=l(l+1)P_l(\mathrm{cos}\theta )$$
(6.37)
where $`\mathrm{cos}\theta `$ is the $`z`$–coordinate of the point $`P=(x,y,z)`$ on the sphere of radius $`1`$. In spherical coordinates, $`P=(\mathrm{sin}\theta \mathrm{cos}\varphi ,\mathrm{sin}\theta \mathrm{sin}\varphi ,\mathrm{cos}\theta )`$. As we can see, the eigenfunctions are functions of the radial coordinate $`\theta `$ only. The subgroup that keeps the north pole fixed is $`K=SO(2)`$ and its algebra contains the operator $`L_z=_\varphi `$. Indeed, $`P_l(\mathrm{cos}\theta )`$ is unchanged if the point $`P`$ is rotated around the $`z`$–axis.

Example: In terms of Euler angles, a general $`SO(3)`$–rotation takes the form

$$R(\alpha ,\beta ,\gamma )=g(\alpha )k(\beta )h(\gamma )=\left(\begin{array}{ccc}\mathrm{cos}\alpha & 0& \mathrm{sin}\alpha \\ 0& 1& 0\\ \mathrm{sin}\alpha & 0& \mathrm{cos}\alpha \end{array}\right)\left(\begin{array}{ccc}\mathrm{cos}\beta & \mathrm{sin}\beta & 0\\ \mathrm{sin}\beta & \mathrm{cos}\beta & 0\\ 0& 0& 1\end{array}\right)\left(\begin{array}{ccc}\mathrm{cos}\gamma & 0& \mathrm{sin}\gamma \\ 0& 1& 0\\ \mathrm{sin}\gamma & 0& \mathrm{cos}\gamma \end{array}\right)$$
(6.38)
where $`g`$ and $`h`$ are rotations around the $`y`$ axis by the angles $`\alpha `$ and $`\gamma `$ respectively, and $`k`$ is a rotation around the $`z`$ axis by the angle $`\beta `$. Under such a rotation, the north pole $`(0,0,1)`$ goes into $`(\mathrm{cos}\alpha \mathrm{cos}\beta \mathrm{sin}\gamma \mathrm{sin}\alpha \mathrm{cos}\gamma ,\mathrm{sin}\beta \mathrm{sin}\gamma ,\mathrm{sin}\alpha \mathrm{cos}\beta \mathrm{sin}\gamma +\mathrm{cos}\alpha \mathrm{cos}\gamma )`$. This means that eq. (6.35) takes the form

$$\frac{1}{2\pi }_0^{2\pi }P_l(\mathrm{sin}\alpha \mathrm{cos}\beta \mathrm{sin}\gamma +\mathrm{cos}\alpha \mathrm{cos}\gamma )𝑑\beta =P_l(\mathrm{cos}\alpha )P_l(\mathrm{cos}\gamma )$$
(6.39)
(To avoid confusion, note that the eigenvalue $`l`$ in eq. (6.37) is not equal to $`\lambda `$. In fact, $`\lambda =l+1/2`$.)

Example: For the symmetric space $`G/K=E_2/SO(2)`$ the spherical functions are the plane waves:

$$\psi (r)=\mathrm{e}^{ikr}$$
(6.40)
where $`k`$ is a complex number. If $`g`$, $`h`$ denote translations in the $`x`$–direction by a distance $`b`$, $`a`$ respectively, and $`k`$ is a rotation around the origin of magnitude $`\varphi `$, then the transformation $`g(b)k(\varphi )h(a)`$ moves the point $`x𝐑^2`$ by a distance $`\sqrt{a^2+b^2+2ab\mathrm{cos}\varphi }`$. Therefore we obtain from (6.35)

$$\frac{1}{2\pi }_0^{2\pi }\psi \left(\sqrt{a^2+b^2+2ab\mathrm{cos}\varphi }\right)𝑑\varphi =\psi (a)\psi (b)$$
(6.41)
We introduce a parameter $`a`$ into the the Jacobians (6.30) as in reference ,

$$\begin{array}{c}J^{(0)}(q)=_{\alpha R^+}(q^\alpha )^{m_\alpha }\hfill \\ \\ J^{()}(q)=_{\alpha R^+}(a^1\mathrm{sinh}(aq^\alpha ))^{m_\alpha }\hfill \\ \\ J^{(+)}(q)=_{\alpha R^+}(a^1\mathrm{sin}(aq^\alpha ))^{m_\alpha }\hfill \end{array}$$
(6.42)
The parameter $`a`$ corresponds to a radius. For example, for the sphere $`SO(3)/SO(2)`$ it is the radius of the 2–sphere.

The various spherical functions corresponding to the spaces of positive, negative and zero curvature are then related to each other by the simple transformations

$$\begin{array}{c}\varphi _\lambda ^{(0)}(q)=\mathrm{lim}_{a0}\varphi _\lambda ^{()}(q)\hfill \\ \\ \varphi _\lambda ^{(+)}(q)=\varphi _\lambda ^{()}(q)|_{aia}\hfill \end{array}$$
(6.43)
There exist integral representations of spherical functions for the various types of spaces $`G/K`$ . We will list an integral representation only of $`\varphi _\lambda ^{()}(q)`$ below, recalling that formulas for the other types of spherical functions can be obtained by (6.43). If $`\varphi _\lambda ^{()}(x)`$ is spherical and $`h`$ is the spherical radial part of $`x`$,

$$\varphi _\lambda ^{()}(x)=\varphi _\lambda ^{()}(h)=_K\mathrm{e}^{(i\lambda \rho )H(kx)}𝑑k$$
(6.44)
Here $`\lambda `$ is a complex–valued linear function on the maximal abelian subalgebra $`𝐇_\mathrm{𝟎}^{}`$ of $`i𝐏`$ and $`\rho `$ is the function defined below in eq. (6.46). In eq. (6.44) they act on the unique element $`H(kx)𝐇_\mathrm{𝟎}^{}`$ such that $`kx=n\mathrm{e}^{H(kx)}k^{}`$ in the Iwasawa decomposition introduced in subsection 3.3. It was shown by Harish–Chandra  that two functions $`\varphi _\lambda ^{()}(x)`$ and $`\varphi _\nu ^{()}(x)`$ are identical if and only if $`\lambda =s\nu `$, where $`s`$ denotes a Weyl reflection. The Weyl group is the group of reflections in hyperplanes orthogonal to the roots and was defined in subsection 2.5, eq. (2.32), and discussed further in subsection 2.6.

Equation (6.44) may seem a bit cryptic, but it becomes much more clear if one uses the explicit expression for the Iwasawa decomposition. It essentially becomes the integral over the product of all the possible lower principal minors (raised to suitable powers) of the matrix $`ke^{ah}k^1`$ (where $`a`$ is the free parameter introduced above). The explicit expression can be found in . This integral representation is of great importance, because in some cases it can be exactly integrated leading to explicit expressions for the zonal spherical functions. This point will be discussed in more detail in the appendix at the end of this review.

The eigenvalues of the radial part of the Laplace–Beltrami operator corresponding to the eigenfunctions on zero, negative and positive curvature symmetric spaces are given by the following equations (see  and , Ch. IV, par. 5):

$$\begin{array}{c}\mathrm{\Delta }_B^{}\varphi _\lambda ^{(0)}=\lambda ^2\varphi _\lambda ^{(0)}\hfill \\ \\ \mathrm{\Delta }_B^{}\varphi _\lambda ^{()}=(\frac{\lambda ^2}{a^2}\rho ^2)\varphi _\lambda ^{()}\hfill \\ \\ \mathrm{\Delta }_B^{}\varphi _\lambda ^{(+)}=(\frac{\lambda ^2}{a^2}+\rho ^2)\varphi _\lambda ^{(+)}\hfill \end{array}$$
(6.45)
where $`\rho `$ is the function defined by

$$\rho =\frac{1}{2}\underset{\alpha R^+}{}m_\alpha \alpha $$
(6.46)
Example: Take the symmetric space $`SO(3)/SO(2)`$. From Table 1 we see that this space has $`pq=21=1`$ short root of length 1. Then

$$\rho ^2=\left(\frac{1}{2}\right)^21^2|\alpha |^2=\frac{1}{4}$$
(6.47)
and setting $`a=1`$, the eigenvalue is $`\lambda ^2+1/4=l(l+1)`$.

Remarkably enough, for a few classes of symmetric spaces explicit expressions for the zonal spherical functions can be obtained. We will make use of this result in section 9.4.1 when discussing the exact solution of the DMPK equation in the $`\beta =2`$ case. These solutions play an important role in several branches of physics. For this reason we decided to discuss them in some detail in the appendix of this review.

### 6.4 The analog of Fourier transforms on symmetric spaces

Much of the material presented in this subsection is taken from the book by Wu–Ki Tung .

A continuous smooth ($`C^{\mathrm{}}`$) spherical function $`f`$ is said to be elementary if it is an eigenfunction of any differential operator that is invariant under left translations by $`G`$ and right translations by $`K`$. Thus the eigenfunctions of the Laplace operators are elementary. The elementary spherical functions are related to irreducible representation functions for the group $`G`$. The irreducible representation functions are the matrix elements of the group elements $`g`$ in the matrix representation $`\rho `$. Let’s clarify this statement by an example well–known from quantum mechanics.

Example: The angular momentum basis for $`SO(3)`$ is defined by

$$\begin{array}{c}𝐋^2|lm>=l(l+1)|lm>\hfill \\ L_3|lm>=m|lm>\hfill \\ L_\pm |lm>=\sqrt{l(l+1)m(m\pm 1)}|lm>\hfill \end{array}$$
(6.48)
where $`l`$ labels the representation. The irreducible representation functions are, in the angular momentum basis $`|lm>`$, the matrix elements $`D^l(R)_m^m^{}`$ such that

$$R|lm>=|lm^{}>D^l(R)_m^m^{}$$
(6.49)
where $`R=\mathrm{exp}(𝐭𝐋)`$ is a general $`SO(3)`$ rotation. It is known that for $`RSO(3)`$, if $`\alpha `$, $`\beta `$, $`\gamma `$ are the Euler angles of the rotation $`R=R(\alpha ,\beta ,\gamma )`$, these matrix elements take the form

$$D^l(R)_m^m^{}=D^l(\alpha ,\beta ,\gamma )_m^m^{}=\mathrm{e}^{i\alpha m^{}}d^l(\beta )_m^m^{}\mathrm{e}^{i\gamma m},d^l(\beta )_m^m^{}<lm^{}|\mathrm{e}^{i\beta L_2}|lm>$$
(6.50)
The associated Legendre functions $`P_l^m(\mathrm{cos}\theta )`$ and the special functions $`Y_l^m(\theta ,\varphi )`$ called spherical harmonics are essentially this kind of matrix elements:

$$\begin{array}{c}P_l^m(\mathrm{cos}\theta )=(1)^m\sqrt{\frac{(l+m)!}{(lm)!}}d^l(\theta )_{0}^m\hfill \\ Y_l^m(\theta ,\varphi )=\sqrt{\frac{2l+1}{4\pi }}\left[D^l(\varphi ,\theta ,0)_{0}^m\right]^{}\hfill \end{array}$$
(6.51)
The irreducible representation functions $`D^l(R)_m^m^{}`$ satisfy orthogonality and completeness relations. In fact, they form a complete basis in the space of square integrable functions defined on the group manifold. This is the Peter–Weyl theorem. From here the corresponding theorems follow for the special functions of mathematical physics.

Example: For $`SO(3)`$ the orthonormality condition reads

$$(2l+1)𝑑\tau D_l^{}(R)_n^mD^l^{}(R)_m^{}^n^{}=\delta _l^l^{}\delta _n^n^{}\delta _m^{}^mD_l^{}(R)_n^m[D^l(R)_m^n]^{}$$
(6.52)
where $`R=R(\alpha ,\beta ,\gamma )`$ is an $`SO(3)`$ rotation expressed in Euler angles and $`d\tau `$ is the invariant group integration measure normalized to unity, $`d\tau =d\alpha d(\mathrm{cos}\beta )d\gamma /8\pi ^2`$. That the irreducible representation functions form a complete basis for the square–integrable functions on the $`SO(3)`$ group manifold can be expressed as

$$f(R)=\underset{lmn}{}f_{lm}^nD^l(R)_n^m$$
(6.53)
where $`f(R)`$ is square–integrable. Using (6.52) we obtain

$$f_{lm}^n=(2l+1)𝑑\tau D_l^{}(R)_m^nf(R)$$
(6.54)
If $`R(\alpha ,\beta ,\gamma )=R(\varphi ,\theta ,0)`$ we get the special case of the spherical harmonics on the unit sphere (setting $`\sqrt{4\pi /(2l+1)}f_{lm}^0\stackrel{~}{f}_{lm}`$):

$$f(\theta ,\varphi )=\underset{lm}{}\stackrel{~}{f}_{lm}Y_{lm}(\theta ,\varphi )$$
(6.55)
$$\stackrel{~}{f}_{lm}=f(\theta ,\varphi )Y_{lm}^{}(\theta ,\varphi )d(\mathrm{cos}\theta )𝑑\varphi $$
(6.56)
and further, for $`R(\alpha ,\beta ,\gamma )=R(0,\theta ,0)`$ we get the completeness relation for the associated Legendre polynomials $`P_l(\mathrm{cos}\theta )=Y_{l0}\sqrt{4\pi /(2l+1)}`$

$$f(\theta )=\underset{l}{}f_lP_l(\mathrm{cos}\theta )$$
(6.57)
$$f_l=\frac{(2l+1)}{2}f(\theta )P_l^{}(\mathrm{cos}\theta )d(\mathrm{cos}\theta )$$
(6.58)
where $`f_l=f_{l0}^0`$. These are analogous to Fourier transforms. In the above example, we considered a symmetric space with positive curvature. For a space with zero or negative curvature, we have an integral instead of a sum in (6.57):

$$f(q)=\stackrel{~}{f}(\lambda )\varphi _\lambda ^{(j)}(q)𝑑\mu (\lambda )w^2\stackrel{~}{f}(\lambda )\frac{\varphi _\lambda ^{(j)}(q)}{|c(\lambda )|^2}𝑑\lambda $$
(6.59)
$$\stackrel{~}{f}(\lambda )=f(q)\left[\varphi _\lambda ^{(j)}(q)\right]^{}J^{(j)}(q)𝑑q$$
(6.60)
where $`q`$ are canonical radial coordinates. The integration measure $`d\mu (\lambda )`$ was determined by Harish–Chandra  to be well–defined and proportional to $`w^2|c(\lambda )|^2d\lambda `$, where $`c(\lambda )`$, to be discussed in detail below, is a known function whose inverse is analytic (in this context, see also ) and $`w`$ is the order of the Weyl group (the number of distinct Weyl reflections). $`J^{(j)}(q)dq`$ is the invariant measure on the space of radial coordinates. In equation (6.59) the arbitrary square–integrable function $`f(q)`$ is expressed in terms of the complete set of basis functions $`\varphi _\lambda ^{(j)}(q)`$.

One can show  that the dimension of the space of eigenfunctions of $`\mathrm{\Delta }_B^{}`$ is less than or equal to $`w`$. It is a remarkable fact that the eigenfunctions of the radial part of the Laplace–Beltrami operator $`\mathrm{\Delta }_B^{}`$ have the property of being eigenfunctions of the radial part of any left–invariant differential operator on the symmetric space as well (, Ch. IV).

In the asymptotic expansions that we will discuss in subsection 9.4 of Part II of this review in the context of quantum transport, a crucial role is played by the function $`c(\lambda )`$ in eq. (6.59). It encodes all the information relating the transport problem to an underlying symmetric space. The explicit form of $`c(\lambda )`$ is

$$c(\lambda )=\underset{\alpha R^+}{}c_\alpha (\lambda )$$
(6.61)
with

$$c_\alpha (\lambda )=\frac{\mathrm{\Gamma }(i\lambda ^\alpha /2)}{\mathrm{\Gamma }(m_\alpha /2+i\lambda ^\alpha /2)}$$
(6.62)
where $`\mathrm{\Gamma }`$ denotes the Euler gamma function, $`\alpha `$ is a generic root belonging to the restricted root lattice of the symmetric space, $`m_\alpha `$ denotes its multiplicity and the product is restricted to the sublattice $`R^+`$ of positive restricted roots only. We shall see an explicit example of these functions in equations (9.23) and (9.24) for the three symmetric spaces which are relevant for the random matrix description of quantum wires.

An important feature of the zonal spherical functions is that they satisfy, for large values of $`|h|`$, the following asymptotic expression for spaces of zero and negative curvature :

$$\varphi _\lambda (h)\underset{sW}{}c(s\lambda )\mathrm{e}^{(is\lambda \rho )(H)}$$
(6.63)
where $`h=\mathrm{e}^H`$ is a spherical coordinate, $`H`$ is an element of the maximal abelian subalgebra, $`\lambda `$ is a complex–valued linear function on the maximal abelian subalgebra, and the function $`\rho `$ was defined in eq. (6.46).

This expansion will play a major role later in this review. We will refer to it in the following as the “Harish–Chandra asymptotic expansion”.

## 7 Integrable models related to root systems

As mentioned in the introduction, an important role in our analysis is played by the class of integrable models known as Calogero–Sutherland (CS) models, which turn out to be deeply related to the theory of symmetric spaces. These models describe $`n`$ particles in one dimension, identified by their coordinates $`q^1,\mathrm{},q^n`$ and interacting (at least in the simplest version of the models) through a pair potential $`v(q^iq^j)`$. The Hamiltonian of such a system is given by

$`={\displaystyle \frac{1}{2}}{\displaystyle \underset{i=1}{\overset{n}{}}}p_i^2+{\displaystyle \underset{\alpha R^+}{}}g_\alpha ^2v(q^\alpha )`$
$`p_i=i{\displaystyle \frac{}{q^i}},q^\alpha =q\alpha ={\displaystyle \underset{i=1}{\overset{n}{}}}q^i\alpha _i`$ (7.1)
where the coordinate $`q`$ is $`q=(q^1,\mathrm{},q^n)`$, $`p_1,\mathrm{},p_n`$ are the particle momenta, and the particle mass is set to unity. In eq. (7) $`R^+`$ is the subsystem of positive roots of the root system $`R=\{\alpha ^1,\mathrm{},\alpha ^\nu \}`$ related to a specific simple Lie algebra or symmetric space, and $`n`$ is the dimension of the maximal abelian subalgebra $`𝐇_\mathrm{𝟎}`$ and of its dual space $`𝐇_\mathrm{𝟎}^{}`$. The components of the positive root $`\alpha =\alpha ^kR^+`$ are $`\alpha _1^k,\mathrm{},\alpha _n^k`$. The number of positive roots is $`\nu /2`$, where $`\nu `$ is the total number of roots. In general, the coupling constants $`g_\alpha `$ are the same for equivalent roots, namely those that are connected with each other by transformations of the Weyl group $`W`$ of the root system (see subsections 2.5, 3.3 and 5.2).

Several realizations of the potential $`v(q^\alpha )`$ have been studied in the literature (for a review see ref. ):

$`v_I(\xi )`$ $`=`$ $`\xi ^2`$
$`v_{II}(\xi )`$ $`=`$ $`\mathrm{sinh}^2(\xi )`$
$`v_{III}(\xi )`$ $`=`$ $`\mathrm{sin}^2(\xi )`$
$`v_{IV}(\xi )`$ $`=`$ $`𝒫(\xi )`$
$`v_V(\xi )`$ $`=`$ $`\xi ^2+\omega ^2\xi ^2`$
$`v_{VI}(\xi )`$ $`=`$ $`\mathrm{e}^\xi `$ (7.2)
Here $`𝒫(q)`$ denotes the Weierstrass $`𝒫`$–function, to be defined in eq. (10.33). We will mainly be interested in the first three realizations. The potential expressed in terms of the Weierstrass $`𝒫`$–function will be discussed in subsection 10.3, while we will not deal with the last two cases which we reported here only for completeness. The reader is referred to  for a discussion of these two potentials.

The most relevant features of the Calogero–Sutherland models are:

* Under rather general conditions (see  for a detailed discussion) they are completely integrable, in the sense that they possess $`n`$ commuting integrals of motion.
* For particular values of the coupling constants (i.e. for those related to the root multiplicities by eq. (7.6) which we will discuss below) the Calogero–Sutherland Hamiltonians can be mapped onto the radial parts of the Laplace–Beltrami operators on suitably chosen symmetric spaces. As we will see, these spaces have negative curvature for the $`\mathrm{sinh}`$–type models and positive curvature for the $`\mathrm{sin}`$–type models.

### 7.1 The root lattice structure of the CS models

In the original formulation of the CS model, the interaction among the particles was simply pairwise . Only later it was realized that this particular choice was the signature of an underlying structure, namely the root lattices of Lie algebras of type $`A_n`$ (see the example below). Also, the model could be extended to any root lattice canonically associated to a simple Lie algebra or symmetric space, keeping its relevant properties: complete integrability and mapping to the radial part of a Laplace–Beltrami operator for special values of the couplings . This corresponds exactly to the choice of Hamiltonian introduced in eq. (7).

Let us look at two examples which may clarify this construction. In these examples we use the root lattices $`A_n`$ and $`C_n`$ and the potential of type II. Remember that the coupling constants $`g_\alpha `$ are the same for equivalent roots, thus we expect a single coupling constant in the first example and only two copuling constants in the second example. In order to fix the notation, let us denote with $`\{e_1,\mathrm{},e_n\}`$ a canonical basis in the space $`𝐑^n`$.

$`A_n`$: As mentioned in subsection 2.7, the $`A_n`$ root system is contained in the hyperplane in $`𝐑^{n+1}`$ with equation $`x_1+x_2+\mathrm{}+x_{n+1}=1`$. The root system $`R`$ is given by $`R=\{\alpha ^1,\mathrm{},\alpha ^\nu \}=\{e_ie_j,ij\}`$. In this case $`W`$, the Weyl group, is the permutation group of the set $`\{e_i\}`$. The corresponding CS Hamiltonian is in this case

$$=\frac{1}{2}\underset{i=1}{\overset{n}{}}\frac{^2}{(q^i)^2}+\underset{i<j}{}\frac{g^2}{\mathrm{sinh}^2(q^iq^j)}$$
(7.3)
The arguments of the $`\mathrm{sinh}`$–function are $`q_k^\alpha =q\alpha ^k=(q^1,\mathrm{},q^n)(e_ie_j)=q^iq^j`$ ($`i<j`$) where $`\alpha ^k`$ is a positive root of the root lattice $`R`$. As anticipated we have only pairwise interaction and a single coupling constant appears in the model. This is the model originally considered in .

$`C_n`$: The $`C_n`$ root system is $`R=\{\pm 2e_i,\pm e_i\pm e_j,ij\}`$. The Weyl group is the product of the permutation group and the group of transformations that changes the sign of the vectors $`\{e_i\}`$. The corresponding Hamiltonian is:

$$=\frac{1}{2}\underset{i=1}{\overset{n}{}}\frac{^2}{(q^i)^2}+\underset{i}{}\frac{g_l^2}{\mathrm{sinh}^2(2q^i)}+\underset{i<j}{}\left(\frac{g_o^2}{\mathrm{sinh}^2(q^iq^j)}+\frac{g_o^2}{\mathrm{sinh}^2(q^i+q^j)}\right)$$
(7.4)
As anticipated, we have different coupling constants for the ordinary roots (corresponding to pairwise interaction) and for the long roots. In the following sections we will come back to this particular choice of Hamiltonian which turns out to be of great importance in the random matrix description of quantum wires.

### 7.2 Mapping to symmetric spaces

The most interesting property of these Hamiltonians, which is a direct consequence of the underlying structure of the symmetric space, is that for the potentials of type I, II and III there exists an exact transformation of the Hamiltonian $``$ into the radial part of the Laplace–Beltrami operator on the symmetric space corresponding to the root lattice $`R`$ of $``$. In particular the target spaces have negative curvature for the $`\mathrm{sinh}`$–type models and positive curvature for the $`\mathrm{sin}`$–type models. Denote the radial part of the Laplace–Beltrami operator by $`\mathrm{\Delta }_B^{}`$; the transformation is then given by (see appendix D of ref.  for a proof)

$$=\xi (q)\frac{1}{2}(\mathrm{\Delta }_B^{}\pm \rho ^2)\xi ^1(q)(+\mathrm{for}\mathrm{II},\mathrm{for}\mathrm{III},\rho =0\mathrm{for}\mathrm{I})$$
(7.5)
if and only if the coupling constants $`g_\alpha `$ in $``$ take the following root values

$$g_\alpha ^2=\frac{m_\alpha (m_\alpha +2m_{2\alpha }2)|\alpha |^2}{8}$$
(7.6)
In equation (7.6) $`m_\alpha `$ is the multiplicity of the root $`\alpha `$ and $`|\alpha |`$ its length, and $`\rho `$ in eq. (7.5) is the vector defined in (6.46)

$$\rho =\frac{1}{2}\underset{\alpha R^+}{}m_\alpha \alpha $$
(7.7)
For the ordinary roots eq. (7.6) simplifies to

$$g_\alpha ^2=\frac{m_\alpha (m_\alpha 2)|\alpha |^2}{8}$$
(7.8)
The function $`\xi (q)`$ in (7.5) is related to the Jacobian of the transformation to radial coordinates (cf. equation (6.30)). It is given by

$$\begin{array}{c}\\ \xi (q)\end{array}=\begin{array}{cc}_{\alpha R^+}[q^\alpha ]^{m_\alpha /2}\hfill & \mathrm{I}\hfill \\ _{\alpha R^+}[\mathrm{sinh}(q^\alpha )]^{m_\alpha /2}\hfill & \mathrm{II}\hfill \\ _{\alpha R^+}[\mathrm{sin}(q^\alpha )]^{m_\alpha /2}\hfill & \mathrm{III}\hfill \end{array}$$
(7.9)
for quantum systems with potentials of type I, II, and III, respectively. The radial part of the Laplace–Beltrami operator, $`\mathrm{\Delta }_B^{}`$, on the symmetric space can be expressed in terms of $`\xi (q)`$ as follows (see equation (6.26) in subsection 6.2):

$$\mathrm{\Delta }_B^{}=\frac{1}{\xi ^2(q)}\underset{i}{}\frac{}{q^i}\xi ^2(q)\frac{}{q^i}$$
(7.10)
and the symmetric space has zero, negative, and positive curvature for the cases I, II, and III, respectively.

At this point a number of results can be obtained for the corresponding quantum systems merely by using the theory of symmetric spaces. A detailed collection of results pertaining to spectra, wave functions, and integral representations of wave functions can be found in the original article , and we will not further elaborate on them here. The crucial point in this relation for our analysis is another one. From eq. (7.8) we see that whenever the ordinary root multiplicity is $`m_\alpha =2`$, the interaction between particles in the Hamiltonian vanishes. The degrees of freedom decouple and the problem can be solved explicitly. Such a decoupling could hardly have been inferred by looking at the original form of the radial part of the Laplace–Beltrami operator, equation (6.26). This decoupling is also the reason why in these cases explicit expressions for the zonal spherical functions exist (see paragraph 6.3 and, for a more detailed discussion, the appendix at the end of this review).

Part II

In the second part of this review we will use the background material presented in Part I to make evident the close relationships between symmetric spaces and random matrix ensembles. To this end, we discuss in detail the identifications that have to be made between matrix ensembles and symmetric space characteristics in section 8. We show that the integration manifolds of random matrix theories with physical applications in the description of complex nuclei, gauge field theories and mesoscopic systems, can be exactly identified with the irreducible symmetric spaces based on non–exceptional groups that were classified by Cartan, and their euclidean counterparts. We identify the random matrix eigenvalues with the spherical radial coordinates frequently used in the theory of Lie groups, and show that the Jacobians determining the probability distribution functions of random matrix eigenvalues are exactly the Jacobians appearing in equation (6.42) determined by the metric $`g`$ on the symmetric space: $`J=\sqrt{|g|}`$. The structure of the restricted root lattice associated to the symmetric space determines this Jacobian completely through the multiplicities of its roots. In connection with the discussion of transfer matrix ensembles, we define the Dorokhov–Mello–Pereyra–Kumar (DMPK) equation, and in subsection 8.5 we include a general discussion of Fokker–Planck equations associated to random matrix ensembles. We also discuss the so–called Coulomb gas analogy used in random matrix theory. We show that the DMPK operator connected to any random matrix ensemble is simply related to the radial part of the Laplace–Beltrami operator (defined in section 6) on the appropriate symmetric space. We conclude by summarizing the results in Table 2.

We devote section 9 to some consequences of the identifications between random matrix theories and symmetric spaces. In subsection 9.1 we discuss the new classification of disordered systems that the equivalence gives rise to, as a natural consequence of the Cartan classification of symmetric spaces. In subsections 9.29.3 we will study how the properties of the symmetric spaces are reflected in the orthogonal polynomials associated to a random matrix partition function, and see how the reflection or translation symmetries of the Jacobians are direct consequences of the correponding properties of the restricted root lattices.

An introduction to the relationship between the restricted root lattices of symmetric spaces and integrable Calogero–Sutherland models describing interacting many–particle systems in one dimension was given in section 7. Olshanetsky and Perelomov  showed that the dynamics of these systems are related to free diffusion on a symmetric space. This relationship is due to the fact that the Hamiltonians of integrable Calogero–Sutherland models map onto the radial parts of the Laplace–Beltrami operators of the underlying symmetric spaces, as explained in section 7 of Part I.

Since the Dorokhov–Mello–Pereyra–Kumar equation for a disordered conductor can be mapped onto a Schrödinger–like equation in imaginary time (, see also ) featuring a Calogero–Sutherland type Hamiltonian with root values of the coupling constants, information on the solutions of the DMPK equation  can be extracted from known properties of the zonal spherical functions of the underlying symmetric space. As we have seen in section 6, these are the eigenfunctions of the radial part of the Laplace–Beltrami operator. Some results relating to this will be described in detail in subsection 9.4, as well as an application of the theory of symmetric spaces in a quantum transport problem involving the magnetoconductance.

Finally in section 10 we discuss some possible extensions of the present results and some non-standard applications of the symmetric space formalism. We go beyond the Cartan classification and discuss non–Cartan parametrization of symmetric spaces in subsection 10.1. In subsection 10.2 we discuss generalizations of the DMPK equation and the alternative clustered solutions to the DMPK equation that are a consequence of the exact integrability of Calogero–Sutherland models. Finally, in the last subsection 10.3 we discuss the Weierstrass $`𝒫`$–function and show that it describes three types of Calogero–Sutherland potential in its various limits, corresponding to symmetric spaces of different curvature. These limiting potentials correspond in the Calogero–Sutherland model to particles interacting on a circle, hyperbola, or line, respectively, reflecting the corresponding triplet of symmetric spaces underlying the respective Calogero–Sutherland models.

## 8 Random matrix theories and symmetric spaces

### 8.1 Introduction to the theory of random matrices

#### 8.1.1 What is random matrix theory?

Random matrix theory has evolved into a rich and versatile field with applications in several branches of physics and mathematics. In the theory of random matrices one studies the statistical properties of the eigenvalues of large matrices with randomly distributed elements. Historically, large random matrices were first employed by Wigner  and Dyson  to describe the energy levels in complex nuclei, where they modelled the Hamiltonian of the system. Disregarding the continuous part of the spectrum, one may represent the Hamiltonian of such a system quantum mechanically by a large hermitean matrix acting on a finite–dimensional Hilbert space. In principle, the eigenvalues of the Hamiltonian then give us the energy levels of the nucleus, and the eigenvectors give us the eigenstates.

However, for a system involving hundreds of nucleons (or, in a small metal sample, hundreds of electrons) we do not know the form of the Hamiltonian, and even if we did, the huge number of degrees of freedom involved would prevent us from solving the Schrödinger equation exactly. Choosing instead to represent the Hamiltonians of an ensemble of such systems by an ensemble of large hermitean matrices, whose elements are random variables with some given distribution, we obtain a statistical theory for its eigenvalues $`\lambda _1,\mathrm{},\lambda _N`$, where $`N`$ is a large number equal to the size of the random matrices <sup>10</sup><sup>10</sup>10For symplectic ensembles the eigenvalues are two–fold degenerate.. If the random matrices in the chosen ensemble have the same global symmetry properties as the actual Hamiltonian, this statistical theory describes also the eigenvalues of the Hamiltonian, to the extent that they depend only on symmetry, i.e. they are universal. Even systems with just a few degrees of freedom lend themselves to such a description. In general, a description in terms of random matrices is possible whenever we are dealing with a chaotic or disordered system (see  for a discussion).

Such random matrices were studied by Dyson in a series of papers . He showed that they fall into one of three classes named the orthogonal, unitary and symplectic ensemble, depending on whether or not the Hamiltonian possesses time–reversal invariance and rotational invariance. This classification was reviewed in Ch. 2 of the book by Mehta . The corresponding random matrices are real symmetric, complex hermitean, or self–dual quaternion, respectively (see below).

#### 8.1.2 Some of the applications of random matrix theory

In typical applications, large matrices with given symmetry properties and randomly distributed elements substitute a physical quantum operator. This operator could be a Hamiltonian like in the example of nuclear energy levels or in quantum chaotic scattering (in the latter case an effective Hamiltonian appears in the scattering matrix), or it could be for instance a scattering matrix, transfer matrix, or Dirac operator. Then one studies the statistics of its eigenvalue spectrum and extracts the universal behavior.

An early application of the Wigner–Dyson ensembles was in the theory of scattering in chaotic quantum systems. With the help of random matrices one is able to study the statistics of resonance poles and scattering phase shifts in nuclei, atoms, and molecules, as well as microwave cavities and ballistic systems (for a self–contained review see ).

A major area where random matrices are employed is in the description of the infrared limit of gauge theories, notably QCD. In these applications an integration over an appropriate random matrix ensemble replaces the integration over gauge field configurations in the partition function. This is achieved by substituting a suitable random matrix for the Dirac operator appearing in the fermion determinant. Because the magnitude of the quark condensate is proportional to the spectral density of the Dirac operator at the origin of the spectrum, random matrices are useful in this context in obtaining insights concerning the spontaneous breaking of chiral symmetry. This is one of the most fundamental phenomena in QCD, since it determines the hadronic mass spectrum. As it is a phenomenon that takes place at very low energy, it is inaccessible to perturbation theory and therefore one of the most difficult to study from a theoretical point of view. The random matrix approach brings considerable simplification and has indeed contributed to the understanding of this phenomenon. The corresponding random matrix ensembles are called chiral ensembles, because of the chiral symmetry of the Dirac operator. We will discuss chiral random matrix theories in more detail in subsection 8.3.3.

Random matrix theories are also largely and successfully applied in the theoretical description of mesoscopic systems, where they may be used to model the properties of scattering and transfer matrices. A mesoscopic conductor is a micrometer–sized metal grain or wire at low temperature with randomly distributed impurities that act as scattering centers for electrons originating from current leads (alternatively, random scattering takes place at the edges and depends on the shape of the conductor). Examples include disordered wires, quantum dots, and normal metal–superconductor heterostructures.

The theory of quantum transport is concerned with the statistics of the transmission eigenvalues in such systems. The transmission eigenvalues are related to the transfer matrix in a way which will be discussed in detail in paragraph 8.3.4. These eigenvalues directly determine the physical conductance. We will discuss quantum wires in some detail below. We will also briefly discuss applications in normal metal–superconductor heterostructures as well as in ballistic quantum dots. The ensembles used in these applications are related to yet other symmetric spaces than those pertinent to the ensembles used in the study of the usual mesoscopic systems. The reason is, of course, that the symmetries of the physical operator whose eigenvalues we study are different.

The same chiral ensembles used in the description of chiral gauge theories are also realized in the Hamiltonians of random flux and random hopping problems  in the theory of quantum transport.

Some important applications of hermitean matrix models which will not be treated here, are in the description of random surfaces in the field of quantum gravity (for an excellent introduction see ), where a $`N^2`$ expansion amounts to a genus expansion of the random surface, and in string theory.

The wide range of applications is one of the most fascinating aspects of random matrix theory. Notably, the classical random matrix theories have no adjustable parameters. The reason for their success in accurately characterizing such a wide range of systems (nuclei, disordered metals, chaotic systems) lies in the universal behavior of the eigenvalue correlators in an appropriate double scaling limit. This is the subject of the following paragraph.

#### 8.1.3 Why are random matrix models successful?

The statistical properties of a sequence of apparently random rumbers like nuclear energy levels may be either of the local or of the global type. The local and global spectral characteristics are completely disconnected. Systems with identical global characteristics may have different local characteristics, and vice versa.

A typical example of a global, or macroscopic, property is the mean level (eigenvalue) density, or one–point correlation function, in the limit of large $`N`$. It is often denoted $`\rho (\lambda )`$. For the gaussian Wigner–Dyson ensembles the mean level density approaches a semicircle in the large $`N`$ limit. In general its shape depends on the random matrix potential determining the probability distribution of individual matrix elements. A global characteristic spectral property does not change appreciably on the scale of a few level spacings. An example of a local spectral property is the spacing between two successive levels. It fluctuates from level to level.

One amazing feature of random matrix models is that some local spectral characteristics are independent of the distribution of individual matrix elements in the limit of large $`N`$, if we simultaneously rescale the eigenvalues in an appropriate way. This is called a double scaling limit. In this limit local spectral characteristics are determined solely by the global symmetries of the random matrices. This so called microscopic universality is manifest only in the appropriate double scaling limit, where the average level spacing becomes much smaller than the scale on which it varies.

The $`n`$–point correlation function, or joint probability density for $`n`$ eigenvalues $`\rho _n(\lambda _1,\mathrm{},\lambda _n)`$ ($`1nN`$) is central in the theory of random matrices and is the most important example of such a microscopically universal quantity. It is defined as follows: $`\rho _n(\lambda _1,\mathrm{},\lambda _n)d\lambda _1\mathrm{}d\lambda _n`$ is the probability of finding one eigenvalue in each of the intervals $`[\lambda _i,\lambda _i+d\lambda _i]`$ ($`1in`$). This means that if one rescales the eigenvalues by the average level spacing<sup>11</sup><sup>11</sup>11In general one can consider also other scales. and simultaneously takes the limit $`N\mathrm{}`$, the $`n`$–point function $`\rho _n`$ for each ensemble becomes a universal function characteristic of the ensemble. There are also other spectral characteristics that depend on symmetry only. The number variance (i.e., the variance related to the number of eigenvalues in a certain interval), the so–called spectral rigidity $`\mathrm{\Delta }_3`$ (this quantity was defined for example in ), the distribution of the first eigenvalue, and the distribution of spacings between adjacent levels are examples of such quantities.

In a hermitean matrix model the eigenvalues are real. The eigenvalue density (one–point function) of such a model is typically zero outside some interval or intervals around the origin. As we learnt above, its macroscopic shape depends on the probability distribution, while locally its microscopic shape is universal. Spectrum edge universality, i.e. universality of scaled correlation functions near the edge of the eigenvalue spectrum, is known to differ from universality in the bulk of the spectrum. One normally distinguishes between three microscopic scaling regimes: the bulk, the hard edge (vicinity of the origin) and the soft edge (tail) of the spectrum. The rescaling of the eigenvalues must be chosen appropriately in each regime, and in practice amounts to a rescaling by an appropriate integer or fractal power of $`N`$ , which is proportional to the inverse local density of eigenvalues and thus proportional to the average local level spacing. This procedure in turn amounts to magnifying a local region in such a way that the behavior of the eigenvalue correlators is universal.

In case of a (multi)critical hermitean matrix model, the macroscopic spectral density develops extra (multiple) zeros on the limit between a one–cut (single–interval) support and a multi–band support. This is achieved by fine–tuning couplings in the random matrix potential determining the probability ditribution. In this case the scaling is more subtle and the calculations more involved due to subleading terms in the large–$`N`$ expansion .

Several attempts at theoretically demonstrate universality can be found in references . It is also supported by a wealth of numerical  evidence. In , the universality of correlation functions near the origin of the eigenvalue spectrum of chiral unitary and unitary ensembles of random matrices in the microscopic limit was investigated. Universality was shown to follow from the fact that the recursion relation for the orthogonal polynomials determining the kernel from which all correlators are derived, reduces to a universal differential equation (in this case for Bessel functions) in the appropriate microscopic limit.

### 8.2 The basics of matrix models

In this subsection we will give a few basic definitions and results regarding the simplest kinds of hermitean matrix models. Similar results apply for all the matrix models we will study in this paper, and the purpose here is to introduce the reader not at all familiar with matrix models into the subject.

A general hermitean matrix model is defined by a partition function

$$Z𝑑SP(S)$$
(8.1)
where $`S`$ is a square $`N\times N`$ hermitean matrix with randomly distributed elements $`S_{ij}`$ and $`dS`$ is a Haar measure. For example, for the gaussian unitary ensemble consisting of complex hermitean matrices (this ensemble describes a system with no time–reversal invariance) the matrix elements are complex numbers, $`S_{ij}=S_{ij}^r+iS_{ij}^i`$ (except the ones on the diagonal that must be real). $`dS`$ is then given by

$$dS=\underset{ij}{}dS_{ij}^r\underset{k<l}{}dS_{kl}^i$$
(8.2)
and the probability $`P(S)dS`$ that a system described by the gaussian unitary ensemble will belong to the volume element $`dS`$ is invariant under the automorphism

$$SU^1SU$$
(8.3)
of the ensemble to itself, where $`U`$ is any unitary $`N\times N`$ matrix<sup>12</sup><sup>12</sup>12If S is time–reversal invariant $`U`$ will be either a real orthogonal matrix or a symplectic matrix, depending on whether rotational symmetry is also present. In this case we are dealing with the orthogonal or symplectic ensemble.. This amounts to a change of basis. The invariance of $`P(S)dS`$ under such automorphisms restricts $`P(S)`$ to depend on the traces of the first $`N`$ powers of $`S`$. For the gaussian matrix models reviewed for example in the book by Mehta, there was another requirement, namely that the matrix elements should all be statistically independent. This excludes everything except the traces of the first two powers, and these may occur only in an exponential . However, this requirement is not physically motivated and was subsequently relaxed as other types of matrix models were introduced. A probability distribution of the form

$$P(S)\mathrm{e}^{c\mathrm{tr}V(S)}$$
(8.4)
is often used. Here $`c`$ is a constant and $`V(S)`$ is a matrix potential, typically a polynomial with a finite number of terms.

By doing an appropriate similarity transformation (8.3) on the ensemble of random matrices, the Haar measure $`dS`$ and potential $`V(S)`$ can be expressed in terms of the eigenvectors and eigenvalues of the matrix $`S`$. This amounts to (block)diagonalizing $`S`$. At the same time the Haar measure is factorized into a part that depends only on the eigenvectors (the ”angular” part) and a part that is a function of the eigenvalues $`\{\lambda _i\}`$ of $`S`$ only. Assume for simplicity that the random matrix potential is given by

$$cV(S)=S^2$$
(8.5)
This kind of potential is called gaussian, for obvious reasons. The Jacobian of the similarity transformation depends on $`\{\lambda _i\}`$ only and is given by

$$J(\{\lambda _i\})\underset{i<j}{}(\lambda _i\lambda _j)^2$$
(8.6)
for the gaussian unitary ensemble. For the other gaussian ensembles one has a similar Jacobian (see eq. (8.29) below). The part of $`P(S)dS`$ that depends on the eigenvalues then takes the form

$$P(\{\lambda _i\})d\lambda _1\mathrm{}d\lambda _N\underset{i<j}{}(\lambda _i\lambda _j)^2\mathrm{e}^{_{j=1}^N\lambda _j^2}d\lambda _1\mathrm{}d\lambda _N$$
(8.7)
whereas the ”angular” degrees of freedom do not appear in the integrand at all and can be integrated out to give a constant in front of the integral. This model is easily solvable. This is the strength of the random matrix description of disordered systems. The eigenvalue correlators ($`k`$–point functions) are defined as

$$\rho _k(\lambda _1,\mathrm{},\lambda _k)=\frac{N!}{(Nk)!}\underset{j=k+1}{\overset{N}{}}d\lambda _jP(\{\lambda _1,\mathrm{},\lambda _N\})$$
(8.8)
and can be calculated exactly by rewriting the Jacobian as a product of Vandermonde determinants of a set of polynomials orthogonal with respect to the measure $`\mathrm{e}^{cV(\lambda )}`$. This procedure was reviewed in . For the gaussian unitary ensemble these polynomials are Hermite polynomials $`H_n(\lambda )`$ and satisfy

$$_{\mathrm{}}^+\mathrm{}H_m(\lambda )H_n(\lambda )\mathrm{e}^{\lambda ^2}𝑑\lambda =h_n\delta _{mn}$$
(8.9)
where $`h_n`$ is a normalization. In practice one defines a kernel $`K_N(\lambda _i,\lambda _j)`$ that turns out to be universal and whose determinant gives all the correlation functions . Defining so–called oscillator wave functions that for the gaussian unitary ensemble take the form

$$\phi _j(\lambda )=h_j^{\frac{1}{2}}H_j(\lambda )\mathrm{e}^{\frac{\lambda ^2}{2}}$$
(8.10)
this kernel is given by

$$K_N(\lambda _i,\lambda _j)=\underset{k=0}{\overset{N1}{}}\phi _k(\lambda _i)\phi _k(\lambda _j)$$
(8.11)
It can be evaluated explicitly using the Christoffel–Darboux formula for the sum of products of orthogonal polynomials. The $`k`$–point function is then

$$\rho _k(\lambda _1,\mathrm{},\lambda _k)=\mathrm{det}[K_N(\lambda _i,\lambda _j)]_{1i,jk}$$
(8.12)
Different authors use different conventions for the normalization constants involved in these formulas.

So far we have not said anything about the integration manifold in equation (8.1). As we have seen, we start out with some given class $`G`$ of matrices $`S`$, and the integral is a priori over this class. However, by doing the similarity transformation in eq. (8.3), we can perform the integration over the subgroup $`K`$ to which the matrix $`U`$ belongs without further ado. We then end up with an integral over a smaller manifold $`G/K`$, the manifold of the random matrix eigenvalues, and as we will see in the following subsection, this manifold turns out to be a symmetric space for all the commonly used hermitean random matrix ensembles. This gives rise to the deep and useful connection between random matrix theories and symmetric spaces that is the subject of this review.

Let us now look more in detail at some explicit examples of random matrix theories. In the following subsections we will identify in turn their integration manifolds as symmetric spaces, their eigenvalues as radial coordinates on the respective symmetric spaces, and their Dyson and boundary indices (to be defined) as determined by the multiplicities of the corresponding restricted root lattices. As we will see, the Jacobian of the similarity transformation to the space of random matrix eigenvalues and eigenvectors is determined explicitly by these root multiplicities and the curvature of the symmetric space manifold.

### 8.3 Identification of the random matrix integration manifolds

In this subsection we introduce and explicitly define some random matrix ensembles. We will see how a description in terms of symmetric spaces emerges naturally from the corresponding integration manifolds. We discuss this connection in detail for the gaussian and circular ensembles, which are the simplest and most frequently used random matrix theories.

Historically, the gaussian ensembles were studied first, and only subsequently the circular ensembles, in which the requirement of statistical independence of the matrix elements is relaxed. We will, however, start by addressing the circular ensembles which turn out to be simpler to discuss from a symmetric space point of view. The circular ensembles are related to symmetric coset spaces of positive curvature, while the gaussian ensembles are related to euclidean type symmetric spaces of vanishing curvature, which are identified with a subspace of a Lie algebra. Therefore the identification of the symmetric space is slightly more tricky for the gaussian ensembles. As we will see, the identification with euclidean spaces is due to the translational invariance of the ensembles. In the following subsections we then discuss, in less detail but in the same spirit, a few further examples of random matrix ensembles which we have selected for their widespread applications in various branches of physics.

#### 8.3.1 Circular ensembles

 Physical applications of the circular ensembles

The circular ensembles are used in the description of physical systems which can be characterized by a unitary matrix $`S`$, typically a scattering matrix, each of whose elements give the transition probability from one state to another. For instance, these ensembles describe the statistics of scattering phase shifts $`\varphi _i`$ in the theory of mesoscopic systems (for a review and references see ). These systems are modeled by a phase–coherent disordered scattering region connected to ideal leads. Scattering of electrons against randomly distributed impurities takes place in the disordered region.

The scattering matrix $`S`$ relates the incoming and the outgoing wave amplitudes of the electrons. If we have $`N`$ propagating modes (channels) at the Fermi level, we can describe them by a vector of length $`2N`$ of incident modes $`I`$, $`I^{}`$ and a similar vector of outgoing modes $`O`$, $`O^{}`$ in each lead, where unprimed letters denote the modes in the left lead and primed letters the modes in the right lead. Then the scattering matrix is defined by

$$S\left(\begin{array}{c}I\\ I^{}\end{array}\right)=\left(\begin{array}{c}O\\ O^{}\end{array}\right)$$
(8.13)
Following a standard notation  the scattering matrix has the following block structure

$$S=\left(\begin{array}{cc}r& t^{}\\ t& r^{}\end{array}\right)$$
(8.14)
where $`r`$, $`r^{}`$, $`t`$, $`t^{}`$ are $`N\times N`$ reflection and transmission matrices. The unitarity of $`S`$, warranted by flux conservation ($`|I|^2+|I^{}|^2=|O|^2+|O^{}|^2`$), implies that the four matrices $`tt^{}`$, $`t^{}t^{}`$, $`1rr^{}`$, $`1r^{}r^{}`$ have the same set of real eigenvalues $`T_1,\mathrm{},T_N`$ called transmission eigenvalues ($`0T_i1`$). These determine the physical conductance of the scattering region and will be discussed further in connection with transfer matrix ensembles.

 Definiton of the circular ensembles

The circular ensembles were introduced by Dyson  in the early sixties. They are the simplest possible matrix models, since the probability distribution is a constant. By probability distribution we mean, in general, a distribution $`P(S)`$ such that $`P(S)dS`$ is the probability that a matrix from the ensemble takes a value between $`S`$ and $`S+dS`$ (for an introduction see , Ch. 9). The non–trivial features of the model only appear in the probability distribution of the eigenvalues.

Mimicking the gaussian case (which we will discuss in the next subsection) Dyson proposed three ensembles labelled by an index $`\beta `$, which takes one of the values $`\beta =`$1, 2, and 4 and counts the number of degrees of freedom characterizing each matrix element. The index $`\beta `$ is called the Dyson index of the matrix model. For the gaussian matrix models, the three cases correspond exactly to systems with time–reversal invariance and rotational invariance ($`\beta =1`$), no time–reversal invariance ($`\beta =2`$), and time–reversal invariance and no rotational invariance ($`\beta =4`$) .

* In the circular orthogonal ensemble labelled by $`\beta =1`$, $`S`$ is a unitary symmetric $`N\times N`$ random matrix.
* In the circular unitary ensemble ($`\beta =2`$) $`S`$ is a unitary $`N\times N`$ random matrix.
* Finally in the case of the circular symplectic ensemble ($`\beta =4`$) $`S`$ is a unitary self-dual random matrix with $`N\times N`$ quaternionic matrix elements. Generally speaking, a quaternion can be expressed in terms of $`2\times 2`$ matrices as $`Q=a_0\sigma _0+i\stackrel{}{a}\stackrel{}{\sigma }`$, where the $`a_i`$ are real or complex numbers and $`(\sigma _0,\stackrel{}{\sigma })=(1,\sigma _1,\sigma _2,\sigma _3)`$ are the $`2\times 2`$ unit and Pauli matrices. (For an introduction to quaternion algebra, see  or , Ch. 8.) By self–dual we mean $`S^R=S`$ where $`(S^R)_{ij}=\sigma _2(S^T)_{ij}\sigma _2`$ (see  for further details).

The terminology for the circular ensembles may seem odd. It stems from the gaussian ensembles, where the stability subgroups of invariance are orthogonal, unitary, and symplectic, respectively, for the values 1, 2 and 4 of the Dyson index.

 Properties of the circular ensembles

Below we recollect some general properties of the circular ensembles. As we will see, these properties have analogous realizations in all the ensembles that we will study.

Invariance. It is easy to see that $`P(S)dS`$ for the three circular ensembles is invariant under the similarity transformations

$$SUSU^1(\beta =1,4)SVSW(\beta =2)$$
(8.15)
where $`U`$ is unitary ($`\beta =1`$) or unitary with quaternion elements ($`\beta =4`$) and $`V`$, $`W`$ are unitary.

Diagonalization. In each case the matrix $`S`$ can be diagonalized by a similarity transformation like the ones in eq. (8.15). The eigenvalues lie on a unit circle and take the form $`\mathrm{e}^{i\varphi _i}`$ (thereof the name ”circular ensembles”). They are doubly degenerate in the symplectic case $`\beta =4`$.

Probability distribution of the eigenvalues. A simple calculation  shows that the Jacobian of the transformation from the space of unitary matrices to eigenvalue space is given by:

$$J_\beta (\varphi _i)\underset{i<j}{}|\mathrm{e}^{i\varphi _i}\mathrm{e}^{i\varphi _j}|^\beta $$
(8.16)
It gives rise to correlations between eigenvalues. Since the original distribution function $`P(S)`$ of the random matrices is constant, the Jacobian coincides with the probability distribution function of the eigenvalues:

$$P_\beta (\varphi _i)J_\beta (\varphi _i)$$
(8.17)
 The symmetric spaces associated to the circular ensembles

In this paragraph our main interest is identifying the integration manifold of the three circular ensembles.

Orthogonal ensemble. Every symmetric unitary matrix $`S`$ can be written as

$$S=U^TU$$
(8.18)
where $`U`$ is a generic unitary matrix. However, this mapping is not one–to–one. If we assume that $`S=U^TU=V^TV`$, then it is easy to see that the matrix relating the two expressions, $`R=VU^1`$, is unitary and satisfies $`R^TR=1`$. Hence $`R`$ must be real and orthogonal. Thus we see that the manifold of the unitary symmetric matrices is actually the coset $`U(N)/O(N)`$, due to the above mentioned degeneracy. From the point of view of the physical properties of the ensemble nothing changes if we perform the restriction to an irreducible symmetric space.<sup>13</sup><sup>13</sup>13In the partition function
$$Z_{G/K}𝑑SP_\beta (S)$$
(8.19) extracting such a $`U(1)`$ factor from the integration manifold just amounts to redefining $`Z`$ by a constant. Then the manifold becomes $`SU(N)/SO(N)`$. We will systematically perform the reduction to irreducible symmetric spaces in the following.

Unitary ensemble. Finding the integration manifold is trivial in the $`\beta =2`$ case, where we simply have unitary matrices without any further constraint and the manifold is simply the group $`U(N)`$. Like for $`\beta =1`$, if one is interested in irreducible symmetric spaces a $`U(1)`$ factor must be taken out, and the manifold becomes $`SU(N)`$.

Symplectic ensemble. This case strictly resembles the $`\beta =1`$ case discussed above. Any self-dual unitary quaternion matrix can be written as

$$S=U^RU$$
(8.20)
where $`U`$ this time is a $`2N\times 2N`$ unitary matrix. By following the same reasoning as in the case of the orthogonal ensemble, we see that the same matrix $`S`$ can be obtained using a new unitary matrix $`V`$ obtained from the previous one by the transformation $`V=BU`$ where $`B`$ is constrained by $`B^RB=BB^R=1`$. By definition of the duality operator <sup>R</sup> this means that $`B`$ is a symplectic matrix. Thus, extracting a $`U(1)`$ factor, the manifold coincides with $`SU(2N)/Sp(2N)`$.

By comparing with Table 1 in subsection 5.2 in Part I of the present review, we see that the integration manifolds of the three circular ensembles are exactly the first three coset spaces (described in the Cartan notation as A, AI and AII) of positive curvature in the list of possible irreducible symmetric spaces. This is the main result of this paragraph.

#### 8.3.2 Gaussian ensembles

 Physical applications of the gaussian ensembles

Some of the physical applications of the gaussian ensembles were discussed already in the introduction to this section, in paragraph 8.1. In general gaussian ensembles describe hamiltonian ensembles. This is because they correspond to flat symmetric spaces, as we will see below. The corresponding positive curvature ensembles are the ensembles of the scattering matrices of the same systems, since in general the scattering matrix is expressed as $`S=\mathrm{e}^i`$. As we have seen, applications include spectra resulting from complicated many–body interactions like those taking place in neutron resonances in atomic nuclei, the electronic energy levels inside tiny metal grains at low temperature (that depend on the shape of the grain), or generally the spectra of electrons moving in a random potential with no further symmetries present.

The energy spectrum of classically chaotic systems is another example of apparently gaussian random behavior. A realization of such a system is a chaotic billiard. The motion of the billiard ball is determined by the shape of the billiard table (which is chosen to be irregular in some way) and it is drastically different for small variations in the initial trajectory. Corresponding quantum billards may also be considered, represented by a free quantum particle confined to a finite part of space. Its discrete energy spectrum will be determined by the Laplacian on the space, and may possess varying degrees of randomness. In all these systems the statistical properties of the energy spectrum can be described by a gaussian random matrix ensemble.

 Definition of the gaussian ensembles

Historically the first type of ensembles to be studied, the gaussian ensembles introduced by Wigner  and Dyson  are defined by the probability distribution

$$P_\beta (H)\mathrm{e}^{\beta \mathrm{tr}V(H)}$$
(8.21)
where $`H`$ is a hermitean $`N\times N`$ matrix and $`V(H)`$ is a quadratic potential. We can define a partition function

$$Z=𝑑HP_\beta (H)$$
(8.22)
where $`dH`$ is an invariant Haar measure. It can be shown  that the form of $`P_\beta (H)`$ is automatically restricted to the form

$$P_\beta (H)=\mathrm{exp}(a\mathrm{tr}H^2+b\mathrm{tr}H+c)$$
(8.23)
($`a>0`$) if one postulates statistical independence of the matrix elements $`H_{ij}`$. Note that $`P_\beta (H)`$ can be cast in the form

$$P_\beta (H)\mathrm{e}^{a\mathrm{tr}H^2}$$
(8.24)
by simply completing the square in the exponent.

Depending on the nature of $`H`$ we can distinguish three cases labelled by $`\beta =`$1, 2, and 4:

* In the orthogonal ensemble ($`\beta =1`$) $`H`$ is an $`N\times N`$ hermitean symmetric random matrix. It immediately follows that the probability distribution $`P_1(H)`$ and the integration measure $`dH`$ are invariant under all real orthogonal transformations of $`H`$. This ensemble is used when the random matrix $`H`$ models the time–reversal and rotation invariant Hamiltonian of a system with integral spin (, , Ch. 2).
* In the unitary ensemble ($`\beta =2`$) $`H`$ is an $`N\times N`$ hermitean random matrix and $`P_2(H)dH`$ is invariant under all unitary transformations of $`H`$. A system without time–reversal invariance has this type of Hamiltonian .
* In case of the symplectic ensemble ($`\beta =4`$) $`H`$ is an $`N\times N`$ hermitean self-dual random matrix with quaternionic elements. It can be shown that the entries of such a matrix are all real quaternions which can be expressed in terms of $`2\times 2`$ matrices as $`Q=a_0\sigma _0+i\stackrel{}{a}\stackrel{}{\sigma }`$, where the $`a_i`$ are real numbers and $`(\sigma _0,\stackrel{}{\sigma })=(1,\sigma _1,\sigma _2,\sigma _3)`$ are the $`2\times 2`$ unit and Pauli matrices. $`P_4(H)dH`$ is invariant under all symplectic transformations of $`H`$. The Hamiltonian of a system with time–reversal invariance, no rotational invariance and half–odd integral spin is of this type .

As we can see, the symmetry classes are distinguished by their behavior under time reversal (TR) and spin rotation (SR).

 Properties of the gaussian ensembles

As we did for the circular ensembles, let us review some general properties of the gaussian ensembles.

Statistical independence of the entries. With the choice of potential in eq. (8.24) the three ensembles have independently distributed elements, since the potential $`\mathrm{tr}H^2=_{ij}|H_{ij}|^2`$.

Invariance. As implied above, $`P_\beta (H)`$ and the integration measure $`dH`$ are separately invariant under the transformation

$$HUHU^1,$$
(8.25)
where $`U`$ is an orthogonal, unitary or symplectic $`N\times N`$ matrix depending on the value of $`\beta `$. However, it is important to notice that the symmetry group of $`P_\beta (H)dH`$ is larger and consists of rotations by the matrix $`U`$ like in eq. (8.25), and addition by square hermitean matrices:

$$HUHU^1+H^{}$$
(8.26)
This will play an important role in the identification of these ensembles with a symmetric space.

Diagonalization. For each matrix $`H`$ there is a matrix $`U`$ that maps it onto its eigenvalues:

$$H=U\mathrm{\Lambda }U^1,\mathrm{\Lambda }=\mathrm{diag}(\lambda _1,\mathrm{},\lambda _N)$$
(8.27)
where $`\lambda _i`$ ($`i=1,\mathrm{},N`$) are real eigenvalues (if $`\beta =4`$, they are twofold degenerate.) A simple calculation shows that the Jacobian of the transformation from the space of hermitean matrices $`H`$ to eigenvalue space is given by

$$J_\beta (\{\lambda _i\})\underset{i<j}{}|\lambda _i\lambda _j|^\beta $$
(8.28)
where $`\beta =`$1, 2, and 4 in the orthogonal, unitary and symplectic case, respectively (see  and , Ch. 3).

Probability distribution of the eigenvalues. Under the transformation (8.27), the integration measure $`dH`$ factorizes into an integral over the symmetry subgroup $`K`$ and an integral over the eigenvalues with integration measure $`J_\beta (\{\lambda _i\})_id\lambda _i`$. The integral over the subgroup can be performed immediately and gives a constant equal to the volume of the subgroup. With this in mind and the random matrix potential given by $`V(H)=\frac{1}{2}H^2`$ <sup>14</sup><sup>14</sup>14This form of the potential gave rise to the name ”gaussian ensembles”. Of course, a gaussian random matrix potential can be used in any context, as it often is, because it is the simplest one to deal with., the joint probability density for the eigenvalues becomes

$$P_\beta (\{\lambda _i\})\underset{i<j}{}|\lambda _i\lambda _j|^\beta \mathrm{e}^{\frac{\beta }{2}_{j=1}^N\lambda _j^2}$$
(8.29)
The proportionality constant is not relevant if one normalizes the integral to unity (however, if needed, exact normalization constants for many integrals like the one in (8.29) were given by Hua in ).

The spectral correlations are due to the Jacobian. Eq. (8.29) can be rewritten in the general form

$$P_\beta (\{\lambda _i\})\mathrm{e}^{\beta \left(_iV(\lambda _i)_{i<j}\mathrm{ln}|\lambda _i\lambda _j|\right)}$$
(8.30)
The logarithmic pair potential leads to repulsion between the eigenvalues. This is the so called spectral rigidity which is one of the most important features of random matrix theory. It is not present in uncorrelated Poisson distributions. The interpretation of (8.30) is that the probability of finding the $`i`$’th eigenvalue in the interval between $`\lambda _i`$ and $`\lambda _i+\mathrm{d}\lambda _i`$ is proportional to $`P_\beta (\{\lambda _i\})_i\mathrm{d}\lambda _i`$.

 The symmetric spaces associated to the gaussian ensembles

Let us now rephrase the above results in a group theoretical language. This will allow us to make contact with the analysis in section 5. Our goal here is to show that the integration manifolds of the above ensembles are symmetric spaces of zero curvature. This is essentially due to the translational invariance of eq. (8.26).

Let us start with the $`\beta =1`$ case. As a first step let us limit ourselves to traceless matrices only. This is the equivalent in the present context of the choice that we made in the previous subsection when we eliminated the $`U(1)`$ factor from the coset. Also in the present case the reason is that we want to obtain a description in terms of irreducible symmetric spaces. The remaining degree of freedom acts trivially and is usually neglected.

We now try to describe the set of all real, symmetric, and traceless matrices as a symmetric space $`X=G/K`$. By comparing with the example in subsection 3.1 in Part I of the review, this can easily be done by identifying it with the algebra subspace $`\mathrm{𝐒𝐋}(𝐍,𝐑)/\mathrm{𝐒𝐎}(𝐍)`$. This simply amounts to taking a matrix from the set of generic, traceless, real $`N\times N`$ matrices, write it as a sum of a symmetric and an antisymmetric matrix, and then eliminate the antisymmetric part. The resulting space is exactly the set of all real, symmetric and traceless matrices that we were looking for. By taking only traceless matrices, we have eliminated an $`𝐑^+`$ factor from the algebra $`\mathrm{𝐆𝐋}(𝐍,𝐑)`$, corresponding to the absolute value of the determinant, and we end up with the algebra $`\mathrm{𝐒𝐋}(𝐍,𝐑)`$, of which we then choose only the symmetric generators.

Following the discussion of flat symmetric spaces in paragraph 5.1, the set of all real, symmetric and traceless matrices (let us call it $`𝐏`$) can be realized as a zero–curvature symmetric space by the following two steps:

(1) The group $`G^0`$ of affine transformations of $`𝐏=\mathrm{𝐒𝐋}(𝐍,𝐑)/\mathrm{𝐒𝐎}(𝐍)`$ into itself is given by the semidirect product of the subgroup $`K=SO(N)`$ and the invariant algebra subspace $`𝐏`$. The action of $`G^0`$ on $`𝐏`$ is given by $`g(p)=kpk^1+a`$, where $`g=(k,a)G^0`$, $`kK`$, $`p,aX^0=G^0/K=𝐏`$. But this affine transformation is exactly of the same type as the symmetry transformation of eq. (8.26) that leaves the gaussian ensembles invariant (in fact, for the algebra subspace under discussion it is this transformation for $`\beta =1`$).

(2) The algebra subspace $`𝐏`$ now forms an abelian subalgebra (identical to the Cartan subalgebra) of the algebra $`𝐆^\mathrm{𝟎}`$, because it is additive: $`[𝐏,𝐏]=0`$. Therefore $`𝐆^\mathrm{𝟎}=𝐊𝐏`$ has an abelian ideal, and is non–semisimple. The curvature tensor of these spaces is zero by equations (5.1) and (5.2) of subsection 5.1. Also, the commutation relations (3.2) defining a symmetric space are satisfied for the algebra elements in $`𝐊`$ and $`𝐏`$. Hence $`X^0=G^0/K=𝐏`$ is a flat symmetric space with a euclidean geometry.

By performing a similar analysis for $`\beta =`$2, 4 we obtain the following general result: The gaussian ensembles labelled by $`\beta `$=1, 2, and 4 consist of hermitean square matrices belonging to algebra subspaces $`\mathrm{𝐒𝐋}(𝐍,𝐑)/\mathrm{𝐒𝐎}(𝐍)`$, $`\mathrm{𝐒𝐋}(𝐍,𝐂)/\mathrm{𝐒𝐔}(𝐍)`$, and $`\mathrm{𝐒𝐔}^{}(\mathrm{𝟐}𝐍)/\mathrm{𝐔𝐒𝐩}(\mathrm{𝟐}𝐍)`$, respectively. The algebra $`\mathrm{𝐒𝐋}(𝐍,𝐂)`$ is the algebra of hermitean, complex and traceless $`N\times N`$ matrices, and the subalgebra $`\mathrm{𝐒𝐔}(𝐍)`$ defines the subgroup of invariance of the unitary ensemble. The algebras $`\mathrm{𝐒𝐔}^{}(\mathrm{𝟐}𝐍)`$ and $`\mathrm{𝐔𝐒𝐩}(\mathrm{𝟐}𝐍)`$ were formally defined in a footnote in subsection 4.2. Again, they are exactly the algebra of hermitean, self–dual $`N\times N`$ quaternion matrices and the subalgebra of unitary symplectic matrices. From Table 1 we see that these three symmetric spaces correspond to algebra subspaces in Cartan classes A, AI and AII. The integration manifolds of the circular ensembles are the positive curvature coset spaces corresponding to the same Cartan classes.

 Remarks concerning flat symmetric spaces

The flat symmetric spaces may be seen as limiting cases of their curved counterparts. Below we make a few observations that illustrate this.

As we discussed in subsection 5.1, the symmetric spaces are naturally organized in triplets of negative, zero and positive curvature. The simplest way to look at the zero curvature symmetric spaces is to see them as limiting cases of one of the other two symmetric spaces (with nonzero curvature) in the same triplet. This limiting procedure is related to group contraction. As the simplest example of this, we can take the group $`SO(3)`$. As we saw in subsections 4.1 and 5.1, the algebras $`\mathrm{𝐒𝐎}(\mathrm{𝟑},𝐑)`$, $`\mathrm{𝐒𝐎}(\mathrm{𝟐},\mathrm{𝟏};𝐑)`$ and $`𝐄_\mathrm{𝟐}`$ are all related to each other. The coset $`SO(3)/SO(2)`$ can be identified with the unit 2–sphere $`S^2`$, a positive curvature space (cf. subsection 2.3). By performing the Weyl unitary trick on the algebra $`\mathrm{𝐒𝐎}(\mathrm{𝟑})`$ we obtain the non–compact algebra $`\mathrm{𝐒𝐎}(\mathrm{𝟐},\mathrm{𝟏};𝐑)`$. As we showed in subsection 4.2, the coset space $`SO(2,1;R)/SO(2)`$ corresponds to the hyperboloid $`H^2`$, a negative curvature symmetric space. The commutation relations for the non–semisimple euclidean group $`E_2`$ are a limiting case of the commutation relations for $`\mathrm{𝐒𝐎}(\mathrm{𝟑})`$ and $`\mathrm{𝐒𝐎}(\mathrm{𝟐},\mathrm{𝟏})`$ in the limit of infinite radius (cf. subsection 5.1). The symmetric space $`E_2/SO(2)`$ is thus a zero curvature symmetric space, isomorphic to the euclidean plane and a limiting case of the corresponding positive and negative curvature spaces in the same triplet.

A simple and important example of a zero curvature symmetric space, which has several analogies with the case at hand, is the flat euclidean space in four dimensions. It is well known that this space can be realized as the coset of the euclidean Poincare’ group $`\stackrel{~}{P}`$ with respect to $`SO(4)`$: $`𝐏\stackrel{~}{P}/SO(4)`$. The translations of the Poincare’ group play the role of $`𝐏`$, they are isomorphic to euclidean space and have all the characteristics of a symmetric space of vanishing curvature. The above observation that the zero curvature spaces can be obtained as limits of positive curvature spaces can be exemplified as follows. We can realize the euclidean Poincare’ group as a suitable limit of the $`SO(5)`$ group. In this limit the coset $`SO(5)/SO(4)`$ (which is nothing else than the four dimensional unit sphere) exactly becomes the euclidean four–dimensional space.

We can rephrase the above result in still another (more geometric) way. The zero curvature symmetric spaces can be seen as tangent spaces of their curved partners. This is clear both from the above example and from the algebraic structure of the space.

#### 8.3.3 Chiral ensembles

A natural generalization of the previous results is the extension to rectangular random matrices. The study of this class of ensembles was initiated in the mid–1980’s by Cicuta et al.  and further discussed in reference  where they were named Laguerre ensembles (due to the fact that the orthogonal polynomials associated to them are Laguerre polynomials). An updated review on this subject can be found for instance in .

 Physical applications of the chiral ensembles

One of the most relevant applications of the chiral ensembles is in the study of the infrared limit of gauge theories. In particular, the universal properties of Dirac spectra that depend only on the global symmetry of the euclidean Dirac operator $`i\overline{)}D`$, can be reproduced by substituting the integral over gauge fields in the euclidean partition function by an integral over an appropriate random matrix ensemble. The work by J. Verbaarschot et al.  related to this subject dates back to the 1990’s. It is in this framework (for reasons which will soon be clear) that these ensembles came to be named “chiral”. In this paragraph we discuss some of their characteristics with emphasis on their connection with the theory of symmetric spaces.

Chiral ensembles are also relevant in connection with random flux and random hopping problems. In this subsection we will discuss two papers by Mudry, Brouwer, Simons and Altland  where chiral ensembles are realized.

Chiral random matrix theory and QCD. The interest in the low–lying spectrum of the Dirac operator is due to the Banks-Casher formula ,

$$\overline{q}q=\frac{\pi \rho (0)}{V}$$
(8.31)
relating the magnitude of the quark condensate in QCD in a finite volume $`V`$ to the spectral density of the Dirac operator at the origin. The part of the Dirac spectrum near the origin is therefore of interest in studying the mechanism of spontaneous breaking of chiral symmetry, since the quark condensate is an order parameter for the chiral transition. Since we are interested in the connection with symmetric spaces in this review, we will not further report the results of these important applications. We only give a sketchy description below and refer to the literature cited for more detailed information.

Due to the presence of chiral symmetry ($`\{\gamma _5,i\overline{)}D\}=0`$) in four space–time dimensions, the Dirac operator has the block structure

$$i\overline{)}D=\left(\begin{array}{cc}0& W\\ W^{}& 0\end{array}\right)$$
(8.32)
where $`W`$ is rectangular, say $`p\times q`$ ($`p>q`$), thus $`\nu pq`$ corrsponds to the number of fermionic zero modes. In QCD, these may describe the zero modes in the field of an instanton. Then $`\nu `$ equals the winding number (topological charge). Zero modes may also originate in the bulk of the spectrum due to repulsion between eigenvalues. The total size $`N=p+q`$ of the matrix in (8.32) corresponds to the finite space–time volume $`V`$ in the gauge theory. In the calculations to be sketched below, the rectangular submatrices $`W`$ in the euclidean Dirac operator $`i\overline{)}D`$ will be replaced by random matrices $`T`$ chosen from an appropriate ensemble. The symmetries of the chiral ensembles of random matrices (i.e. the ones having a block–structure like the one in eq. (8.32)) are chosen on the basis of the fermion representation (fundamental, adjoint) and the number of quark colors. The various possibilities lead to the presence (or absence) of an anti–unitary symmetry

$$[i\overline{)}D,Q]=0$$
(8.33)
where $`Q`$ is an anti–unitary operator. The presence or absence of the symmetry (8.33) and the explicit form of $`Q`$ determines whether the Dirac operator can be represented as a matrix with real ($`\beta =1`$), complex ($`\beta =2`$) or quaternion real ($`\beta =4`$) elements . The corresponding random matrices are in Cartan class BDI, AIII, and CII. In the gauge theory partition function in euclidean space

$$Z=DA\mathrm{e}^{S[A]}\underset{f}{}\mathrm{det}(\overline{)}D+m_f)$$
(8.34)
(where the integral is over the gauge field configurations, $`S[A]`$ is a gauge field action, the product of fermion determinants is over the flavor degree of freedom and $`m_f`$ is the fermion mass for flavor $`f`$) the integral over gauge fields is then substituted with a gaussian average over a random matrix $`T`$. Since the Dirac operator has the block–structure in equation (8.32), we can substitute $`W`$ with $`T`$ to get a much simpler model

$$Z=DT\mathrm{e}^{\frac{q\beta \mathrm{\Sigma }^2}{2}\mathrm{tr}T^{}T}\underset{f}{}det\left(\begin{array}{cc}m_f& iT\\ iT^{}& m_f\end{array}\right)$$
(8.35)
with the same symmetries as the original partition function ($`DT`$ is a Haar measure and the size of $`T`$ is $`p\times q`$). From this random matrix theory we obtain the eigenvalue density and correlators, in particular their universal microscopic limit.

Both the random matrix theory and the field theory map onto the same low-energy effective partition function in the mesoscopic regime describing static Goldstone modes in a finite volume. This partition function is expressed as an integral over a coset manifold $`G^{}/K^{}`$ related to spontaneous symmetry breaking and the emergence of Goldstone modes. Here $`G^{}`$ is the original symmetry group of the Lagrangian and $`K^{}`$ is the unbroken subgroup. It is worth noting that these Goldstone manifolds obtained in  for $`\beta =1`$, $`2`$, and $`4`$ for QCD in both three (non–chiral ensembles) and four (chiral ensembles) space–time dimensions are saddle–point manifolds that appear in the large–$`N`$ limit and should not be confused with the symmetric spaces $`G/K`$ identified with the original ensembles. These Goldstone manifolds are the fermionic parts $`M_F`$ of the symmetric supermanifolds $`M_B\times M_F`$ discussed by Zirnbauer in .

In addition to the finite volume partition function of static Goldstone modes expressing the quark mass dependence, one can obtain the flavor symmetry (or parity in odd space–time dimensions) breaking pattern. One can also derive sum rules constraining the eigenvalues of the Dirac operator in a finite volume .

Chiral ensembles in the context of random flux and random hopping problems. It is of interest in the theory of quantum transport to study how the conductance of a system behaves analytically as one or more of the dimensions of the system go to infinity. This approach is called the scaling theory of localization, and deals with the conditions under which a system is metallic, insulating, or undergoes a transition between the two states. Such a transition can be disorder–induced, i.e. it can depend on impurities in the metal. Another important factor is dimensionality. We postpone a further discussion of transport problems to the subsection on transfer matrix ensembles. In this paragraph we will only mention some results relating to chiral ensembles.

In the random magnetic flux problem one studies the localization properties of a spinless electron moving in a plane perpendicular to a static magnetic field of random amplitude and vanishing mean. In two dimensions, it is difficult to reach a conclusion about the localization properties of the states based on numerical data. Therefore it is easier to study a quasi–one dimensional configuration. This was done by Mudry et al. in reference , where an $`M\times N`$ lattice ($`M>>N>>1`$) corresponding to a thick quantum wire with weak disorder was studied. Although the study of such wires is a vast field, we will limit ourselves here to reporting only one of the results of this interesting paper, so as not to go beyond our scope, which is to give examples of physical manifestations of chiral random matrix symmetry classes.

In the case at hand, the system is governed by a Hamiltonian $``$ (whose detailed form the interested reader can look up in the original paper) through a Schrödinger equation $`\psi =ϵ\psi `$. Away from the band center $`ϵ=0`$, the localization properties of the particle are those of the standard gaussian unitary ensemble. In other words, the Hamiltonian $``$ of the system is in Cartan class A. Exactly at the band center $`ϵ=0`$, an additional symmetry of the transfer matrix, called chiral or particle–hole symmetry, changes the symmetry class of the Hamiltonian into the chiral unitary symmetry class AIII. (Note that the presence of the magnetic field breaks time–reversal symmetry, so the chiral orthogonal and the chiral symplectic class can not be realized in this system.) Thus the random magnetic flux problem provides a physical realization of the chiral unitary ensemble. We will refer to the above results again in connection with transfer matrices, when we enumerate some of the physical manifestations of symmetric spaces of negative curvature.

Related to the random flux problem is the random hopping problem, in which a particle hops on a lattice with random hopping amplitudes. Also in this problem one finds that the point at the center of the band is special. A delocalization transiton in such a system in one dimension goes back to work by Dyson (see the discussion and references in ). A quasi–one dimensional hopping model with weak staggering was investigated in . The lattice consisted of $`N`$ coupled chains of length $`L`$, where $`L>>N`$. In the vicinity of the Fermi energy the lattice model was approximated by a continuum model. For $`\beta =1,2,4`$ respectively, the Hamiltonian has the symmetries of a chiral ensemble and belongs to Cartan classes BDI, AIII, and CII, respectively. For our analysis the important point here is that the Hamiltonian in each case is a realization of a chiral symmetry class, just like the Dirac operator in four–dimensional QCD and the Hamiltonian at the band center in the random flux problem. For details and other results of the quasi–1d random hopping problem we refer to the original paper.

 Some properties of the chiral ensembles

Invariance and diagonalization. Just like in the circular and gaussian ensembles, the rectangular random matrix $`T`$ above can be diagonalized through a transformation with unitary matrices $`U`$ and $`V`$:

$$T=U\mathrm{\Lambda }V^1$$
(8.36)
The matrix $`\mathrm{\Lambda }`$ is a diagonal real matrix with positive elements corresponding to the non–zero eigenvalues of $`T`$. The partition function in (8.35) is invariant under this transformation.

Probability distribution of the eigenvalues. It can be shown that the Jacobian for the transformation from matrix to eigenvalue space for the chiral ensembles is given by

$$J_\beta ^\nu (\{\lambda _i\})\underset{i<j}{}|\lambda _i^2\lambda _j^2|^\beta \underset{k}{}\lambda _k^{\beta (\nu +1)1}$$
(8.37)
where $`\{\lambda _i\}`$ are the eigenvalues of the rectangular matrix $`T`$. In terms of the new variables $`x_i\lambda _i^2`$ (8.37) takes the well–known form

$$J_\beta ^\nu (\{x_i\})\underset{i<j}{}|x_ix_j|^\beta \underset{k}{}x_i^{\frac{\beta (\nu +1)2}{2}}$$
(8.38)
Here $`\nu `$ is the number of zero modes of the chiral matrices.

 The symmetric spaces associated to the chiral ensembles

The chiral block–structure of the random matrices already gives a hint that they must belong to the subspace $`𝐏`$ of some algebra (see subsection 3.5). Depending on the number of degrees of freedom of the matrix elements (i.e. the value of $`\beta `$: 1, 2, or 4), it is not hard to guess that this subspace is identified respectively with $`\mathrm{𝐒𝐎}(𝐩,𝐪)/(\mathrm{𝐒𝐎}(𝐩)\mathrm{𝐒𝐎}(𝐪))`$, $`\mathrm{𝐒𝐔}(𝐩,𝐪)/(\mathrm{𝐒𝐔}(𝐩)\mathrm{𝐒𝐔}(𝐪))`$, or $`\mathrm{𝐔𝐒𝐩}(𝐩,𝐪)/(\mathrm{𝐔𝐒𝐩}(𝐩)\mathrm{𝐔𝐒𝐩}(𝐪))`$ (in this case $`𝐩`$, $`𝐪`$ have to be even<sup>15</sup><sup>15</sup>15Our notation is such that $`USp(2p)USp(2p,C)U(p,Q)`$.). Obviously, these algebra subspaces are symmetric spaces of the euclidean (zero–curvature) type. They correspond to Cartan classes BDI, AIII and CII in Table 1. Above we have enumerated several physical realizations of these symmetry classes.

#### 8.3.4 Transfer matrix ensembles

The transfer matrix ensembles appear in the theory of quantum transport, in the random matrix theory description of so called quantum wires. In these pages we will only discuss the part of the theory which is relevant for our purpose, the study of the mapping between random matrix theory and symmetric spaces. For further information on the experimental and theoretical issues we refer the reader to the excellent introductory review on random matrix theory and quantum transport by Beenakker .

 Physical context of the use of transfer matrix ensembles

The natural theoretical framework for describing mesoscopic systems is the Landauer theory . Within this approach Fisher and Lee proposed the following expression for the conductance in a two–probe geometry (a finite disordered section of wire to which current is supplied by two semi-infinite ordered leads):

$$G=G_0\mathrm{Tr}(tt^{})G_0\underset{n}{}T_n,G_0=\frac{2e^2}{h}$$
(8.39)
where $`t`$ is the $`N\times N`$ transmission matrix of the conductor (see eq. (8.14)), $`N`$ is the number of scattering channels at the Fermi level and $`T_1,T_2\mathrm{}T_N`$ are the eigenvalues of the matrix $`tt^{}`$. The $`T_i`$’s are usually referred to as transmission eigenvalues. The constants $`e`$ and $`h`$ denote the electronic charge and Planck’s constant, respectively.

The transmission eigenvalues $`T_i`$ are related to the scattering matrix and to the transfer matrix, which define equivalent descriptions of the impurity scattering process. In the next paragraph we will define the relationship between the physical degrees of freedom $`T_i`$ and the transfer matrix.

 Definition of the transfer matrix

The scattering matrix of a mesoscopic conductor was defined in eq. (8.13) in the context of circular ensembles. Like in subsection 8.3.1, if we have $`N`$ propagating modes at the Fermi level, we can describe them by a vector of length $`2N`$ of incoming modes $`I`$, $`I^{}`$ and a similar vector of outgoing modes $`O`$, $`O^{}`$ in each lead. Let again the unprimed letters denote the modes in the left lead and the primed letters the modes in the right lead. While the scattering matrix $`S`$ relates the incoming wave amplitudes $`I`$, $`I^{}`$ to the outgoing wave amplitudes $`O`$, $`O^{}`$ (see eq. (8.13)), the transfer matrix $`M`$ relates the wave amplitudes in the left lead to those in the right lead:

$$M\left(\begin{array}{c}I\\ O\end{array}\right)=\left(\begin{array}{c}O^{}\\ I^{}\end{array}\right)$$
(8.40)
Following the notation used in subsection 8.3.1 and in , the scattering matrix has the block structure

$$S=\left(\begin{array}{cc}r& t^{}\\ t& r^{}\end{array}\right)$$
(8.41)
where $`r`$, $`r^{}`$, $`t`$, $`t^{}`$ are $`N\times N`$ reflection and transmission matrices. As we saw in subsection 8.3.1, the unitarity of $`S`$ implies that the four matrices $`tt^{}`$, $`t^{}t^{}`$, $`1rr^{}`$, $`1r^{}r^{}`$ have the same set of eigenvalues $`T_1,\mathrm{},T_N`$ called transmission eigenvalues ($`0T_i1`$). The eigenvalues $`\lambda _i`$ of the matrix

$$Q=\frac{1}{4}(M^{}M+(M^{}M)^12)$$
(8.42)
are related to the transmission eigenvalues by

$$\lambda _i=\frac{1T_i}{T_i}$$
(8.43)
The $`\lambda _i`$ are non–negative. In terms of these, $`M`$ can be parametrized as

$$M=\left(\begin{array}{cc}u& 0\\ 0& u^{}\end{array}\right)\left(\begin{array}{cc}\sqrt{1+\mathrm{\Lambda }}& \sqrt{\mathrm{\Lambda }}\\ \sqrt{\mathrm{\Lambda }}& \sqrt{1+\mathrm{\Lambda }}\end{array}\right)\left(\begin{array}{cc}v& 0\\ 0& v^{}\end{array}\right)U\mathrm{\Gamma }V$$
(8.44)
where $`u`$, $`u^{}`$, $`v`$, $`v^{}`$ are unitary $`N\times N`$ matrices (related by complex conjugation: $`u^{}=u^{}`$, $`v^{}=v^{}`$ if $`MSp(2N,R)`$ or $`MSO^{}(4N)`$, see below) and $`\mathrm{\Lambda }=\mathrm{diag}(\lambda _1,\mathrm{},\lambda _N)`$. In case spin–rotation symmetry is broken, the number of degrees of freedom in (8.44) is doubled and the matrix elements are real quaternions.

 The symmetric spaces associated to the transfer matrix ensembles

Transfer matrices are strongly constrained by various physical requirements. As a result they belong to one of three different symmetric spaces. We discuss in some detail below how these symmetric spaces are obtained.

The physical requirements of flux conservation, presence or absence of time–reversal symmetry, and presence or absence of spin–rotation symmetry lead to conditions on the transfer matrix. These conditions determine the group $`G`$ to which $`M`$ belongs. Flux conservation leads to the following condition on $`M`$

$$M^{}\mathrm{\Sigma }_zM=\mathrm{\Sigma }_z,\mathrm{\Sigma }_z=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)$$
(8.45)
i.e. $`M`$ preserves the ($`2N\times 2N`$) metric $`\mathrm{\Sigma }_z`$. This means that $`M`$ belongs to the pseudo–unitary group $`SU(N,N)`$ ($`M`$ has to be continuously connected to the unit matrix so we take the connected component of $`U(N,N)`$). If the Hamiltonian is invariant under time-reversal, the condition on the transfer matrix is

$$M^{}=\mathrm{\Sigma }_xM\mathrm{\Sigma }_x,\mathrm{\Sigma }_x=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)$$
(8.46)
It is easy to check that together with the condition of flux conservation, this implies

$$M^TJM=J,J=\mathrm{\Sigma }_x\mathrm{\Sigma }_z=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)$$
(8.47)
But $`J`$ is the skew–symmetric form invariant under the non–compact symplectic group $`Sp(2N,R)`$ (see e.g. ), thus $`M`$ belongs to this group in case time–reversal symmetry is present.

If the Hamiltonian contains a spin–orbit interaction (i.e. in case of magnetic impurities in the conductor), spin–rotation symmetry is broken. In this case the presence of an extra spin degree of freedom doubles the number of components in the vectors $`I`$, $`I^{}`$, $`O`$, $`O^{}`$ of incoming/outgoing wave amplitudes (the components become spinors). Formally, the same conditions (8.45), (8.46) on $`M`$ are valid for flux conservation and time–reversal symmetry, but $`M`$ is now a matrix of $`N\times N`$ real quaternion elements . If time–reversal symmetry is broken, we get $`MSU(2N,2N)`$ like before. If it is conserved, a condition analogous to (8.46) is valid, with the only difference that the matrices now act on an $`N`$–dimensional vector space of real quaternions. In this case $`M`$ belongs to the group $`SO^{}(4N)`$. This is the connected component of the group of linear transformations that preserve a skew–symmetric bilinear form on a quaternionic vector space (see. e.g. , paragraph 7.2; cf. also Hüffmann ).

Invariance of the transfer matrix ensembles. As we can check using the parametrization eq. (8.44), rotating $`M`$ by a matrix $`WU(N)`$, $`SU(N)\times SU(N)\times U(1)`$, or $`U(2N)`$ (if $`MSp(2N,R)`$, $`SU(N,N)`$, or $`SO^{}(4N)`$, respectively), gives a new transfer matrix $`M^{}=WMW^1=U^{}\mathrm{\Gamma }V^{}`$ with the same physical degrees of freedom $`\{\lambda _1,\mathrm{},\lambda _N\}`$, since the matrix $`\mathrm{\Gamma }`$ is unchanged. This means that in each case $`\mathrm{\Gamma }`$ belongs to a coset space $`G/K`$, where $`MG`$ and $`WK`$. These three ensembles of transfer matrices, corresponding to different physical symmetries, are usually named (in analogy with the nomenclature of the standarad gaussian ensembles) the “orthogonal” ($`Sp(2N,R)/U(N)`$), “unitary” ($`SU(N,N)/SU(N)\times SU(N)\times U(1)`$) and “symplectic” ($`SO^{}(4N)/U(2N)`$) ensemble. This nomenclature is a bit unfortunate, since the stability subgroups do not correspond to it. These coset spaces are irreducible and non–compact. Thus they are symmetric spaces of negative curvature, as is also evident from Table 1. They correspond to Cartan classes CI, AIII, and CII, respectively.

New transfer matrix ensembles in the context of random tight–binding models. In connection with the chiral ensembles we discussed the Hamiltonian at the band center in a random magnetic flux problem. It is of the chiral symmetry class AIII . This means that the transfer matrix for the same physical system belongs to Cartan class A, i.e. it is a physical realization of the coset space $`SL(N,C)/SU(N)`$. We also discussed the random hopping problem  in the same context and saw that the Hamiltonian for $`\beta =1,2,4`$ has chiral symmetry. This means the transfer matrices of the systems belong to coset spaces $`SL(N,R)/SO(N)`$ (Cartan class AI), $`SL(N,C)/SU(N)`$ (Cartan class A), and $`SU^{}(2N)/USp(2N)`$ (Cartan class AII). These are new realizations of transfer matrix ensembles not found in the applications discussed above. In the same type of problems, also other transfer matrix ensembles are manifest. We refer to  for more details. Of course, to each hamiltonian ensemble corresponds a transfer matrix ensemble and a scattering ensemble, so in a certain sense, all the boxes in Table 2 should be filled with ”physical” ensembles. As we have already noted, the correspondence between hamiltonian ensembles and the transfer matrix ensembles for the same systems was given in Table I of reference .

By inspection of the parametrization of eq. (8.44), we realize that the (generalized) eigenvalues $`\lambda _i`$ are not exactly the radial coordinates in the three symmetric spaces. By a change of coordinates (see eq. (8.51) below), we will be able to “disentangle” the coordinates in such a way that this parametrization, and the DMPK equation to be discussed in the next paragraph, become much more tractable.

#### 8.3.5 The DMPK equation

What is needed at this point to complete the transfer matrix description of the quantum wire, is the explicit expression for the probability distribution of the $`\{\lambda _i\}`$ as a function of an external parameter, the length $`L`$ of the the quantum wire. The standard approach to this rather non–trivial problem has been to find some dynamical principle so as to obtain an “equation of motion” for the probability distribution of the $`\{\lambda _i\}`$ as a function of $`L`$, and then (hopefully) to solve the equation and obtain the probability distribution.

The construction of the equation for the probability distribution was completed during the eighties, at least in the case of quasi–one–dimensional wires ($`L>>W`$ where $`W`$ is the thickness of the wire), by Dorokhov , and independently by Mello, Pereyra, and Kumar  (for $`\beta =1`$) by studying the infinitesimal transfer matrix describing the addition of a thin slice to the wire. The resulting evolution equation for the eigenvalue distribution $`P(\{\lambda _i\},s)`$, where $`s`$ is the dimensionless length of the wire, is usually known as the Dorokhov–Mello–Pereyra–Kumar (DMPK) equation. The only assumptions which are needed to obtain this equation are: 1) that the conductor is weakly disordered, so that the scattering in the thin slice can be treated by using perturbation theory, and 2) that the flux incident in one scattering channel is, on average, equally distributed among all outgoing channels. It is exactly this second assumption which restricts the DMPK equation to the quasi–1D regime, where the finite time scale for transverse diffusion can be neglected. The results of  were subsequently generalized to $`\beta =2,4`$ in refs. . The DMPK equation can be written as

$$\frac{P}{s}=DP$$
(8.48)
where $`s`$ is the wire length measured in units of the mean free path $`l`$: $`sL/l`$, and $`D`$ can be written in terms of the $`\{\lambda _i\}`$ as follows:

$$D=\frac{2}{\gamma }\underset{i=1}{\overset{N}{}}\frac{}{\lambda _i}\lambda _i(1+\lambda _i)J(\lambda )\frac{}{\lambda _i}J(\lambda )^1,$$
(8.49)
with $`\gamma \beta N+2\beta `$. $`\beta `$ is the symmetry index of the ensemble of scattering matrices, in analogy with the well–known Wigner–Dyson classification, and $`J(\lambda )J(\{\lambda _n\})`$ is given by

$$J(\lambda )=\underset{i<j}{}|\lambda _j\lambda _i|^\beta $$
(8.50)
The solution of this equation will be discussed in the forthcoming subsections. For the moment, let us only point out that $`J(\lambda )`$, which is the Jacobian of the transformation from random matrices to eigenvalues and eigenangles in the gaussian ensembles, has nothing to do with the Jacobian between the space of transfer matrices and the space of radial coordinates in the present case. Its appearance in the DMPK equation has historical reasons, as the authors tried to mimic the well–known gaussian ensembles. This choice of coordinates makes the DMPK equation asymmetric and ultimately hard to solve.

The relationship between the Jacobian and the radial part of the Laplace–Beltrami operator. The DMPK equation can be rewritten in a more tractable form by making the change of coordinates

$$\lambda _i=\mathrm{sinh}^2x_i$$
(8.51)
This introduces the “right” Jacobian for the transformation to eigenvalue space in the transfer matrix ensemble. This Jacobian turns out to be the function $`\xi ^2(\{x_i\})\xi ^2(x)`$ given by

$$J(\{x_i\})=\xi ^2(x)=\underset{i<j}{}|\mathrm{sinh}^2x_j\mathrm{sinh}^2x_i|^\beta \underset{k}{}|\mathrm{sinh}2x_k|$$
(8.52)
Let us introduce a new operator $`B`$ defined as

$$B=\underset{k=1}{\overset{N}{}}\frac{}{x_k}\xi ^2(x)\frac{}{x_k}\xi ^2(x),$$
(8.53)
It is easy to see, by direct substitution, that $`B`$ is related to the DMPK operator by:

$$D=\frac{1}{2\gamma }B$$
(8.54)
Thus we can rewrite the DMPK equation as

$$\frac{P}{s}=\frac{1}{2\gamma }BP$$
(8.55)
By comparing eq. (8.53) with eq. (6.26) of section 6.2 we see that the operator $`B`$ is related to the radial part of the Laplace–Beltrami operator $`\mathrm{\Delta }_B^{}`$ on the negative curvature symmetric spaces associated to the transfer matrix ensembles by $`\mathrm{\Delta }_B^{}=J^1BJ`$. This is the first indication of a general, important relation which we will discuss in more detail in section 8.5 below.

Similar Fokker–Planck equations can be derived for all the symmetry classes. In  the equation was derived in conjunction with a tight–binding model for the cases in which the transfer matrix is in the standard ensembles and the Hamiltonian in the chiral ensembles. In  it was derived for systems with Hamiltonians of the Bogoliubov–de Gennes (BdG) type (see the next subsection). The latter apply to quasiparticle transport at the Fermi level in a disordered superconducting wire. In this case charge is not conserved, but one can study transport of heat and spin.

In standard systems, localization occurs when the wave function of an electron undergoes a transition from a Bloch wave extending throughout the sample to a localized exponentially decaying form $`\psi (r)\mathrm{e}^{r/\xi }`$, where $`\xi `$ is the localization length. As a result, in the localized regime the conductivity is dominated by the lowest eigenvalue and decreases exponentially with the length of the wire. In the context of disordered wires, the seven universality classes pertaining to chiral and BdG Hamiltonians are more interesting than the standard ones in that they can display a departure from exponential localization .

#### 8.3.6 BdG and $`p`$–wave ensembles

 Physical applications of the BdG ensembles

The so called NS ensembles are examples of Bogoliubov–de Gennes, or BdG, ensembles. They get their name from the physical structures they describe . The symmetry classes of these new ensembles are realized in normal metal–superconductor (NS) heterostructures. These are mesoscopic systems composed by a normal conductor in conjunction with a superconductor. Because of Andreev reflection at the NS interface, this system is different from the conventional one. Just like the additional chiral symmetry of the Dirac operator and the symmetries of the transfer matrix of a normal mesoscopic conductor give rise to new ensembles, so the symmetries of the so called Bogoliubov–de Gennes (BdG) Hamiltonian give rise to four new symmetry classes depending on whether time–reversal (TR) and/or spin–rotation (SR) symmetry is present. The BdG Hamiltonian is a first–quantized version of the BCS Hamiltonian in a mean–field approximation. It has an additional particle–hole grading which is absent in the Hamiltonian for a normal metal. This gives rise to a discrete particle–hole symmetry.

 The symmetric spaces associated to the BdG ensembles

In  the authors show that the BdG Hamiltonian $``$ (actually $`i`$) belongs to one of four symmetry classes depending on which symmetries are present. Since the presentation in  is excellent, we will just summarize the results here. The space to which $`i`$ belongs is an algebra or an algebra subspace and is either $`\mathrm{𝐒𝐎}(\mathrm{𝟒}𝐍)`$ (no TR and no SR), $`\mathrm{𝐔𝐒𝐩}(\mathrm{𝟐}𝐍)`$ (only SR), $`\mathrm{𝐒𝐎}(\mathrm{𝟒}𝐍)/𝐔(\mathrm{𝟐}𝐍)`$ (only TR), or $`\mathrm{𝐔𝐒𝐩}(\mathrm{𝟐}𝐍)/𝐔(𝐍)`$ (both TR and SR). All these algebra subspaces can be considered to be symmetric spaces of zero curvature, by the construction we have repeatedly discussed. By comparing with Table 1 we see that they can be identified with Cartan classes D, C, DIII and CI respectively. The Jacobian for the transformation by the stability subgroups to radial coordinates is

$$J_{r,s}(\{q_i\})\underset{i<j}{}|q_i^2q_j^2|^r\underset{k}{}|q_k|^s$$
(8.56)
where the pair $`(r,s)`$ takes the values $`(2,0)`$, $`(2,2)`$, $`(4,1)`$, and $`(1,1)`$ for $`\mathrm{𝐒𝐎}(\mathrm{𝟒}𝐍)`$, $`\mathrm{𝐔𝐒𝐩}(\mathrm{𝟐}𝐍)`$, $`\mathrm{𝐒𝐎}(\mathrm{𝟒}𝐍)/𝐔(\mathrm{𝟐}𝐍)`$, and $`\mathrm{𝐔𝐒𝐩}(\mathrm{𝟐}𝐍)/𝐔(𝐍)`$, respectively. For a review of NS junctions and the BdG equation, see .

Scattering matrices of the BdG type. The scattering matrix for an NS–type heterostructure is obtained by exponentiation of the Hamiltonian: $`S=\mathrm{e}^i`$. Since $`i`$ is in the algebras or tangent spaces listed above for the respective symmetry classes, the scattering matrix is in the corresponding symmetric spaces of positive curvature. Further information on these ensembles can be found in .

 The symmetric spaces associated to the $`p`$–wave ensembles

Recently, Ivanov  found realizations of Cartan classes B and DIII–odd in the algebra $`\mathrm{𝐒𝐎}(\mathrm{𝟐}𝐍+\mathrm{𝟏})`$ and the algebra subspace $`\mathrm{𝐒𝐎}(\mathrm{𝟒}𝐍+\mathrm{𝟐})/𝐔(\mathrm{𝟐}𝐍+\mathrm{𝟏})`$ in $`p`$–wave superconductors. The corresponding ensembles are called $`p`$–wave ensembles and are characterized by the presence of a zero mode. We recall that $`\nu =|pq|`$ zero modes are also present for the chiral ensembles for $`pq`$ (for notation see Table 1). These two classes were obtained for disordered vortices in $`p`$–wave superconductors with or without time–reversal symmetry, using the same Bogoliubov–de Gennes Hamiltonian as in . As in the case of BdG ensembles, the identification of the $`p`$–wave ensembles with algebra (sub)spaces maps them onto flat symmetric spaces. For more comments on these ensembles see .

 Vicious walks and BdG ensembles

Recently a new and completely independent realization of the gaussian BdG ensembles has been proposed in the context of the two–matrix model description of the vicious walk in presence of a wall (see  and references therein). In this case the peculiar symmetries of the BdG ensemble are a direct consequence of the boundary conditions imposed by the presence of the wall in the model.

#### 8.3.7 S–matrix ensembles

 Physical applications of the S–matrix ensembles

The important class of matrix models referred to as S–matrix ensembles was introduced a few years ago in  to describe the behavior of ballistic chaotic quantum dots. These are microstructures in which impurity scattering can be neglected, and only boundary scattering is considered.

 Definiton of the S–matrix ensembles

One assumes that the scattering matrix, given in eq. (8.41), belongs to the circular ensemble. Like in subsection 8.3.4, the transmission eigenvalues $`T_n`$ are the eigenvalues of the submatrix combination $`tt^{}`$, and these are not simply related to the scattering phase shifts. (Recall that in the circular ensembles, the probability distribution (8.17) in the original formulation by Dyson is expressed in terms of scattering phase shifts.) By expressing $`P_\beta `$ in terms of the variables $`\{\lambda _i\}`$ of eq. (8.43),

$$\lambda _i=\frac{1T_i}{T_i}$$
(8.57)
one obtains a representation suitable for studying the transport properties through a quantum dot.

The resulting distribution $`P_\beta (\{\lambda _i\})`$ takes the form of a Gibbs disribution. A direct calculation  shows that

$`P_\beta (\{\lambda _i\})`$ $``$ $`\mathrm{e}^{\beta \left(_iV_\beta (\lambda _i)_{i<j}\mathrm{ln}|\lambda _i\lambda _j|\right)}`$
$`V_\beta (\lambda _i)`$ $`=`$ $`\left(N+{\displaystyle \frac{2\beta }{2\beta }}\right)\mathrm{ln}(1+\lambda _i)`$ (8.58)
 The symmetric space associated to the S–matrix ensemble for $`\beta =2`$

It appears that the S–matrix ensemble for $`\beta =2`$ corresponds to the compact symmetric space $`SU(2N)/SU(N)\times SU(N)\times U(1)`$ (for $`p=q`$ in $`SU(p+q)/SU(p)\times SU(q)\times U(1)`$, which corresponds to the multiplicity of the short roots $`m_s=2(pq)=0`$, i.e. a root lattice of type $`BC_n`$ that reduces to $`C_n`$ for $`p=q`$). Interestingly, as we will see in subsection 8.4.1, the two other ensembles (for $`\beta =1,4`$) do not find correspondence in the Cartan classification . This issue will be discussed further in section 10.

### 8.4 Identification of the random matrix eigenvalues and universality indices

Just like the integration manifolds of random matrix theories have been identified with symmetric spaces in the previous subsection, we will now identify the random matrix eigenvalues with the spherical radial coordinates, the Jacobian from matrix to eigenvalue space with the Jacobian of the transformation to spherical coordinates, and the random matrix symmetry indices with the multiplicities of the restricted roots of the pertinent symmetric spaces.

Radial coordinates and the Weyl group. In subsection 3.3 of this paper we discussed the important role played by the reference frame of spherical coordinates in the study of symmetric spaces. In particular the radial spherical coordinates turned out to be given by the Cartan subalgebra of the subspace $`𝐏`$. We saw that $`P=\mathrm{e}^𝐏`$ could be naturally divided into conjugation classes by the action of the stability subgroup $`K`$ of the symmetric space. More precisely, we showed that any element $`pP`$ is conjugated with some element of the Cartan subalgebra by means of the adjoint representation of $`K`$: $`p=khk^1`$ where $`kK`$, $`h=\mathrm{e}^H`$ and $`H`$ is in the Cartan subalgebra. The radial coordinates of $`p`$ coincide with the set of eigenvalues of the matrix $`H`$.

In the case of a gaussian ensemble, from eq. (8.24) we see that the probability density depends only on these radial coordinates. This is not a coincidence. It happens in all the random matrix models that we will study, and can be considered one of their characteristic features. This does not mean that random matrix models in which also the angular coordinates play a role are not important. They appear in several interesting contexts, but they are in general much more difficult to study and require methods which are outside the scope of this review.

We observe that the Weyl group is the symmetry group of the root system of the symmetric space and of the radial coordinates at the same time. The Weyl group can easily be found. It is simply given by all the possible permutations of the eigenvalues. The Weyl chamber (defined in section 2.6) is fixed once we choose a particular ordering for the eigenvalues. We may for example order them according to increasing magnitude.

Jacobians and the root lattice. In the previous subsection we have discussed a number of different random matrix ensembles. For each of these ensembles we identified the integration manifold with a suitable symmetric space of positive, negative or zero curvature. For each ensemble we now identify the Jacobian of the transformation to eigenvalue–eigenvector space with the Jacobian (6.42) (paragraph 6.3) of the transformation to spherical coordinates on the symmetric space identified with the integration manifold. In random matrix theory this Jacobian gives rise to the familiar geometric interactions between eigenvalues, and determines the form of the joint probability distribution function of the latter. As we will see, the detailed form of the Jacobian fits exactly into the common and elegant framework provided by the classification of symmetric spaces. The curvature of these spaces, together with the restricted long, ordinary and short roots and their respective multiplicities, exactly determine its form.

A few important remarks. Before discussing the various ensembles, let us make two observations which will hopefully help in clarifying the pattern which is emerging. In general, symmetric spaces of positive curvature correspond to ensembles of circular type, those of zero curvature to ensembles of gaussian type (i.e. hamiltonian ensembles), and those of negative curvature to transfer matrix ensembles. Algebraically, the curvature of the spaces is reflected in the explicit form of the Jacobian of the transformation to spherical coordinates. This can be understood by comparing with eq. (6.42) which we reproduce here for comparison:

$$\begin{array}{c}J^{(0)}(q)=_{\alpha R^+}(q^\alpha )^{m_\alpha }\hfill \\ \\ J^{()}(q)=_{\alpha R^+}(a^1\mathrm{sinh}(aq^\alpha ))^{m_\alpha }\hfill \\ \\ J^{(+)}(q)=_{\alpha R^+}(a^1\mathrm{sin}(aq^\alpha ))^{m_\alpha }\hfill \end{array}$$
(8.59)
Note that the root multiplicities are the same for the spaces of positive and negative curvature in the triplet corresponding to the same symmetric subgroup. Even though we have not defined a restricted root system for the zero–curvature spaces arising from non–semisimple groups, the same multiplicities characterize also the Jacobian pertaining to the zero–curvature member of the triplet. This should be understood as explained in the remark following equation (6.30) in subsection 6.2.

#### 8.4.1 Discussion of the Jacobians of various types of matrix ensembles

Let us now come back to the classification scheme. The root multiplicities are listed in Table 1, to which we systematically refer in the following. This means that a few integers and the sign of the curvature ($`+,,0`$) are enough to completely characterize a matrix ensemble.

1) The gaussian ensembles

As we saw in subsection 8.3.2, the standard gaussian ensembles are labelled by the Dyson index $`\beta `$. It is noteworthy that this index is exactly equal to the multiplicity $`m_o`$ of ordinary roots of the restricted root lattice characterizing a triplet of symmetric spaces (see comments in the previous subsection concerning the “root multiplicities” characterizing a non–semisimple algebra $`𝐆^\mathrm{𝟎}`$). The Jacobian in the gaussian case is given by eq. (8.28):

$$J^{(0)}(\{\lambda _i\})\underset{i<j}{}|\lambda _i\lambda _j|^{m_o}$$

This case corresponds to the $`A_{n1}`$ root lattices with only ordinary roots. The Jacobian in (8.4.1) has exactly the form given in eq. (8.59) for zero curvature spaces with a root lattice of type $`A_{n1}`$ ($`m_l=m_s=0`$). The positive roots in this case are $`\alpha =e_ie_j`$ ($`i>j`$) and the expressions entering in the Jacobian are the radial coordinates $`\lambda _\alpha \lambda \alpha =\lambda _i\lambda _j`$ (see paragraph 6.2). The absolute value in eq. (8.4.1) corresponds to a choice of Weyl chamber (cf. paragraph 2.6) $`\lambda _1\lambda _2\mathrm{}\lambda _N`$.

2) The circular ensembles

The Jacobian of the circular ensembles of unitary scattering matrices was given in (8.17):

$$J_\beta (\{\varphi _i\})\underset{i<j}{}|\mathrm{e}^{i\varphi _i}\mathrm{e}^{i\varphi _j}|^\beta $$
(8.60)
It is not hard to see that this Jacobian can be rewritten in the form

$$J^{(+)}(\{\varphi _i\})\underset{i<j}{}\left|\mathrm{\hspace{0.17em}2}\mathrm{sin}\left(\frac{\varphi _i\varphi _j}{2}\right)\right|^{m_0}$$
(8.61)
which is exactly the form given by eq. (8.59) for the Jacobian pertaining to the transformation to spherical coordinates on a symmetric space of type $`A_{n1}`$ with only ordinary roots and of positive curvature, if we choose the radius $`a=1/2`$. This allows us to identify these ensembles with the positive curvature symmetric spaces of Cartan classes A, AI and AII, in agreement with what we had already concluded from the corresponding integration manifolds.

3) The chiral ensembles

The Jacobian given for the chiral ensembles in eq. (8.37)

$$J_\beta ^\nu (\{\lambda _i\})\underset{i<j}{}|\lambda _i^2\lambda _j^2|^\beta \underset{k}{}|\lambda _k|^{\beta (\nu +1)1}$$
(8.62)
corresponds in the most general case to a root lattice with all types of roots. The chiral ensembles are algebra subspaces, and like for the gaussian ensembles we associate to it the restricted root lattice of the curved symmetric spaces in the same triplet. The restricted root lattices for the chiral ensembles are of type $`B_q`$ or $`D_q`$ for $`\beta =1`$ and $`BC_q`$ or $`C_q`$ for $`\beta =2,4`$. In case the root lattice is not of type $`A_{n1}`$, not only is $`e_ie_j`$ a positive root but also $`e_i+e_j`$. Thus the positive roots are as follows: for $`B_q`$ $`\{e_i,e_i\pm e_j\}`$, for $`D_q`$ $`\{e_i\pm e_j\}`$, for $`BC_q`$ $`\{e_i,e_i\pm e_j,2e_i\}`$, for $`C_q`$ $`\{e_i\pm e_j,2e_i\}`$ ($`ij`$ always). Using the root multiplicities $`m_o=\beta `$, $`m_l=\beta 1`$, $`m_s=\beta |pq|\beta \nu `$ we see that the Jacobian is of type (8.59). It can be rewritten

$$J^{(0)}(\{\lambda _i\})\underset{i<j}{}|\lambda _i^2\lambda _j^2|^\beta \underset{k}{}|\lambda _k|^\alpha ,\beta m_o,\alpha m_s+m_l$$
(8.63)
From the Jacobian it is evident that in addition to the usual repulsion between different eigenvalues, $`\lambda _i`$ also repels its mirror image $`\lambda _i`$, and the eigenvalues are no longer translationally invariant. This kind of ensembles are therefore called boundary random matrix theories. The boundary random matrix theories include chiral and NS ensembles.

4) The transfer matrix ensembles

The “orthogonal” and “symplectic” transfer matrix ensembles correspond to the same classes of symmetric spaces as the BdG ensembles (see below), but with negative curvature. The “unitary” transfer matrix ensemble also corresponds to a symmetric space of negative curvature, but it is of the chiral, not BdG type (see Table 1). The relevant root systems are all of type $`C_n`$ with long and ordinary roots. The multiplicities of these can be read from Table 1. $`m_l`$ is always equal to 1 and $`m_o=\beta `$. Therefore the Jacobian given in eq. (8.52),

$$J_\beta (\{\lambda _i\})\underset{i<j}{}|\mathrm{sinh}^2\lambda _i\mathrm{sinh}^2\lambda _j|^\beta \underset{k}{}\mathrm{sinh}(2\lambda _k)$$
(8.64)
is of the general form $`J^{()}(\{\lambda _i\})`$ if we note that the positive roots are $`\{e_i\pm e_j,2e_i\}`$ and use the following identity for hyperbolic functions:

$$\mathrm{sinh}(\lambda _i\lambda _j)\mathrm{sinh}(\lambda _i+\lambda _j)=\mathrm{sinh}^2\lambda _i\mathrm{sinh}^2\lambda _j$$
(8.65)
5) The BdG ensembles

In exactly the same way as above, using Table 1 and the trigonometric identity similar to equation (8.65)

$$\mathrm{sin}(\lambda _i\lambda _j)\mathrm{sin}(\lambda _i+\lambda _j)=\mathrm{sin}^2\lambda _i\mathrm{sin}^2\lambda _j$$
(8.66)
we check that the Jacobian for the BdG ensembles of scattering matrices

$$J_{r,s}(\{\lambda _i\})\underset{i<j}{}|\mathrm{sin}^2\lambda _i\mathrm{sin}^2\lambda _j|^r\underset{k}{}\mathrm{sin}^s(2\lambda _k)$$
(8.67)
is the one corresponding to positive curvature spaces ($`J^{(+)}(\{\lambda _i\})`$) and determined by the corresponding restricted root systems of type $`D_n`$ (only ordinary roots) or $`C_n`$ (long and ordinary roots) according to equation (8.59). This Jacobian corresponds to scattering matrices of the BdG type, $`S=\mathrm{e}^i`$. For the corresponding algebra subspaces to which $`i`$ belongs, the Jacobian was given in eq. (8.56). Obviously, its structure is the one given by the same restricted root lattices according to eq. (8.59), but for zero curvature spaces ($`J^{(0)}(\{\lambda _i\})`$).

6) The S–matrix ensembles

In terms of the transmission eigenvalues $`T_n`$ the probability distribution of equation (8.3.7) (which is the same as the Jacobian for circular ensembles) can be rewritten as:

$$P(\{T_i\})dT_iJ(\{T_i\})dT_i\underset{i<j}{}\left|T_iT_j\right|^\beta \underset{k}{}|T_k|^{\frac{\beta 2}{2}}dT_k$$
(8.68)
Changing variables and setting $`T_i=\mathrm{sin}^2\theta _i`$ we find

$$J(\{\theta _i\})d\theta _i\underset{i<j}{}\left|\mathrm{sin}^2\theta _i\mathrm{sin}^2\theta _j\right|^\beta \underset{k}{}|\mathrm{sin}\theta _k|^{\beta 2}|\mathrm{sin}2\theta _k|d\theta _k$$
(8.69)
As we have by now understood, this is the typical Jacobian for a positive curvature space, described by a root lattices of the $`BC_n`$ type with root multiplicities $`m_o=\beta ,m_s=\beta 2,m_l=1`$, where the Dyson index as usual can take the three values $`\beta =1,2,4`$. However, in this case we see a rather unexpected feature: it seems that only one of the three ensembles can be mapped onto a symmetric space. It is the unitary ensemble ($`\beta =2`$), which is described by a $`C_n`$ root lattice, since for $`\beta =2`$, $`m_s=0`$. The other two cases correspond to choices of the root multiplicities which lie outside the classification of Table 1. We will come back to this problem in subsection 10.1, where we will see that the ensembles characterized by Dyson index $`\beta =1`$ and $`\beta =4`$ can be understood in terms of a non-Cartan parametrization of standard symmetric spaces.

### 8.5 Fokker–Planck equation and the Coulomb gas analogy

An important tool in the theory of random matrices is the so called “Coulomb gas analogy” due to Dyson (see , Ch. 8 for a review). The content of this analogy is the following. The probability distribution

$$P(\lambda _1,\mathrm{},\lambda _N)\mathrm{e}^{\beta W(\{\lambda _i\})}$$
(8.70)
of random matrix eigenvalues is identical to the probability density of the positions $`\{\lambda _i\}`$ of $`N`$ unit charges in one dimension in a stationary potential that is given by

$$W(\{\lambda _i\})=\frac{1}{2}\underset{i=1}{\overset{N}{}}\lambda _i^2\underset{i<j}{}\mathrm{ln}|\lambda _i\lambda _j|$$
(8.71)
if the random matrix potential is of the gaussian type. The temperature of this system is $`kT=\beta ^1`$. The force exerted by the potential $`W`$ is of the Coulomb type. If in addition to this force one considers the Brownian motion of the unit charges in the presence of a time–dependent random fluctuating force and a frictional force, one can derive a Fokker–Planck type equation describing the evolution of the Coulomb gas with time $`t`$ .

This analogy allows us to write the probability distribution of eigenvalues in the gaussian and circular ensembles as the asymptotic limit of a Brownian motion process. Similar equations can be written also for all the other ensembles of positive and zero curvature listed in the previous section. The relevant feature of these equations for the purpose of the present review is that the differential operator which describes the Brownian motion in the case of the positive curvature ensembles can be exactly related to the radial part of the Laplace–Beltrami operator on the corresponding symmetric space. Remarkably enough, if one performs a similar mapping for the negative curvature symmetric spaces (i.e. the transfer matrix ensembles) one exactly finds the DMPK equation. Below we will discuss all this in more detail, but let us first summarize the results:

* The DMPK equation is the exact analog for the negative curvature symmetric spaces of the Coulomb gas equation introduced by Dyson for the positive and zero curvature ensembles.
* All these equations describe the free diffusion – this is the ultimate meaning of the Laplace–Beltrami operator – of the eigenvalues on the corresponding symmetric spaces.
* For the positive curvature ensembles, in the large time asymptotic limit the eigenvalues reach the distribution dictated by the Jacobian. In fact, if we had the whole Laplace–Beltrami operator (not just its radial part) we would expect a uniform distribution on the symmetric space, which is exactly the probability distribution of the random matrices in the circular ensembles. Since the Dyson operator is the radial projection of the Laplace–Beltrami operator, the final result is that the eigenvalues are distributed according to the Jacobian of the transformation to radial coordinates.
* For the negative curvature ensembles, in the asymptotic limit the eigenvalues depart from each other exponentially. This behavior has a deep physical meaning. Indeed, it is well known that for quasi–one–dimensional wires, as the length of the wire (which corresponds to the time in the Brownian motion analogy) increases, the wire eventually reaches the insulating regime. This perfectly agrees with the Brownian motion picture. As the time increases the eigenvalues depart arbitrarily far from each other. As a result the conductivity is dominated by the lowest eigenvalue and decreases exponentially, in agreement with the fact that we have reached the insulating regime.

Let us now discuss these results in detail.

#### 8.5.1 The Coulomb gas analogy

Let us concentrate on the gaussian case for definiteness. As we mentioned above, the probability density $`P_\beta (\{\lambda _i\})`$ of eq. (8.29) and (8.70) can also be interpreted as the probability density for the positions of $`N`$ unit charges constrained to move on a line and interacting through the potential (8.71). The integral

$$Z(\beta )=\underset{i}{}d\lambda _ie^{\beta W(\{\lambda _i\})}$$
(8.72)
for the probability can thus be interpreted as a standard thermodynamic partition function with $`\beta `$ playing the role of inverse temperature. A nice feature of this representation is that we may obtain the distribution $`P_\beta (\{\lambda _i\})`$ as the asymptotic limit of a Brownian motion type process. To this end the following steps are needed:

First we must add a fictitious time dependence in $`P_\beta `$. Then we must assume that the out–of–equilibrium dynamics of the Coulomb gas is of the Brownian motion type (free diffusion). As we implied above, this involves introducing, in addition to the Coulomb force, a time–dependent rapidly fluctuating force giving rise to the Brownian motion, and a frictional force. As a consequence the time dependence of $`P_\beta (\{\lambda _i\},t)`$ must be described by the following Fokker–Planck equation

$$f\frac{P}{t}=\underset{j=1}{\overset{N}{}}\left\{\frac{1}{\beta }\frac{^2P}{\lambda _j^2}\frac{}{\lambda _j}\left[E(\lambda _j)P\right]\right\}$$
(8.73)
where $`f`$ is the friction coefficient setting the time scale for the diffusion process, and

$$E(\lambda _j)\frac{W(\{\lambda _i\})}{\lambda _j}=\lambda _j+\underset{ij}{}\frac{1}{\lambda _j\lambda _i}$$
(8.74)
is the electric Coulomb–type force experienced by the unit charge at $`\lambda _j`$. Standard manipulations show that the Fokker–Planck equation can be equivalently rewritten as

$$\beta f\frac{P}{t}=\underset{j=1}{\overset{N}{}}\frac{}{\lambda _j}\stackrel{~}{J}\frac{}{\lambda _j}\stackrel{~}{J}^1P$$
(8.75)
where $`\stackrel{~}{J}`$ exactly coincides with the joint probability density for the eigenvalues of eq. (8.29)

$$\stackrel{~}{J}(\{\lambda _i\})P_\beta (\{\lambda _i\})=C\underset{i<j}{}|\lambda _i\lambda _j|^\beta e^{\beta _{j=1}^N\lambda _j^2/2}$$
(8.76)
with $`C`$ an undetermined normalization constant. We have

$$\underset{t\mathrm{}}{lim}P_\beta (\{\lambda _i\},t)=P_\beta (\{\lambda _i\})$$
(8.77)
One can write down similar Fokker–Planck equations for the all the zero and positive curvature spaces. All these Fokker–Planck equations describe the approach to equilibrium of the eigenvalue distribution. As mentioned above, the equation for the negative curvature spaces coincides with the DMPK equation.

#### 8.5.2 Connection with the Laplace–Beltrami operator

Comparing the Fokker–Planck equation (8.75) in the case of positive curvature ensembles (in this case the potential is absent and $`\stackrel{~}{J}(\{\lambda _i\})=J^{(+)}(\{\lambda _i\})`$, that is, the joint probability distribution of the eigenvalues is identified with the Jacobian of the transformation to radial coordinates) with equation (6.26) we see that the Fokker–Planck operator

$$F\underset{j=1}{\overset{N}{}}\frac{}{\lambda _j}\stackrel{~}{J}\frac{}{\lambda _j}\stackrel{~}{J}^1$$
(8.78)
is related to the radial part of the Laplace–Beltrami operator,

$$\mathrm{\Delta }_B^{}=\frac{1}{J^{(+)}}\underset{\alpha =1}{\overset{r^{}}{}}\frac{}{q^\alpha }J^{(+)}\frac{}{q^\alpha }$$
(8.79)
where $`q^\alpha `$ are the radial coordinates identified with the eigenvalues $`\lambda _j`$. More precisely, the two operators are related by

$$\mathrm{\Delta }_B^{}=J^1FJ$$
(8.80)
Similarly, in case of negative curvature spaces the operator $`B`$ of equations (8.53, 8.54), that is proportional to the DMPK operator

$$B=\underset{k=1}{\overset{n}{}}\frac{}{x_k}\xi ^2(x)\frac{}{x_k}\xi ^2(x)=2\gamma D(\gamma \beta N+2\beta )$$
(8.81)
is mapped to $`\mathrm{\Delta }_B^{}`$ by the following relation

$$\mathrm{\Delta }_B^{}=\xi ^2(x)B\xi ^2(x)$$
(8.82)
after identifying $`\xi ^2(x)`$ with the Jacobian $`J(\{x_i\})=_{i<j}|\mathrm{sinh}^2x_j\mathrm{sinh}^2x_i|^\beta _i|\mathrm{sinh}2x_i|`$ of the transformation to radial coordinates (eq. (8.52)) and the radial coordinates themselves with the eigenvalues $`x_i`$ related to $`\lambda _i`$ by (8.51): $`\lambda _i=\mathrm{sinh}^2x_i`$ .

Equation (8.82), that relates the DMPK operator to the free diffusion on a symmetric space, is one of the main results of the mapping between random matrix ensembles and symmetric spaces. As we shall see it also represents the starting point for the exact solution of the DMPK equation for the transfer matrix ensembles.

#### 8.5.3 Random matrix theory description of parametric correlations

The original motivation behind the Coulomb gas approach to random matrix theory was to obtain the equilibrium probability distribution of the eigenvalues in a different and more physical way. In this respect the only interesting regime of the corresponding Fokker–Planck equations was the asymptotic $`t\mathrm{}`$ limit. However, it was later realized that this equation contains interesting physical information for all values of $`t`$. In particular it could be used for describing the adiabatic response to an external perturbation of the energy spectrum of a mesoscopic system . In this approach the role of the fictitious time is played by the perturbation parameter.

An interesting application appears if the role of the external perturbation is played by an external magnetic field. In a random matrix description of a disordered conductor, there is a smooth transition between ensembles characterized by various values of $`\beta `$ as a function of the magnetic field $`B`$ around $`B0`$ (for a review see ). When such a transition is completed, the level distribution becomes independent of the magnetic field. The random fluctuation of individual energy levels is still present, however, as a function of $`B`$. Such random fluctuations are described by Fokker–Planck type equations similar to the DMPK equation, but containing the Laplace–Beltrami operator on symmetric spaces of positive curvature .

### 8.6 A dictionary between random matrix ensembles and symmetric spaces

Probably the simplest way to summarize what we have said in this section is to write down the equivalences between random matrix and symmetric space concepts in a table. This is what we have done in Table 2.

## 9 On the use of symmetric spaces in random matrix theory

In this section we discuss some of the applications of the mapping between random matrix ensembles and irreducible symmetric spaces outlined in section 8. The main application, which is a natural consequence of the Cartan classification of symmetric spaces, is a tentative classification of the random matrix ensembles. We will discuss this important issue in subsection 9.1, while in subsection 9.2 we discuss how the symmetries of the spaces are reflected in the random matrix ensembles. A second natural application is related to the orthogonal polynomial approach to the construction of eigenvalue correlation functions of random matrix ensembles . As it turns out, the orthogonal polynomials associated to random matrix ensembles whose integration manifolds are symmetric spaces, are all of the classical type and can be directly constructed from the knowledge of the curvature and root multiplicities of the underlying symmetric space. We will discuss this issue in paragraph 9.3. Finally in paragraph 9.4 we discuss the applications of symmetric spaces to the transfer matrix ensembles which appear in the description of quantum transport. This is probably the field in which the knowledge of the mathematical structure of the underlying symmetric spaces is most helpful.

### 9.1 Towards a classification of random matrix ensembles

The most interesting consequence of the identification of random matrix ensembles with irreducible symmetric spaces is that the Cartan classification of the latter naturally induces a classification of the matrix ensembles. It is important to observe, however, that we should look at this Cartan classification more as a useful framework for organizing the various matrix ensembles than as a rigid classification of all possible ensembles. It is not hard to construct ensembles that fall outside of the Cartan grid. This can be done by suitably constraining the random matrices. There is nothing wrong with the ensembles that go beyond the Cartan classification. However, a consequence of such constructions is that for these ensembles, the beautiful and powerful properties of symmetric spaces are no longer applicable, and it becomes much more difficult to extract meaningful information or predictions for the random matrix theory<sup>16</sup><sup>16</sup>16See the discussion in section 10.1 below for a remarkable exception to this fact..

At the same time it appears that most of the matrix ensembles which have physically interesting realizations belong to the Cartan framework. It is possible that this is merely a consequence of the fact that, in trying to describe a physical problem, one prefers to use ensembles that are simple to deal with, even though this may imply stronger approximations. Let’s mention an example which illustrates the issue at hand. Recently various generalizations of the DMPK transfer matrix ensembles discussed in this review have been proposed  as an attempt to avoid the “quasi–one–dimensional” approximation involved in the standard DMPK equation. The resulting equations cannot be mapped to a symmetric space, and thus cannot be solved exactly or even asymptotically. In spite of this, important information on the expected behavior of the eigenvalues can all the same be obtained by means of suitable perturbative expansions .

In Table 3 we have included the random matrix ensembles discussed in section 8 in the Cartan classification of irreducible symmetric spaces. This classification was presented in Table 1. The scattering matrix for an NS–type heterostructure is obtained by exponentiation of the Hamiltonian $`S=\mathrm{e}^i`$. Since $`i`$ is in the algebras or tangent spaces for the respective symmetry classes, the scattering matrix is in the corresponding symmetric spaces of positive curvature. The scattering matrix ensembles of NS systems have been listed in Table 3 with the notation $`B_{m_o,m_l,m_s}^+`$ and are of the same type as the circular and S–matrix ensembles. We list the ensembles using this kind of notation, which is more consistent than some of the traditional names given to ensembles in the past with abuse of language (for example, an ensemble was called “unitary” if $`\beta =2`$, even though the stability subgroup was not unitary).

The notation used here is as follows. An ensemble is labelled by a letter indicating the type of ensemble and alluding to the traditional name. Let C stand for circular ensembles, G for gaussian ensembles, P for the $`p`$–wave ensembles of Ivanov (these are of the BdG type, but have a zero mode), B for Bogoliubov–de Gennes ensembles, T for transfer matrix ensembles, S for S–matrix ensembles, and $`\chi `$ for chiral ensembles), a superscript taking the values $`+`$, $`0`$, $``$ indicating the curvature of the space, and three subscripts $`m_o,m_l,m_s`$. Since the pair $`\{\beta ,\alpha \}`$ can be the same for some pairs of distinct ensembles, it is better to keep all three root multiplicities in the label. For example, B$`{}_{2,0,0}{}^{}{}_{}{}^{+}`$ indicates the BdG (NS) ensemble corresponding to a symmetric space of positive curvature with root multiplicities $`\{m_o,m_l,m_s\}=\{2,0,0\}`$. In this way each ensemble is uniquely labelled.

Let us stress that the empty spaces of Table 3 do not mean that a corresponding random matrix ensemble doesn’t exist. Following the previous discussion, it is easy to see that for each symmetric space (of arbitrary curvature) one can construct a perfectly consistent matrix ensemble. The empty boxes simply mean that such an ensemble still has not found a relevant physical application or realization (or, possibly, that we are not aware of such a realization). It is likely that with time all the empty boxes in Table 3 will be occupied with physically interesting applications. Note also that the type of restricted root system changes within the same Cartan class for the ensembles labelled by two integers $`\{p,q\}`$, depending on whether $`p>q`$ or $`p=q`$. The S–matrix and transfer matrix ensembles have $`p=q`$ ($`\nu =0`$) and have been written on the corresponding line, while the chiral ensembles may have $`p>q`$ or $`p=q`$.

It is important to note that the symmetric space associated to a random matrix theory can be given either for an ensemble of random Hamiltonians $``$, for an ensemble of random transfer matrices $``$, or for an ensemble of random scattering matrices $`S`$. Thus, the symmetric space associated to the transfer matrix group of a given system (for example a quantum wire) is different from the symmetric space associated to the Hamiltonian $``$ or the scattering matrix $`S`$ of the same physical system. A table of correspondences between the $``$ and $``$ descriptions was given in .

### 9.2 Symmetries of random matrix ensembles

Some known symmetries of the random matrix ensembles can be understood in terms of the symmetries of the associated restricted root lattice. In particular, ensembles of $`A_n`$ type are characterized by translational invariance of the eigenvalues. This translational symmetry is seen to originate in the root lattice: all the restricted roots of the $`A_n`$ lattice are of the form $`(e_ie_j)`$. The Wigner–Dyson (circular and gaussian) ensembles are of the translation invariant type.

For all the other types of restricted root lattices ($`B_n`$, $`C_n`$, $`D_n`$ and $`BC_n`$) this invariance is broken and substituted by a new $`Z_2`$ symmetry giving rise to the reflection symmetry of the eigenvalues that we discussed in the context of the Jacobians. Since these ensembles are characterized by the presence of a boundary (not always immediately evident) with respect to which they are reflection invariant, they are called boundary random matrix theories (BRMT in the following). They include all the remaining ensembles that are not of the circular or gaussian type.

### 9.3 Orthogonal polynomials

An important role in the study of matrix ensembles is played by the set of polynomials orthogonal with respect to the random matrix theory integration measure. These polynomials come into the picture when rewriting the Jacobian for the transformation to eigenvalue space in terms of a product of Vandermonde determinants. By adding linear combinations of the rows, the determinant can be written as a determinant of monic polynomials (a polynomial $`P_n(x)`$ is called monic if $`P_n(x)=x^n+𝒪(x^{n1})`$), for example

$$\underset{i<j}{\overset{N}{}}(x_ix_j)\underset{1i,jN}{det}x_j^{i1}=\underset{1i,jN}{det}P_{i1}(x_j)$$
(9.1)
If these polynomials are then chosen orthogonal with respect to the measure<sup>17</sup><sup>17</sup>17The factor $`N`$ in the exponent is common in QCD related applications. If the weight function is odd, so called pseudo–orthogonal polynomials may be used. We will not discuss them here, since our goal is just to remind the reader of the general mechanisms that make orthogonal polynomials useful. $`w(x)dx=\mathrm{e}^{NV(x)}dx`$, where $`V(x)`$ is the random matrix potential

$$_I\mathrm{e}^{NV(x)}P_m(x)P_n(x)𝑑x=h_n\delta _{mn}$$
(9.2)
(here $`I`$ is some interval on the real axis and $`h_n`$ is a normalization factor), the eigenvalue correlation functions can be expressed in terms of a Christoffel–Darboux kernel . An arbitrary $`k`$–point correlation function is defined as

$$\rho (x_1,\mathrm{},x_k)=_{\mathrm{}}^{\mathrm{}}\underset{j=k+1}{\overset{N}{}}dx_jP(x_1,\mathrm{},x_N)$$
(9.3)
where $`P(x_1,\mathrm{},x_N)`$ is the joint eigenvalue distribution of the random matrix model. The quantity $`\rho (x_1,\mathrm{},x_k)dx_1\mathrm{}dx_k`$ equals the probability of finding one eigenvalue in each of the intervals between $`x_j`$ and $`x_j+dx_j`$ ($`j=1,\mathrm{},k`$).

The general formula for the $`k`$–point function turns out to be

$$\rho (x_1,\mathrm{},x_k)=\frac{N^k(Nk)!}{N!}\underset{1i,jN}{det}K_N(x_i,x_j)$$
(9.4)
In particular, the spectral density is simply

$$\rho (x)=K_N(x,x)$$
(9.5)
In eqs. (9.4) and (9.5), $`K_N(x_i,x_j)`$ is the Christoffel–Darboux kernel defined in terms of orthogonal polynomials

$$K_N(x_i,x_j)=N^1\mathrm{e}^{\frac{N}{2}(V(x_i^2)+V(x_j^2))}\underset{k=0}{\overset{N1}{}}h_k^1P_k(x_i)P_k(x_j)$$
(9.6)
It turns out that for all the matrix ensembles related to symmetric spaces, the associated orthogonal polynomials belong to the set of so called classical orthogonal polynomials.

With the term classical one usually denotes three families of orthogonal polynomials: the Jacobi, Laguerre and Hermite polynomials, whose unifying feature is the so called Rodriguez formula<sup>18</sup><sup>18</sup>18Actually this formula is a generalization due to Tricomi of the original formula obtained by Rodriguez for the case of Legendre polynomials. which allows to construct the polynomials once the weight function $`p(x)`$ and the function $`X(x)`$ (which specifies the domain of support of the polynomials) are given:

$$P_n(x)=\frac{1}{A_n}\frac{1}{p(x)}\frac{d^n}{dx^n}\left\{p(x)X^n(x)\right\}$$
(9.7)
Here $`A_n`$ is a normalization constant which can be obtained explicitly, but is irrelevant for our purposes.

The domain–specifying function $`X(x)`$ is a polynomial in $`x`$ of degree $`2`$. The three possibilities are:

* if $`X(x)`$ is simply a constant, then the polynomials are defined on the whole real line, the weight function must be $`p(x)=e^{x^2}`$, and we find the Hermite polynomials.
* if $`X(x)`$ is a polynomial of first degree, one can always shift the origin so as to obtain $`X(x)=x`$. In this case the orthogonal polynomials are defined on the positive real axis, the weight function must be $`p(x)=x^\lambda e^x`$, and we find the Laguerre polynomials.
* if $`X(x)`$ is a polynomial of second degree, then one can always normalize it so as to obtain $`X(x)=(1x^2)`$. In this case the orthogonal polynomials are defined on the interval $`[1,1]`$, the weight function must be $`p(x)=(1x)^\sigma (1+x)^\rho `$, and we find the Jacobi polynomials. The well known Gegenbauer, Chebyshev and Legendre polynomials are only special cases of Jacobi polynomials.

Each one of these polynomial families is in one–to–one correspondence with a particular random matrix ensemble of table 3. The mapping is complete, i.e. all the ensembles of table 3 are covered.

In particular the Hermite polynomials are related to the gaussian Wigner–Dyson ensembles (i.e., those corresponding to symmetric spaces defined by an $`A_n`$ root lattice). Simple changes of variables allow one to show that the Laguerre polynomials are related to the gaussian BRMT’s (these are the chiral, BdG and $`p`$-wave ensembles of zero curvature spaces) and the Jacobi polynomials to the circular BRMT’s (i.e., ensembles related to symmetric spaces of positive curvature not of the $`A_n`$ type, like for instance the BdG scattering ensembles). A thorough discussion of the correlation functions for these ensembles using the orthogonal polynomials listed above can be found for instance in  (see also ).

These results are well–known (for instance, in the early papers on chiral matrix ensembles, these ensembles were named Laguerre ensembles) and do not require any particular reference to the symmetric space description of random matrix theories. What is interesting in our framework is that the parameters which define the polynomials can be explicitly related to the multiplicities of short and long roots of the underlying symmetric space and thus, by the identification in Table 2, with the boundary universality indices of the BRMT. The relation is the following:

Laguerre polynomials:

$`L^{(\lambda )}(x)={\displaystyle \frac{x^\lambda e^x}{n!}}{\displaystyle \frac{d^n}{dx^n}}(x^{n+\lambda }e^x)(x0)`$
$`\lambda {\displaystyle \frac{m_s+m_l1}{2}}`$ (9.8)
Jacobi polynomials:

$`P^{(\rho ,\sigma )}(x)={\displaystyle \frac{(1)^n}{2^nn!}}{\displaystyle \frac{(1x)^\sigma }{(1+x)^\rho }}{\displaystyle \frac{d^n}{dx^n}}\left({\displaystyle \frac{(1+x)^{n+\rho }}{(1x)^{n\sigma }}}\right)(1x1)`$
$`\rho {\displaystyle \frac{m_s+m_l1}{2}},\sigma {\displaystyle \frac{m_l1}{2}}`$ (9.9)
We see that $`\lambda `$ and $`\rho `$ have the same expression in terms of $`m_s`$ and $`m_l`$. Thus the BRMT’s corresponding to Laguerre and Jacobi polynomials with the same $`\lambda =\rho `$ indices belong to the same triplet in the classification of Table 3. They are respectively the zero curvature (Laguerre) and positive curvature (Jacobi) elements of the triplet. This explains the so called “weak universality” which was observed a few years ago for the boundary critical indices of these ensembles , i.e. the fact that the form (near the boundary) of scaled $`k`$–level correlators is the same for Laguerre and Jacobi ensembles if the symmetry parameter $`\beta `$ is the same (see  for a discussion of this point). The weak universality turns out to be simply a consequence of the organization in triplets of the symmetric spaces!

### 9.4 Use of symmetric spaces in quantum transport

One of the most interesting applications of symmetric spaces is in the transformation of the Fokker–Planck equations in random matrix theory into Schrödinger equations in imaginary time (where, as before, the time coordinate in transfer matrix ensembles is identified with the dimensionless length $`s`$ of a quantum wire). As a consequence of this transformation, in the case $`\beta =2`$ the degrees of freedom in the Schrödinger equation decouple and it can be solved exactly.

This result traces back to the original work by Dyson  and was later extended to boundary random matrix theories by various authors. We mentioned this important result already at the end of section 7. In paragraph 9.4.1 we will study this mapping in detail in a case which is particularly relevant from a physical point of view, namely for the DMPK equation of transfer matrix ensembles.

Another important consequence of the mapping is that in the “interacting cases” (for $`\beta =1`$ and $`4`$) one can use the results discussed in subsections 6.3 and 6.4 on the zonal spherical functions to obtain important information on the asymptotic behavior of the solutions to the DMPK equation. We will discuss this issue in paragraph 9.4.2. In subsection 9.4.3 we will see an example of a change of symmetry class (hence also of the underlying symmetric space description) induced in a quantum wire by switching on an external magnetic field. Finally in subsection 9.4.4 we shall discuss a general scheme (based on the DMPK equation) for constructing the scaling equations for the density of states of a quantum wire that covers all the Cartan symmetry classes.

#### 9.4.1 Exact solvability of the DMPK equation in the $`\beta =2`$ case

The exact solution of the DMPK equation in the $`\beta =2`$ case was first obtained in a remarkable paper  by Beenakker and Rejaei. Here we review their derivation in a slightly different language, trying to stress the symmetric space origin of their result.

The starting point is the mapping discussed in paragraph 8.3.5 which we briefly recall here. By setting $`\lambda _n\mathrm{sinh}^2x_n`$ (cf. eq. (8.51)) the DMPK equation can be rewritten as (see equations (8.52) and (8.82))

$$\frac{P}{s}=\frac{1}{2\gamma }[\xi (x)]^2\mathrm{\Delta }_B^{}[\xi (x)]^2P$$
(9.10)
where

$$\xi (\{x_i\})=\underset{i<j}{}|\mathrm{sinh}^2x_i\mathrm{sinh}^2x_j|^{\frac{\beta }{2}}\underset{k}{}|\mathrm{sinh}2x_k|^{\frac{1}{2}}$$
(9.11)
and $`\mathrm{\Delta }_B^{}`$ is the radial part of the Laplace–Beltrami operator on the underlying symmetric space.

At this point one can follow two equivalent ways. In the first one (which was the one followed in ) one makes use of the results discussed in section 7, in particular eq. (7.5), to map the DMPK equation into a Schrödinger equation. By comparing with eq. (7.5) we see that this simply requires the substitution

$$P(\{x_n\},s)=\xi (\{x_n\})\mathrm{\Psi }(\{x_n\},s)$$
(9.12)
A straightforward calculation shows that the DMPK equation then takes the form of a Schrödinger equation in imaginary time:

$$\frac{\mathrm{\Psi }}{s}=(U)\mathrm{\Psi }$$
(9.13)
where $`U`$ is a constant and $``$ is a Hamiltonian of the form

$$=\frac{1}{2\gamma }\underset{i}{}\left(\frac{^2}{x_i^2}+\mathrm{sinh}^2(2x_i)\right)+\frac{\beta (\beta 2)}{2\gamma }\underset{i<j}{}\frac{\mathrm{sinh}^2(2x_i)+\mathrm{sinh}^2(2x_j)}{(\mathrm{cosh}(2x_i)\mathrm{cosh}(2x_j))^2}$$
(9.14)
At this point the main goal has already been reached: it is easy to see that if $`\beta =2`$ the equation decouples and an exact solution can be obtained . Before going into the details of this solution, let’s remark that the above equation can be recast in a slightly different form, thus completing the chain of identifications DMPK equation — radial part of the Laplace–Beltrami operator — Calogero–Sutherland model. By using simple identities for hyperbolic functions, this Hamiltonian becomes

$$\gamma =\underset{i}{}\left(\frac{1}{2}\frac{^2}{x_i^2}+\frac{g_l^2}{\mathrm{sinh}^2(2x_i)}\right)+\underset{i<j}{}\left(\frac{g_o^2}{\mathrm{sinh}^2(x_ix_j)}+\frac{g_o^2}{\mathrm{sinh}^2(x_i+x_j)}\right)+c$$
(9.15)
where $`g_l^21/2`$, $`g_o^2\beta (\beta 2)/4`$ and $`c`$ is an irrelevant constant. This Hamiltonian, apart from an overall factor $`1/\gamma `$ and the constant $`c`$, exactly coincides with the Calogero–Sutherland Hamiltonian (7.4) discussed in section 7, corresponding to a root lattice $`R=\{\pm 2x_i,\pm x_i\pm x_j,ij\}`$ of type $`C_n`$ with root multiplicities $`m_o=\beta `$, $`m_l=1`$. The values of the coupling constants $`g_o`$, $`g_l`$ are exactly the root values given in eq. (7.8)

$$g_\alpha ^2=\frac{m_\alpha (m_\alpha 2)|\alpha |^2}{8}$$
(9.16)
of section 7, for which the transformation from $``$ into $`\mathrm{\Delta }_B^{}`$ is possible.

Let us now come back to the exact solution of the DMPK equation following Beenakker and Rejaei.

As we have seen, for $`\beta =2`$ $``$ is reduced to a sum of single-particle Hamiltonians $`_0`$,

$$_0=\frac{1}{2\gamma }\frac{^2}{x^2}\frac{1}{2\gamma \mathrm{sinh}^22x}.$$
(9.17)
At this point, to solve the DMPK equation one simply has to construct the Green’s function $`G_0`$ of the single-particle Hamiltonian $`_0`$. This requires solving the eigenvalue equation

$$_0\psi (x)=\epsilon \psi (x),$$
(9.18)
A standard analysis shows that the spectrum of $`_0`$ is continuous, with positive eigenvalues $`\epsilon =\frac{1}{4}k^2/N`$ and that the eigenfunctions $`\psi _k(x)`$ are real functions given by

$$\psi _k(x)=\left[\pi k\mathrm{tanh}\left(\frac{\pi k}{2}\right)\mathrm{sinh}2x\right]^{1/2}\mathrm{P}_{\frac{1}{2}(\mathrm{i}k1)}(\mathrm{cosh}2x).$$
(9.19)
where $`\mathrm{P}_\nu (z)`$ denotes the Legendre functions of the first kind. From this we obtain the spectral representation of the single-particle Green’s function $`G_0`$

$`G_0(x,s|y)`$ $`=`$ $`(2\pi )^1{\displaystyle _0^{\mathrm{}}}𝑑k\mathrm{exp}\left({\displaystyle \frac{k^2s}{4N}}\right)\psi _k(x)\psi _k(y)`$ (9.20)
$`=`$ $`{\displaystyle \frac{1}{2}}(\mathrm{sinh}2x\mathrm{sinh}2y)^{1/2}{\displaystyle _0^{\mathrm{}}}𝑑k\mathrm{exp}\left({\displaystyle \frac{k^2s}{4N}}\right)k\mathrm{tanh}\left({\displaystyle \frac{\pi k}{2}}\right)`$
$`\times \mathrm{P}_{\frac{1}{2}(\mathrm{i}k1)}(\mathrm{cosh}2x)\mathrm{P}_{\frac{1}{2}(\mathrm{i}k1)}(\mathrm{cosh}2y)`$
The $`N`$–particle Green’s function $`G`$ is related to the single–particle Green’s function $`G_0`$ through a Slater determinant, and the probability distribution of eigenvalues is related to $`G`$ through a similarity transformation by the antisymmetrized eigenstate $`\mathrm{\Psi }_0(x)=\xi (x)`$ ($`\beta =2`$) of the $`N`$–fermion Hamiltonian (for details see ). From the expression (9.20), imposing so called ballistic initial conditions (which essentially amount to requiring that all the eigenvalues are concentrated at the origin for $`s=0`$), one finally obtains the probability distribution $`P(\{x_n\},s)`$ for the eigenvalues

$`P(\{x_n\},s)`$ $`=`$ $`C(s){\displaystyle \underset{i<j}{}}(\mathrm{sinh}^2x_j\mathrm{sinh}^2x_i){\displaystyle \underset{k}{}}(\mathrm{sinh}2x_k)`$
$`\times \mathrm{Det}\left[{\displaystyle _0^{\mathrm{}}}𝑑k\mathrm{exp}\left({\displaystyle \frac{k^2s}{4N}}\right)\mathrm{tanh}\left({\displaystyle \frac{\pi k}{2}}\right)k^{2m1}\mathrm{P}_{\frac{1}{2}(\mathrm{i}k1)}(\mathrm{cosh}2x_n)\right]`$
This is the exact solution of the DMPK equation for $`\beta =2`$ <sup>19</sup><sup>19</sup>19We remark that in , using the same technique as in , the Fokker–Planck equation for the probability distribution of eigenvalues in systems with a chiral Hamiltonian was solved exactly in the case $`\beta =2`$, and in , the equation corresponding to a system with BdG Hamiltonian was solved in the presence of time–reversal symmetry (for two of the four BdG symmetry classes)..

The second approach relies more heavily on the underlying symmetric space structure. The starting point is again the identification made in eq. (9.10) between the DMPK operator and the radial part of the Laplace–Beltrami operator on the underlying symmetric space. As a consequence of this identification, if $`\mathrm{\Phi }_k(x)`$ ($`x=\{x_1,\mathrm{},x_N\}`$, $`k=\{k_1,\mathrm{},k_N\}`$) is an eigenfunction of $`\mathrm{\Delta }_B^{}`$ with eigenvalue $`k^2`$, then $`\xi (x)^2\mathrm{\Phi }_k(x)`$ will be an eigenfunction of the DMPK operator with eigenvalue $`k^2/(2\gamma )`$. The eigenfunctions of the $`\mathrm{\Delta }_B^{}`$ operator (which are known in the literature as zonal spherical functions) have been widely discussed in subsections 6.3 and 6.4. As we have seen, by means of the zonal spherical functions one can define the analog of the Fourier transform on symmetric spaces:

$$f(x)=\overline{f}(k)\mathrm{\Phi }_k(x)\frac{dk}{|c(k)|^2}$$
(9.22)
(here we have neglected an irrelevant multiplicative constant). In particular, for the three symmetric spaces which are of interest for us one finds:

$$|c(k)|^2=|\mathrm{\Delta }(k)|^2\underset{j}{}\left|\frac{\mathrm{\Gamma }\left(i\frac{k_j}{2}\right)}{\mathrm{\Gamma }\left(\frac{1}{2}+i\frac{k_j}{2}\right)}\right|^2$$
(9.23)
with

$$|\mathrm{\Delta }(k)|^2=\underset{m<j}{}\left|\frac{\mathrm{\Gamma }\left(i\frac{k_mk_j}{2}\right)\mathrm{\Gamma }\left(i\frac{k_m+k_j}{2}\right)}{\mathrm{\Gamma }\left(\frac{\beta }{2}+i\frac{k_mk_j}{2}\right)\mathrm{\Gamma }\left(\frac{\beta }{2}+i\frac{k_m+k_j}{2}\right)}\right|^2$$
(9.24)
where $`\mathrm{\Gamma }`$ denotes the Euler gamma function. This is a completely general result which we will use also in the next section. The problem is that in general the explicit form of the zonal spherical functions involved in eq. (9.22) is not known. A remarkable exception to this situation is represented exactly by the $`\beta =2`$ case for which we have  (see eq. (A.4 in the appendix):

$$\mathrm{\Phi }_k(x)=\frac{\mathrm{det}\left[Q_m^l\right]}{_{i<j}[(k_i^2k_j^2)(\mathrm{sinh}^2x_i\mathrm{sinh}^2x_j)]}$$
(9.25)
where the matrix elements of $`Q`$ are:

$$Q_m^l=\mathrm{F}(\frac{1}{2}(1+ik_m),\frac{1}{2}(1ik_m),1;\mathrm{sinh}^2x_l)$$
(9.26)
and $`F(a,b,c;z)`$ is the hypergeometric function.

Equations (9.10,9.229.24) allow us to write the $`s`$-evolution of $`P(\{x_n\},s)`$ from given initial conditions (described by the function $`\overline{f}_0(k)`$) as follows:

$$P(\{x_n\},s)=[\xi (x)]^2\overline{f}_0(k)e^{\frac{k^2}{2\gamma }s}\mathrm{\Phi }_k(x)\frac{dk}{|c(k)|^2}$$
(9.27)
By inserting the explicit expression of $`|c(k)|^2`$ and by using the identity:

$$\left|\frac{\mathrm{\Gamma }\left(\frac{1}{2}+i\frac{k}{2}\right)}{\mathrm{\Gamma }\left(i\frac{k}{2}\right)}\right|^2=\frac{k}{2}\mathrm{tanh}\frac{\pi k}{2}$$
(9.28)
we end up with the following general expression for $`P(\{x_n\},s)`$ with ballistic initial conditions (which, due to the normalization of $`\mathrm{\Phi }_k(x)`$, simply amount to choosing $`\overline{f}_0(k)`$ equal to a constant):

$`P(\{x_n\},s)=[\xi (x)]^2{\displaystyle 𝑑k\mathrm{e}^{\frac{k^2}{2\gamma }s}\frac{\mathrm{\Phi }_k(x)}{|\mathrm{\Delta }(k)|^2}\underset{j}{}k_j\mathrm{tanh}(\frac{\pi k_j}{2})}`$ (9.29)
Inserting the explicit expression for $`\mathrm{\Phi }_k(x)`$ from equations (9.25,9.26) into (9.29) and using the identity

$$\mathrm{P}_\nu (z)=F(\nu ,\nu +1,1;(1z)/2)$$
(9.30)
we exactly obtain, as expected, the solution (LABEL:final) found by Beenakker and Rejaei. This is a remarkable and non trivial consistency check of the correctness of this solution.

#### 9.4.2 Asymptotic solutions in the $`\beta =1,4`$ cases

The power of the description in terms of symmetric spaces becomes evident in the $`\beta =1`$ and $`\beta =4`$ cases, in which the interaction between the eigenvalues does not vanish and the first approach discussed in the previous subsection does not apply. On the contrary, the description in terms of zonal spherical functions (i.e., eq. (9.27)) also holds in these two cases. Even though for $`\beta 2`$ one does not know the explcit form of the zonal spherical functions, one can use the powerful asymptotic expansion (6.63) discussed at the end of subsection 6.4 to get asymptotic solutions. In our context this expansion reads:

$$\mathrm{\Phi }_k(x)\frac{1}{\xi (x)}\left(\underset{rW}{}c(rk)e^{i(rk,x)}\right)$$
(9.31)
where $`rk`$ is the vector obtained acting with $`rW`$ on $`k`$ ($`W`$ denotes the Weyl group of the symmetric space). The important feature of eq. (9.31) is that it is valid for all values of k, thus it can be used both in the metallic $`(k1)`$ and in the insulating $`(k1)`$ regimes. This leads to expressions for the probability distribution of the eigenvalues and for the conductance, which can then be compared to other theoretical results using numerical simulations or experiments (see  for a detailed discussion).

#### 9.4.3 Magnetic dependence of the conductance

In , the theory of symmetric spaces was applied to give a possible explanation for the discrepancy between the random matrix theory and non–linear sigma model analysis of the magnetoconductance in the weakly insulating, localized regime close to the Anderson transition of a disordered wire. The Anderson transition is a disorder–induced transition from the conducting to the insulating regime. For a review of the sigma model approach see .

Magnetoconductance is the change in the conductance of the wire due to the presence of a magnetic field (for a review see ). More precisely, it is the suppression of weak localization (a quantum effect due to time–reversal symmetry) which appears when a magnetic field destroys time–reversal invariance. The disagreement between the random matrix theory approach and the non–linear sigma model approach was evident in the prediction for the magnetoconductance in the presence of strong spin–orbit scattering: the sigma model approach gave a zero magnetoconductance, while the random matrix approach gave a strong negative value due to suppression of the localization length. A negative magnetoconductance has been observed in experiments. However, as we will review below, also within the random matrix approach a zero magnetoconductance can be expected, depending on whether Kramers degeneracy of the eigenvalues is conserved or not.

The conductance in the insulating regime is related to the localization length $`\xi `$ by $`G=G_0\mathrm{exp}(2L/\xi )`$, where $`L`$ is the length of the sample. In the standard random matrix approach, $`\xi `$ is proportional to $`\beta `$. Thus the transition (due to the switching on of a magnetic field) between the ensemble characterized by $`\beta =4`$ and the ensemble characterized by $`\beta =2`$ means a negative contribution to $`G`$.

The key observation made in  was that the matrix ensemble to which the transfer matrix belongs corresponds, for $`\beta =4`$, to a symmetric space $`SO^{}(4N)/U(2N)`$ with a root lattice of type $`C_N`$. This root lattice is characterized by two types of roots, long and ordinary, and therefore by two indices $`\beta m_o=4`$ and $`\eta m_l=1`$. In the ensemble labelled by $`\beta =4`$ the eigenvalues are twofold degenerate. Therefore, if there are $`N`$ degenerate scattering channels for $`\beta =4`$ (so called Kramers degeneracy), for $`\beta =2`$ there are $`2N`$ channels.

Using the mapping of the DMPK equation onto a Calogero–Sutherland model (see section 7), a generalized DMPK equation was derived to take into account the new index $`\eta `$. As a consequence, it was shown that the localization length was not affected if one performs the simultaneous change $`\beta =4\beta =2`$ and $`N2N`$, while keeping $`\eta `$ fixed. This corresponds to the transition between ensembles $`SO^{}(4N)/U(2N)SU(2N,2N)/(SU(2N)\times SU(2N)\times U(1))`$ (the latter ensemble is characterized by $`\beta =2`$, $`\eta =1`$) and gives a zero magnetoconductance. Effectively, the level statistics depends on $`\beta `$ and $`N`$, but the localization length depends more generally on $`\beta `$, $`\eta `$, and $`N`$.

Assuming instead that Kramers degeneracy is conserved ($`NN`$) we have a transition $`SO^{}(4N)/U(2N)USp(2N,2N)/(USp(2N)\times USp(2N))`$ (the latter ensemble is characterized by $`\beta =4`$, $`\eta =3`$) with the result that $`\xi `$ is smaller in the presence of a magnetic field. In this case we have a negative magnetoconductance. Thus we see that both possibilities, zero and negative magnetoconductance, are feasible also within the framework of random matrix theory.

#### 9.4.4 Density of states in disordered quantum wires.

Another interesting application of the DMPK equation is the construction of the scaling equation for the density of states of a disordered quantum wire which was recently discussed by Titov, Brouwer, Furusaki and Mudry in . Computing the density of states $`\rho (ϵ)`$ in the thermodynamic limit $`N\mathrm{}`$ in a quantum wire of infinite length at energy $`ϵ`$ turns out to be intimately related to the solution of the DMPK equation in presence of absorption . Absorption is described by the addition of a spatially uniform imaginary potential $`i\omega `$, $`\omega >0`$ to the Hamiltonian.

A DMPK-like equation can be obtained also in this case. It is very similar to the standard one (see eq.s (8.53) and (8.55)). The only change is an additional term proportional to the absorption constant.

$$\frac{P_{i\omega }}{s}=\left(\frac{1}{2\gamma }B+\frac{l\omega }{v_F}\underset{j=1}{\overset{N}{}}\frac{}{x_j}\mathrm{sinh}2x_j\right)P_{i\omega }$$
(9.32)
where $`l`$ is the mean free path and $`v_F`$ the Fermi velocity.

It is not difficult to see that this equation has the following stationary (i.e. $`L`$ independent) solution:

$$P_{i\omega }(\{x_i\})=\frac{|J|}{Z(a)}\underset{j=1}{\overset{N}{}}e^{a\mathrm{cosh}2x_j}$$
(9.33)
where $`a=\gamma l\omega /v_F`$ is the adimensional absorption constant and $`Z(a)`$ is a normalization constant which is needed to ensure that $`P_{i\omega }`$ is normalized to one. The key (and non-trivial) point is that, once $`Z(a)`$ is known it is possible to show (by making an analytical continuation from $`i\omega `$ to $`ϵ`$) that the density of states $`\rho (ϵ)`$ is obtained from $`Z(a)`$ as follows:

$$\rho (ϵ)=\frac{d}{\pi v_F}\mathrm{Re}\underset{ai\gamma lϵ/v_F}{lim}\frac{}{a}\left[a\frac{}{a}\mathrm{log}Z(a)\right]$$
(9.34)
(see  for a detailed derivation). It is interesting to observe that this procedure works for all the Cartan classes.

In the non–standard symmetry classes of the Hamiltonian, the density of states is singular at the band center (for chiral Hamiltonians) or Fermi energy (for BdG Hamiltonians). This point corresponds to extra symmetries of the Hamiltonian, an issue that was discussed in the context of chiral ensembles. The precise form of this singularity depends on the symmetry class and, for chiral Hamiltonians, on the parity of $`N`$ (the number of channels). Apparently, there is a connection between the anomalous behavior of the density of states and the divergence of the localization length (signaling criticality) at the singular point .

## 10 Beyond symmetric spaces

In the previous section we have discussed some of the possible applications of the theory of symmetric spaces in random matrix models. In this last section we discuss three issues which in one way or another go beyond the theory of symmetric spaces developed up to now. We will see that the power of the group theoretical methods developed in the first part of this review allows us to obtain interesting results also in some cases in which symmetric spaces appear not to be useful. At the same time the topics to be discussed represent new open directions of research which we hope will lead to future interesting results.

In subsection 10.1 we will discuss the non–Cartan parametrization of symmetric spaces. We will see how it is possible to map exotic random matrix ensembles to non–standard (in a sense that will be clear) symmetric spaces. In subsection 10.2 we will discuss how a wide set of non–isotropic solutions to the DMPK equation can be constructed by simply resorting to the exact integrability of the associated Calogero–Sutherland models. This new tool might be useful in overcoming the quasi–1D constraint of the DMPK description of quantum wires. Finally, in subsection 10.3 we discuss the triplicity of (in a certain sense) the most general potential in a Calogero–Sutherland model, the Weierstrass potential. We will see how this potential in various limits reproduces the components of an arbitrary triplet of symmetric spaces.

### 10.1 Non–Cartan parametrization of symmetric spaces and S–matrix ensembles

As we have seen in paragraphs 8.3.7 and 8.4.1, apparently only the S-matrix ensembles labelled by $`\beta =2`$ (these were introduced in references ) can be associated to a symmetric space. Let us briefly recall the problem. The S–matrix ensembles correspond to root lattices of $`BC_n`$ type with the following root multiplicities: $`m_o=\beta ,m_s=\beta 2,m_l=1`$, where $`\beta `$ takes values in the set $`\{1,2,4\}`$. Only the $`\beta =2`$ case corresponds to a set of root multiplicities associated to a symmetric space. In this case the restricted root lattice degenerates into $`C_n`$, since the multiplicity of short roots $`m_s=0`$. It is instructive to re–obtain this symmetric space description from the integration manifold of the random matrix ensemble. In the unitary case the scattering matrix is parametrized by (cf. eq. (8.14) in paragraph 8.3.4)

$$S=\left(\begin{array}{cc}r& t^{}\\ t& r^{}\end{array}\right)$$
(10.1)
where $`r,t,r^{},t^{}`$ are $`N\times N`$ matrices. One is interested in the eigenvalues $`\{T_i\}`$ of the product $`tt^{}`$, since these determine a variety of transport properties. This implies that there is a hidden symmetry:

$$SS\left(\begin{array}{cc}v_3& 0\\ 0& v_4\end{array}\right)$$
(10.2)
with $`v_3,v_4U(N)`$. Indeed, under the transformation (10.2), $`ttv_3`$ and the product $`tt^{}`$ is invariant for unitary $`v_3`$. This additional symmetry defines the space in which the matrices $`S`$ live. It is not $`SU(2N)`$ but the coset $`SU(2N)/S(U(N)\times U(N))`$, which is exactly the symmetric space described by the $`C_N`$ root lattice with multiplicities $`m_o=2`$ and $`m_l=1`$ mentioned above.

We can write the coordinates $`\{T_i\}`$ explicitly by using the fact that any $`2N\times 2N`$ unitary matrix can be decomposed as  (cf. eq. (8.15))

$`S=\left(\begin{array}{cc}v_1& 0\\ 0& v_2\end{array}\right)\left(\begin{array}{cc}\sqrt{1\tau }& \sqrt{\tau }\\ \sqrt{\tau }& \sqrt{1\tau }\end{array}\right)\left(\begin{array}{cc}v_3& 0\\ 0& v_4\end{array}\right)`$ (10.9)
$`=\left(\begin{array}{cc}v_1\sqrt{1\tau }& v_1\sqrt{\tau }\\ v_2\sqrt{\tau }& v_2\sqrt{1\tau }\end{array}\right)\left(\begin{array}{cc}v_3& 0\\ 0& v_4\end{array}\right)S^{}\left(\begin{array}{cc}v_3& 0\\ 0& v_4\end{array}\right)`$ (10.16)
where $`v_1,v_2,v_3,v_4U(N)`$ (in the presence of time–reversal symmetry $`v_1,v_3`$ and $`v_2,v_4`$ are related to each other by transposition) and $`\tau `$ is a $`N\times N`$ diagonal matrix which collects the coordinates $`\{T_i\}`$. As was obvious to begin with, they are not the radial coordinates corresponding to a Cartan subalgebra in the symmetric space of the scattering matrix (cf. paragraph 8.3.4).

The same reasoning can be followed in the $`\beta =1`$ and $`4`$ cases. In these cases the cosets which one obtains by imposing the gauge symmetry discussed above turn out not to be symmetric spaces (paragraph 8.4.1).

We can look at these random matrix ensembles as plain circular ensembles in which, for well–defined physical reasons, we have chosen a set of parameters (the eigenvalues of the matrix $`tt^{}`$) different from the eigenvalues of the matrix $`S`$ (i.e., the radial coordinates of the symmetric spaces associated to the Dyson circular ensembles).

Since the standard radial coordinates are related to the Cartan generators, we can consider this non–standard choice of “radial” coordinates as a non–Cartan parametrization of the symmetric space <sup>20</sup><sup>20</sup>20We thank Martin Zirnbauer for suggesting this possibility to us. of the scattering matrix. As we will see in a moment, the important point is that the construction of this non–Cartan parametrization follows the same lines as the standard parametrization (identification of an involutive automorphism, separation of the generators in even and odd, and so on). As a consequence of this, several properties of the standard Cartan parametrization are conserved, and allow us to treat these ensembles in a way which is essentially the same as for those which correspond to standard Cartan parametrization of symmetric spaces (see the results of ).

Below we will see in detail how this non-Cartan parametrization is constructed. To help the reader we will first briefly review the general method (a detailed discussion can be found in Appendix A of ) and then look at an example. As we will see, the procedure has many similarities to the procedure we used in constructing the restricted root lattice in paragraph 5.2, and like in subsection 5.3, we will use two successive involutions.

#### 10.1.1 Non-Cartan parametrization of $`SU(N)/SO(N)`$

Let us begin with a compact<sup>21</sup><sup>21</sup>21The fact that we choose a compact space for definiteness is not important and we can equally well choose a non–compact one. symmetric space $`G/K`$ and denote the corresponding algebra subspace $`𝐆/𝐊`$. Suppose $`\sigma `$ is the involutive automorphism that splits the algebra $`𝐆`$ into $`𝐊𝐏`$. Let’s now operate on the subspaces $`𝐊`$ and $`𝐏=𝐆/𝐊`$ with a second involution $`\tau `$ exactly like in paragraph 5.3. Then the subspaces $`𝐊`$ and $`𝐏`$ are split into even and odd parts that were named $`𝐊_\mathrm{𝟏}`$, $`𝐊_\mathrm{𝟐}`$, $`𝐏_\mathrm{𝟏}`$, $`𝐏_\mathrm{𝟐}`$ in subsection 5.3. (In reference  these are the subspaces $`𝒦_e`$, $`𝒦_o`$, $`𝒫_e`$, $`𝒫_o`$.) Let $`𝐀`$ denote a maximal abelian subalgebra contained in $`𝐏_\mathrm{𝟐}`$. That means its elements are odd under the transformations $`\sigma `$ and $`\tau `$: $`\sigma A\sigma =A`$, $`\tau A\tau =A`$ for $`A𝐀`$ (i.e. the elements of $`𝐀`$ anticommute with the involutions).

Let $`𝐌`$ be the subspace of elements of $`𝐊_\mathrm{𝟏}`$ that commute with all the $`A𝐀`$. The subspace of $`𝐆`$ that is invariant under $`\tau `$ is $`𝐊_\mathrm{𝟏}𝐏_\mathrm{𝟏}𝐆_\mathrm{𝟏}`$. The central ingredient in obtaining the non–Cartan parametrization is the bijective mapping $`\varphi `$ of the manifold $`G_1/M\times A^+`$ into the symmetric space $`G/K`$ such that $`\varphi :(gM,a)gaK`$, where elements in the coset space are denoted $`gK`$ (cf. paragraph 2.3). The non–Cartan “radial coordinates” are encoded in the matrix $`a`$ belonging to a connected open subset $`A^+`$ of $`A=\mathrm{e}^𝐀`$. In the tangent space this corresponds to a mapping $`T_a`$ between algebra subspaces

$`T_a:𝐆_\mathrm{𝟏}/𝐌\times 𝐀𝐆/𝐊`$
$`T_a(Z,H)=H+aZa^1|_𝐏`$ (10.17)
where the notation $`|_𝐏`$ means the restriction to the subspace $`𝐏`$. From the linear mapping $`T_a`$ we will obtain the Jacobian as a determinant of the matrix expressing the differential of $`\varphi `$ with respect to the new basis. Keeping in mind the commutation relations for symmetric subalgebras (eq. (3.2) of subsection 3.1) and the fact that $`𝐀`$ anticommutes with the two involutions $`\sigma `$ and $`\tau `$, we easily see that

$$[𝐀,𝐏_\mathrm{𝟏}]𝐊_\mathrm{𝟐},[𝐀,𝐊_\mathrm{𝟏}/𝐌]𝐏_\mathrm{𝟐}/𝐀,[𝐀,𝐊_\mathrm{𝟐}]𝐏_\mathrm{𝟏},[𝐀,𝐏_\mathrm{𝟐}/𝐀]𝐊_\mathrm{𝟏}/𝐌$$
(10.18)
This means that the mapping $`\mathrm{ad}(\mathrm{ln}a)`$ from the algebra $`𝐆`$ to itself maps the four eigensubspaces of $`\sigma \tau `$ into each other as follows

$`\mathrm{ad}(\mathrm{ln}a):𝐊_\mathrm{𝟏}𝐏_\mathrm{𝟐}`$
$`\mathrm{ad}(\mathrm{ln}a):𝐏_\mathrm{𝟐}𝐊_\mathrm{𝟏}`$
$`\mathrm{ad}(\mathrm{ln}a):𝐊_\mathrm{𝟐}𝐏_\mathrm{𝟏}`$
$`\mathrm{ad}(\mathrm{ln}a):𝐏_\mathrm{𝟏}𝐊_\mathrm{𝟐}`$ (10.19)
Denoting the adjoint action $`aZa^1`$ in (10.1.1) with $`\mathrm{Ad}(a)Z`$ and using $`\mathrm{Ad}(a)=\mathrm{exp}\mathrm{ad}(\mathrm{ln}a)=\mathrm{cosh}\mathrm{ad}(\mathrm{ln}a)+\mathrm{sinh}\mathrm{ad}(\mathrm{ln}a)`$, we see from equation (10.18) that if $`Z=X+Y`$ is the decomposition of $`Z𝐆_\mathrm{𝟏}/𝐌`$ into parts belonging to the subspaces $`𝐏_\mathrm{𝟏}`$ and $`𝐊_\mathrm{𝟏}/𝐌`$ respectively,

$$T_a(Z,H)=H+\mathrm{cosh}\mathrm{ad}(\mathrm{ln}a)X\mathrm{sinh}\mathrm{ad}(\mathrm{ln}a)Y$$
(10.20)
(this follows from equations (10.1.1) because $`\mathrm{cosh}x`$ is an even and $`\mathrm{sinh}x`$ an odd function of $`x`$, and keeping in mind that in $`T_a`$ we take the projection on $`𝐏`$).

The Jacobian corresponding to the change of coordinates is the determinant

$$J_{NC}(a)=\mathrm{det}\left(\mathrm{cosh}\mathrm{ad}(\mathrm{ln}a)|_{𝐏_\mathrm{𝟏}𝐏_\mathrm{𝟏}}\right)\mathrm{det}\left(\mathrm{sinh}\mathrm{ad}(\mathrm{ln}a)|_{𝐊_\mathrm{𝟏}/𝐌𝐏_\mathrm{𝟐}/𝐀}\right)$$
(10.21)
and it is obtained as the product of the eigenvalues. The eigenvalues of the automorphism $`\mathrm{ad}(\mathrm{ln}a)`$ are nothing but the restricted roots with respect to the abelian algebra $`𝐀`$. We therefore obtain the general formula

$$J_{NC}^{(j)}(a)=\underset{\alpha R_1^+}{}\mathrm{sinh}^{m_\alpha }\alpha (\mathrm{ln}a)\underset{\beta R_2^+}{}\mathrm{cosh}^{m_\beta }\beta (\mathrm{ln}a)$$
(10.22)
where the subscript $`NC`$ stands for “non–Cartan” and the index $`+`$ reminds us of the fact that the sum is over the positive roots only. $`\alpha (\mathrm{ln}a)`$ is nothing else than the projection $`q^\alpha `$ introduced in equation (6.27) in subsection 6.2. The positive roots have been divided into two subsets $`R_1^+`$ and $`R_2^+`$ in an obvious notation. In case $`𝐆/𝐊`$ is a compact space, the roots $`\alpha `$ and $`\beta `$ in (10.22) are purely imaginary. If we then set $`\alpha =i\alpha ^{}`$ and $`\beta =i\beta ^{}`$ we obtain

$$J_{NC}^{(+)}(a)=\underset{\alpha ^{}R_1^+}{}\mathrm{sin}^{m_\alpha ^{}}\alpha ^{}(\mathrm{ln}a)\underset{\beta ^{}R_2^+}{}\mathrm{cos}^{m_\beta ^{}}\beta ^{}(\mathrm{ln}a)$$
(10.23)
whereas for real $`\alpha `$, $`\beta `$ (non–compact space) we get hyperbolic functions in eq. (10.22) for $`J_{NC}^{()}(a)`$ (cf. the similar situation in eq. (6.43)). For comparison, recall that the Jacobian corresponding to the standard Cartan parametrization of the $`G/K`$ space is given by equation (6.30),

$$J^{(+)}(a)=\underset{\alpha R^+}{}\mathrm{sin}^{m_\alpha }\alpha (\mathrm{ln}a)$$
(10.24)
where the algebra corresponding to $`𝐀`$ in this case is a maximal abelian subgroup of the whole subspace $`𝐏`$.

Example: Let us now take as an example the $`\beta =1`$ S–matrix ensemble, whose parametrization in subsection 8.4.1 falls outside of the Cartan classification of symmetric spaces. We will identify it as a non–Cartan parametrization of a standard symmetric space.

The starting point in this case is the circular orthogonal ensemble of Dyson, i.e. $`G/K=SU(N)/SO(N)`$. Let us assume for completeness that we have a different number of left and right scattering channels $`p=N_L`$ and $`q=N_R`$. In this case the involution $`\tau `$ is given by $`I_{p,q}=I_{N_L,N_R}=\mathrm{diag}(1_{N_L},1_{N_R})`$ (cf. equation (4.14)) with fixed point set $`G_1=SU(N_L)\times SU(N_R)`$ and the rank of a maximal abelian subgroup $`A`$ is $`r=\mathrm{min}(N_L,N_R)`$.

We can choose $`A`$ to be generated by the matrices

$$A_k=i\left(E_{k,N_L+k}+E_{N_L+k,k}\right)(k=1,\mathrm{},r)$$

where $`E_{ij}`$ is the matrix having a $`1`$ in the $`i`$th row and $`j`$th column, and zeros elsewhere. After finding the corresponding roots like in the example in subsection 5.2, the radial coordinates $`\alpha ^{}x`$ (leaving out the $`i`$) and the corresponding root multiplicities turn out to be

$`R_1^+:`$ $`(x_k\pm x_l)(m=1)(k>l)`$
$`x_k(m=|N_LN_R|)(k=1,\mathrm{},r)`$
$`R_2^+:`$ $`(x_k\pm x_l)(m=1)(k>l)`$
$`2x_k(m=1)(k=1,\mathrm{},r)`$
$`x_k(m=|N_LN_R|)(k=1,\mathrm{},r)`$
(note that the total root multiplicities $`m_o=2,m_l=1,m_s=2(N_LN_R)`$ are exactly the ones for a $`BC_N`$ type restricted root lattice; cf. Table 1). These are the radial coordinates in the Jacobian for the non–Cartan parametrization, eq. (10.23)

$$J_{NC}^{(+)}(a)=\underset{i>j}{}\mathrm{sin}(x_ix_j)\mathrm{sin}(x_i+x_j)\underset{k}{}\mathrm{sin}^\nu x_k\underset{l>m}{}\mathrm{cos}(x_lx_m)\mathrm{cos}(x_l+x_m)\underset{n}{}\mathrm{cos}(2x_n)\underset{q}{}\mathrm{cos}^\nu x_q$$
(10.25)
where $`\nu |N_LN_R|`$. By making now the variable substitution $`T_k=\mathrm{sin}^22x_k`$ in this Jacobian, we obtain the radial measure in the form

$$J_{NC}^{(+)}(a)da=\underset{i<j}{}|T_iT_j|\underset{k}{}|T_k|^{(|N_LN_R|1)/2}dT_k,$$
(10.26)
which agrees with equation (8.68) for the special case $`N_L=N_R`$ and $`\beta =1`$. As anticipated in paragraph 8.4.1, we conclude that equations (8.68,8.69) represent the Jacobian for a non–Cartan parametrization (albeit expressed in different variables) of a standard symmetric space, which for $`\beta =1`$ is the space $`SU(N)/SO(N)`$.

### 10.2 Clustered solutions of the DMPK equation

As we mentioned previously, there are two major drawbacks in the DMPK approach to quantum wires. The first is that the DMPK description only holds in the quasi–one dimensional limit. The second is that the solution discussed in paragraphs 9.4.1 and 9.4.2 does not allow studying the intermediate cross–over region between the metallic and the insulating regimes, where no simplifying approximation is allowed. This is true even in the simplest case, for $`\beta =2`$.

In the last few years various generalizations of the DMPK equation have been suggested  to avoid the quasi–one dimensional limit. However, as we discussed at the beginning of subsection 9.1, in all these generalized equations most of the attractive properties of the DMPK equations are lost, mainly due to the fact that the description in terms of symmetric spaces is no longer valid. Only a few pieces of information on the expected joint probability density of the transmission eigenvalues can be obtained.

Recently a different strategy has been proposed in  where the DMPK equation is kept unchanged, but one looks for a set of special solutions (with non trivial initial conditions) which break the isotropy ansatz. To this end one uses the exact integrability of the Calogero–Sutherland models: recall that the DMPK equation can be mapped into the evolution operator of a suitably chosen Calogero–Sutherland model (for a review see ). This is a highly non–trivial property which is more general than the underlying symmetric–space structure; in fact it holds also for generic integer values of the root multiplicities . It is possible to show that as a consequence of their exact integrability, in these models – besides the well known symmetric solution – a wide class of non–trivial (but exact) solutions exists, in which the particles are grouped into clusters. Once the mapping to the DMPK equation is performed, the clusters of particles become clusters of eigenvalues. The exact integrability of the Calogero–Sutherland model ensures that this asymmetric distribution of eigenvalues survives in the asymptotic limit, and the remarkable properties of the underlying symmetric space allow us to explicitly write down such asymptotic expansions.

Let us discuss these solutions in more detail. We assume the cluster to be composed of the first $`N^{}<N`$ eigenvalues. This means:

$`|x_ix_j|<\mathrm{},`$ $`i,j=1,\mathrm{},N^{}(ij).`$ (10.27)
$`|x_ix_j|\mathrm{},`$ $`i=1,\mathrm{},N;j=N^{}+1,\mathrm{},N(ij)`$
In the symmetric space framework we can identify the cluster by selecting a subsystem of roots associated to the space. Let $`\mathrm{\Pi }`$ be the system of simple roots associated to the symmetric space $`X`$, and $`\mathrm{\Pi }^{}`$ a subsystem of simple roots which satisfies the inequality

$$\mathrm{\Pi }^{}=\{\alpha \mathrm{\Pi }|\underset{|x|\mathrm{}}{lim}x^\alpha <\mathrm{}\}$$
(10.28)
where $`x^\alpha =(x,\alpha )`$. At this point there are two possibilities. Since $`\mathrm{\Pi }`$ is a $`C_N`$ type lattice, $`\mathrm{\Pi }^{}`$ can be either of type $`C_N`$ (in this case it must also contain the long root, and the ordinary roots must be chosen so as to preserve the $`Z_2`$ symmetry of the lattice), or it can be of type $`A_N`$. In both cases one can construct, from the ordinary roots of $`\mathrm{\Pi }^{}`$, the differences $`x^\alpha =x_ix_{i+1}`$ which correspond to the nearest neighbor distances between eigenvalues. It follows from the definition of $`\mathrm{\Pi }^{}`$ that these distances must remain finite in the asymptotic limit, so that $`\mathrm{\Pi }^{}`$ defines a cluster if it is connected, or a set of clusters otherwise. If the cluster is of type $`A_N`$, there is no other constraint and the cluster can in principle flow to an infinite distance from the origin (while the eigenvalues inside the cluster are kept at a finite distance from each other). On the contrary, if the cluster is of type $`C_N`$, the eigenvalues are bounded by the lattice structure of $`\mathrm{\Pi }^{}`$ itself and consequently remain within a finite distance from the origin. In the following we denote the radial coordinates outside the cluster by $`\stackrel{~}{x}`$ and the ones inside the cluster by $`x^{}`$.

The asymptotic expansion of the zonal spherical functions in the presence of such a cluster was obtained a few years ago by Olshanetsky in . It turns out to be a rather natural generalization of the Harish–Chandra asymptotic expansion, eq. (9.31):

$$\mathrm{\Psi }_k(x)\underset{rW/W^{}}{}c_z(\stackrel{~}{rk})e^{i(\stackrel{~}{rk},\stackrel{~}{x})}\mathrm{\Psi }_{(rk)^{}}(x^{})$$
(10.29)
where $`W^{}`$ which appears in the coset $`W/W^{}`$ is the Weyl group associated to the cluster, and $`\mathrm{\Psi }_k(x)\xi (x)\mathrm{\Phi }_k(x)`$ (cf. equation (9.31)). The function $`c_z(k)`$ is defined by

$$c_z(k)=\underset{\alpha R^+/R^+}{}c_\alpha (k)$$
(10.30)
where $`R^{}_{}{}^{}+`$ is the set of positive roots associated to the cluster. In (10.29) $`(rk)^{}`$ denotes the projection of the vector $`rk`$ on the sublattice $`\mathrm{\Pi }^{}`$ and $`\stackrel{~}{rk}`$ is its complement. The function $`\xi (x)`$ is given by eq. (7.9):

$$\xi (x)=\underset{i<j}{}|\mathrm{sinh}^2x_j\mathrm{sinh}^2x_i|^{\frac{\beta }{2}}\underset{i}{}|\mathrm{sinh}2x_i|^{\frac{1}{2}}$$
(10.31)
In spite of its apparent simplicity, the expression (10.29) is highly non–trivial. Notice for instance that the symmetrization with respect to the Weyl coset $`W/W^{}`$ acts not only on the part containing the coordinates $`\stackrel{~}{x}`$ but also on the momenta of the zonal spherical function describing the cluster coordinates $`\mathrm{\Phi }_{(rk)^{}}(x^{})`$. This means that the particles inside the cluster do not move independently in a section of the whole space but they “feel” the presence of the other particles and are subject to the symmetry group of the remaining space. We refer the reader to the recent paper  for some explicit examples of this type of solutions and for indications of how they could be used to address the two problems mentioned at the beginning of this subsection.

We only mention here that the clustered solutions described in this section may find another natural application if one tries to model systems in which the number of open channels is reduced by the structure of the wire itself (cf. the wide–narrow–wide geometry of ). In this case, one could consider a configuration formed by a $`C_N`$ type cluster (bounded to the origin) made of $`N^{}`$ eigenvalues and let the remaining $`NN^{}`$ eigenvalues flow to infinity. One can choose $`N^{}`$ and $`s`$ (the dimensionless length of the wire) so as to keep the cluster in the metallic regime, while the other eigenvalues are in the insulating regime and do not contribute to the wire conductance.

### 10.3 Triplicity of the Weierstrass potential

The Calogero–Sutherland potentials of type IV in eq. (7),

$$v_{IV}(\xi )=𝒫(\xi )$$
(10.32)
where $`𝒫(\xi )`$ is the Weierstrass $`𝒫`$–function, is the most general type of potential. The Weierstrass $`𝒫`$–function is defined as

$$𝒫(z;\omega _1,\omega _2)=\frac{1}{z^2}+\underset{m,n}{\overset{}{}}\left(\frac{1}{(z2\omega _1m2\omega _2n)^2}\frac{1}{(2\omega _1m+2\omega _2n)^2}\right)$$
(10.33)
where the prime on the sum means we are summing over all pairs $`(m,n)𝐙^\mathrm{𝟐}`$ except $`(m,n)=(0,0)`$. The $`𝒫`$–function is doubly periodic with periods $`2\omega _1`$, $`2\omega _2`$, which can be seen by rearranging the sum. The Weierstrass $`𝒫`$–function is an elliptic function. An elliptic function is defined to be a single–valued, doubly–periodic analytic function, whose only singularities in the finite part of the complex plane are poles. We will show that as both, or just one, of the two periods goes to infinity, we recover the potentials of type I, II and III, respectively. This fact was mentioned, but not proved, in , and a proof for the III type potential was briefly indicated in Appendix A of . Set

$$V(z)=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}\frac{1}{4\mathrm{sin}^2\left(\frac{z+i\beta m}{2}\right)}$$
(10.34)
where $`z`$ is a complex variable. It is immediately obvious that $`V(z)`$ is doubly periodic with periods $`2\pi `$ and $`i\beta `$, has a double pole in each period–parallelogram at $`z=2\pi k+i\beta m`$ ($`k,m𝐙`$) and is analytic elsewhere. The function $`V(z)1/z^2`$ is analytic in $`z=0`$ and in a neighborhood around this point. Expanding it around $`z=0`$ we find

$$\left[V(z)\frac{1}{z^2}\right]_{z=0}=\frac{1}{12}\underset{m=1}{\overset{\mathrm{}}{}}\frac{1}{2\mathrm{sinh}^2\left(\frac{\beta m}{2}\right)}$$
(10.35)
Let $`w_{km}=2\pi k+i\beta m`$ denote the position of the double poles of $`V(z)`$. Since $`V(z)`$ is periodic, analytic except in the poles, and has double poles in $`w_{km}`$ it must be of the form

$$V(z)=\underset{k,m}{}\left[\frac{c_2}{(zw_{km})^2}+\frac{c_1}{(zw_{km})}+c_0+\underset{n=1}{\overset{\mathrm{}}{}}c_n(zw_{km})^n\right]$$
(10.36)
From the condition that $`f(z)V(z)1/z^2`$ is analytic and equal to $`_{n=0}^{\mathrm{}}f^{(n)}(0)z^n/n!`$ in and near $`z=0`$ we then get $`c_2=1`$, $`c_1=0`$ by matching terms.

We now see that the two elliptic functions $`V(z)`$ and $`𝒫(z;\pi ,i\beta /2)`$ have the same periods, poles, and principal parts at each pole. They then differ by a constant $`k`$ (see , paragraph 13.11), so that $`c_n=0`$ for $`n>0`$ in (10.36). So we have proved that $`V(z)1/z^2+k=𝒫(z;\pi ,i\beta /2)1/z^2`$ where $`k`$ is defined by eq. (10.35), since both sides have to have the same value at $`z=0`$:

$$\left[V(z)\frac{1}{z^2}\right]\left[V(z)\frac{1}{z^2}\right]_{z=0}=\underset{k,m}{\overset{}{}}\left(\frac{1}{(z2\pi ki\beta m)^2}\frac{1}{(2\pi k+i\beta m)^2}\right)$$
(10.37)
or in other words

$$𝒫(z;\pi ,i\beta /2)=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}\frac{1}{4\mathrm{sin}^2\left(\frac{z+i\beta m}{2}\right)}\frac{1}{12}+\underset{m=1}{\overset{\mathrm{}}{}}\frac{1}{2\mathrm{sinh}^2\left(\frac{\beta m}{2}\right)}$$
(10.38)
It is now a simple matter to show that in the limit $`\beta \mathrm{}`$,

$$V(z)\frac{1}{4\mathrm{sin}^2\left(\frac{z}{2}\right)}$$
(10.39)
that is, apart from a constant $`\frac{1}{12}`$, $`𝒫(z;\pi ,i\beta /2)`$ in the limit $`\beta \mathrm{}`$ becomes a potential of type III in eq. (7).

In a completely analogous way one shows that the hyperbolic potential

$$\stackrel{~}{V}(z)=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}\frac{1}{4\mathrm{sinh}^2\left(\frac{z+\alpha m}{2}\right)}$$
(10.40)
is related to the Weierstrass $`𝒫`$–function by

$$𝒫(z;\alpha /2,i\pi )=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}\frac{1}{4\mathrm{sinh}^2\left(\frac{z+\alpha m}{2}\right)}+\frac{1}{12}\underset{m=1}{\overset{\mathrm{}}{}}\frac{1}{2\mathrm{sinh}^2\left(\frac{\alpha m}{2}\right)}$$
(10.41)
As $`\alpha \mathrm{}`$, the potential $`\stackrel{~}{V}(z)`$ approaches

$$\stackrel{~}{V}(z)\frac{1}{4\mathrm{sinh}^2\left(\frac{z}{2}\right)}$$
(10.42)
so that $`𝒫(z;\alpha /2,i\pi )`$ becomes a potential of type II in eq. (7).

Also, if both periods go to infinity, we obtain a potential of type I:

$$𝒫(z;\alpha /2,i\beta /2)\frac{1}{z^2}\mathrm{as}\alpha ,\beta \mathrm{}$$
(10.43)
The important consequence of this analysis is that we can see the triplicity of the symmetric spaces as a limiting procedure on the general Weierstrass potential. This gives us a framework for interpolating between spaces of different curvature (at fixed root lattice), and may have relevant applications in the context of random matrices. Indeed, in the last few years a substantial amount of non–trivial mathematical results has been accumulated concerning these $`𝒫(z)`$ type models . The hope is that some of them will be useful for constructing non–trivial generalizations of the known random matrix theories, while preserving some of the attractive properties due to the underlying symmetric space structure.

## 11 Summary and conclusion

In this review we have discussed the usefulness of viewing random matrix ensembles as symmetric spaces. Random matrix theory, that has evolved into an important branch of mathematical physics, is used in the description of physical systems with chaotic behavior, disorder, or a large number of degrees of freedom. The versatility of random matrix theories allows for a parameter–free description of an assortment of systems, ranging in size from nuclei to mesoscopic conductors. The unifying feature of these systems is chaotic behavior effectively resulting in randomness, and the available information is the universal statistical behavior of spectra. On the other hand, symmetric spaces are well–understood mathematical objects that can be represented as coset spaces $`G/K`$ of a Lie group $`G`$ with respect to a symmetric subgroup $`K`$ (or as Lie algebra subspaces). After a general introduction to Lie algebras and root spaces, we have seen how to construct symmetric spaces from semisimple Lie algebras using involutions, and how to identify them with the integration manifolds used in random matrix theory. In the process we gave concrete examples of all the mathematical concepts that were introduced. We discussed coordinate systems on symmetric spaces and identified the spherical radial coordinates with the physical degrees of freedom in most matrix models (an exception is the transfer matrix ensembles where the physically interesting degrees of freedom, in the Landauer theory, are the transmission eigenvalues, which are not the same as the eigenvalues of the transfer matrix). We explained how the Dyson and boundary indices of the random matrix ensemble are related to the multiplicities of the restricted roots associated to this symmetric space.

We have seen that the metric on a Lie algebra, defined in terms of the adjoint representation, leads to the concept of curvature tensor on the symmetric space, and we have shown that the symmetric spaces classfied by Cartan appear in triplets of positive, zero, and negative curvature corresponding to a given (restricted) root lattice (and therefore to a given set of multiplicities of long, ordinary and short roots). Further we have discussed Casimir operators in a general context and their representations in local coordinates (the Laplace operators) and given a general formula for obtaining the radial part of the Laplace–Beltrami operator in terms of the Jacobian resulting from a transformation from random matrix to eigenvalue space. We devoted a subsection and the appendix to their eigenfunctions, the zonal spherical functions, that were later used in some of the applications.

In section 8 we gave a general introduction to some commonly used random matrix theories, explaining how universality of the correlation functions leads to general universal predictions concerning the statistics of the eigenvalues. The spectral properties that can be described in this way are exactly those that are independent of the detailed dynamics of the system. The only input is the global symmetries. The fact that many of the physical systems described by random matrices fall into the universality classes of Cartan’s classification is a consequence of this fact. The eigenvalue density is determined by the matrix potential and by the Jacobian obtained in diagonalizing the random matrices on the symmetric manifold. The Jacobian is the origin of spectral correlations in the matrix models discussed here. It is completely determined by the restricted root system of the underlying symmetric space and by its curvature.

In this review we also discussed the mapping of Calogero–Sutherland models onto (restricted) root systems of Lie algebras and symmetric spaces. The mapping is based on the fact that the Hamiltonian of these models for certain values of the coupling constants (determined by the root multiplicities) can be exactly transformed into the radial Laplace–Beltrami operator. This mapping allows to obtain several exact results for the zonal spherical functions of the corresponding symmmetric spaces (see the discussion in the appendix).

The Dorokhov–Mello–Pereyra–Kumar equation is the differential equation determining the joint probability distribution of the transfer matrix as a function of an external parameter. The operator appearing in this equation is mapped (by a transformation involving the Jacobian) onto the radial part of the Laplace–Beltrami operator representing free diffusion on the symmetric space underlying the random matrix ensemble. This can be used to solve the Fokker–Planck equation exactly for Dyson index $`\beta =2`$, and to obtain approximate solutions for the probability distribution and the conductance in other cases using asymptotic expansions of the zonal spherical functions. As further examples of applications we reviewed how the connection from random matrices to symmetric spaces can explain a discrepancy between random matrix theory and the non–linear sigma model regarding the magnetoconductance, and further how the orthogonal polynomials and the symmetries of the matrix models can be traced directly to the root lattice. In the last section we discussed some applications going beyond the Cartan classification, and we showed that the Weierstrass potential of Calogero–Sutherland models in its various limits reflects the possible signs of the curvature of the symmetric space.

An interesting project that might be worth exploring in the same spirit as above concerns non–hermitean matrix models, i.e. random matrices having complex eigenvalues. Recently there has been a boost of activity in this field. Since non–hermitean random matrices are useful in a number of contexts, but not much is known about them (see however ), a thorough study of them would be extremely important. A classification according to their symmetries was attempted in , where 43 spaces were enumerated. However, a study of the resulting spaces in the spirit of this work has not yet been performed. Some non–hermitean ensembles have only recently been applied to physical systems.

Exploring what is known about the corresponding manifolds, and how this knowledge could be applied in the above mentioned contexts, would appear to be a worthwhile effort. We are not aware of the extent to which the properties of such manifolds are known in mathematics, and how useful this knowledge might be in the problems involving non–hermitean random matrix theories. Let us mention a few physical problems in which non–hermitean random matrices are present:

a) Non–hermitean matrices are important in schematic random matrix models of the QCD vacuum  at non–zero temperature and/or large baryon density (i.e. finite chemical potential). The spontaneous breaking of chiral symmetry is one of the most important dynamical properties of QCD, as it shapes the hadronic spectrum. The study of the chirally symmetric phase of QCD is one of the primary objectives of heavy ion colliders. One of the main problems with including a chemical potential in the QCD action is that the fermion determinant becomes complex, which makes lattice simulations extremely difficult. By using schematic random matrix models, one can study qualitative features of QCD at finite density and/or temperature.

b) In classical statistical mechanics, non–equilibrium processes can be studied as the time–evolution of non–hermitean Hamiltonians. As an example we mention non–hermitean spin chains related to a Kardar–Parisi–Zhang equation. Such an equation can describe for example interface growth, problems in fluid dynamics, a driven lattice gas, or directed polymers or quantum particles in a random environment .

c) Non–hermitean effective Hamiltonians appear in the S–matrix description of open systems connected to reservoirs. The S–matrix characterizes scattering in an open chaotic system like for example a ballistic microstructure pierced by a magnetic flux .

d) Neural networks are described by continuous local variables related through a non–linear gain function to a local field that could represent the membrane potential of a nerve cell. The dynamics of the network is described by a large number of coupled first order differential equations featuring (random) non–hermitean matrices. These contain the parameters coupling the output of the $`j`$’th neuron to the input of the $`i`$’th neuron. In the context of neurobiology, the study of chaos in neural networks is relevant to the understanding of several features of neural assemblies .

e) Anderson localization in a conductor denotes the phenomenon when the wave function of an electron becomes localized and exponentially decaying. As a result the conductor becomes an insulator. In conventional conductors localization is known to happen in dimensions $`d>2`$ ($`d=2`$ is the critical dimension). New interesting phenomena may occur in systems with non–hermitean quantum mechanics. In , the authors considered particles described by a random Schrödinger equation with an imaginary vector potential. The model was motivated by flux–line pinning in superconductors. They found that delocalization transitions arise in both one and two dimensions. Such models were discussed further in .

Even if the suggested direction of research concerning non–hermitean matrix models turns out not to be feasible, there are likely to be many more applications for hermitean matrix models that can be pursued within the framework of symmetric spaces.

Acknowledgments This work was partially supported by the European Commission TMR program HPRN-CT-2002-00325 (EUCLID). U. M. wishes to thank Prof. S. Salamon for discussions.

## Appendix A Appendix: Zonal spherical functions

A remarkable feature of the theory of zonal spherical functions (ZSF) discussed in subsection 6.3 is that in some special cases exact formulae exist for these functions. This happens in particular for all the symmetric spaces with multiplicity of ordinary roots $`m_o=2`$ in the classification of Table 1 or Table 3. The ultimate reason for this becomes clear by inspection of the mapping discussed in section 7. The radial part of the Laplace–Beltrami operator can be transformed into a suitable Hamiltonian of $`n`$ interacting particles which decouple exactly for $`m_o=2`$. Thus we may expect to be able to write the ZSF’s in these particular cases as a suitable determinant of single-particle eigenfunctions.

In the simplest case in which the multiplicity of both the short and long roots is zero one can write

$$\varphi _\lambda [\xi (q)]^1\underset{sW}{}dets\mathrm{e}^{i(s\lambda ,q)}$$
(A.1)
where $`W`$ denotes the Weyl group (which in this case is simply the permutation group, while $`dets`$ is simply the sign of the permutation $`s`$), $`\lambda `$ labels the ZSF and is related to its eigenvalue (see eq. (6.45)), $`\xi (q)`$ is given by eq. (7.9) and $`(\lambda ,q)`$ denotes the vector product. In the above expression we recognize, as anticipated, the determinant $`dete^{\lambda _iq_j}`$ written as an alternating sum over the permutation group $`WS_n`$. Notice, as a side remark, that if the curvature of the symmetric space is positive, then $`\lambda `$ is “quantized” and must belong to the dual weight lattice.

This expression fixes the $`q`$–dependence of the ZSF. However, it does not completely fix the $`\lambda `$–dependence, which is hidden in the proportionality constant. Fixing this constant turns out to be a highly non–trivial task. In the case of the $`A_n`$ type spaces it can be obtained by direct integration of eq. (6.44) . The final result (in which we have introduced explicitly the parameter $`a`$ as in paragraph 6.3 so as to describe the three possible curvatures in one single equation) is

$$\varphi _\lambda ^{()}(aq)=\frac{1!\mathrm{\hspace{0.17em}2}!\mathrm{}(n1)!_{sW}dets\mathrm{e}^{i(s\lambda ,q)}}{_{j<k}\frac{\lambda _j\lambda _k}{a}_{j<k}\mathrm{sinh}[a(q_jq_k)]}$$
(A.2)
The extension to other root lattices is slightly more involved. Due to the presence of the long and/or short roots or to the additional reflection symmetry of the lattice, the corresponding “single particle” Schrödinger equations are more complicated and the solutions are no longer simple plane waves. The problem was solved in 1958 by Berezin and Karpelevick . The solution they obtained is valid for a generic $`BC_n`$ lattice and, remarkably enough, holds for any value of $`m_s`$ and $`m_l`$, not only for those related to the symmetric spaces (while obviously $`m_o=2`$ is mandatory).

In this case there is no compact way to deal with the three possible curvatures in a single formula, so let us look at the three cases separately:

Positive curvature spaces

$$\varphi _\lambda ^{(+)}(q)=C_+\frac{det\left[\frac{\eta _l!\mathrm{\Gamma }(\alpha +1)}{\mathrm{\Gamma }(\eta _l+\alpha +1)}P_{\eta _l}^{\alpha ,\beta }(\mathrm{cos}2q_j)\right]}{_{j<k}(\lambda _j^2\lambda _k^2)_{j<k}(\mathrm{sin}^2q_j^2\mathrm{sin}^2q_k^2)}$$
(A.3)
where the $`P_{\eta _l}^{\alpha ,\beta }`$ are Jacobi polynomials with $`\alpha =(m_s+m_l+1)/2`$, $`\beta =(m_l1)/2`$ and $`\eta _l=(2\lambda _lm_s2m_l)/4`$ (recall that in this case $`\lambda `$ is quantized, thus $`\eta _l`$ turns out to be an integer number). The normalization constant $`C`$ does not contain any further dependence on $`\lambda `$ and $`q`$. Its value is $`C=2^{n(n1)}_{l=1}^{n1}l!(m_s+l)^{nl}`$.

Negative curvature spaces

$$\varphi _\lambda ^{()}(q)=C_{}\frac{det\left[F(a_l,b_l,c;\mathrm{sinh}^2q_j)\right]}{_{j<k}(\lambda _j^2\lambda _k^2)_{j<k}(\mathrm{sinh}^2q_j^2\mathrm{sinh}^2q_k^2)}$$
(A.4)
where this time $`F(a_l,b_l,c;\mathrm{sinh}^2q_j)`$ denotes the hypergeometric function and the three parameters are : $`a_l=(m_s+2m_l+2i\lambda _l)/4`$, $`b_l=(m_s+2m_l2i\lambda _l)/4`$ and $`c=(m_s+m_l+1)/2`$. The normalization constant is the same as in the positive curvature case. This is the formula that we used in paragraph 9.4.1 to solve the DMPK equation in the $`\beta =2`$ case.

Zero curvature spaces

In this case the expression is slightly simpler:

$$\varphi _\lambda ^{(0)}(q)=C_0\frac{det\left[(\lambda _lq_j)^\gamma J_\gamma (\lambda _lq_j)\right]}{_{j<k}(\lambda _j^2\lambda _k^2)_{j<k}(q_j^2q_k^2)}$$
(A.5)
where $`\gamma =(m_s+m_l1)/2`$ and

$$C_0=\frac{(1)^{n(n1)/2}\mathrm{\hspace{0.17em}2}^{n(n+\widehat{m}3/2)}\mathrm{\Gamma }(\widehat{m}+1/2)\mathrm{}\mathrm{\Gamma }(\widehat{m}+n1/2)}{1!\mathrm{\hspace{0.17em}2}!\mathrm{\hspace{0.17em}3}!\mathrm{}(n1)!}$$
(A.6)
with $`\widehat{m}=(m_s+m_l)/2`$.

### A.1 The Itzykson–Zuber–Harish–Chandra integral

A remarkable feature of the zero curvature case discussed above is that not only the zonal spherical functions themselves are simpler, but also the integral representation from which they are obtained drastically simplifies. In fact, in this case (recall that $`m_o=2`$) the symmetric spaces coincide with the classical Lie algebras and eq. (6.44) can be written as a simple integral over the group manifold. For instance in the unitary case, i.e. for systems of type $`A_n`$, the integral representation becomes

$$\varphi _\lambda ^{(0)}(q)=DUe^{\mathrm{Tr}\left(\mathrm{\Lambda }UQU^{}\right)}$$
(A.7)
where $`USU(n)`$, $`\mathrm{\Lambda }`$ and $`Q`$ are diagonal matrices: $`\mathrm{\Lambda }=\mathrm{diag}(\lambda _1,\mathrm{},\lambda _n)`$ and $`Q=\mathrm{diag}(q_1,\mathrm{},q_n)`$.

On the other hand, if we inspect the $`a0`$ limit of eq. (A.2) we find:

$$\varphi _\lambda ^{(0)}(q)=\frac{1!\mathrm{\hspace{0.17em}2}!\mathrm{}(n1)!_{sW}dets\mathrm{e}^{i(s\lambda ,q)}}{_{j<k}(\lambda _j\lambda _k)_{j<k}(q_jq_k)}$$
(A.8)
In this last expression we recognize the $`dete^{\lambda _iq_j}`$ written as an alternating sum over the symmetric group $`WS_n`$, while the two products in the denominator can be interpreted as Vandermonde determinants

$$\mathrm{\Delta }(\lambda )=\underset{i<j}{}(\lambda _i\lambda _j)$$
(A.9)
Moreover, we easily see that eq. (A.7) holds unchanged if $`\mathrm{\Lambda }`$ and $`Q`$ are two generic hermitean matrices with eigenvalues $`\{\lambda _i\}`$ and $`\{q_i\}`$, respectively. At this point, equating these two expressions for $`\varphi ^{(0)}`$ we find the remarkable relation:

$$DUe^{\mathrm{tr}\left(\mathrm{\Lambda }UQU^{}\right)}=\frac{1!\mathrm{\hspace{0.17em}2}!\mathrm{}(n1)!det\mathrm{e}^{\lambda _iq_j}}{\mathrm{\Delta }(\lambda )\mathrm{\Delta }(q)}$$
(A.10)
which is the well–known Itzykson–Zuber–Harish–Chandra (IZHC in the following) integral. This result was originally obtained by Harish–Chandra in . It was later rediscovered in the context of random matrix models by Itzykson and Zuber  and fully exploited by Mehta in . It plays a major role in several physical applications of random matrix ensembles, ranging from the exact solution of two–dimensional QCD to the study of parametric correlations in random matrix theories.

It is not difficult, using equation (A.5), to generalize eq. (A.10) to other Lie groups, i.e. to other root lattices. This general result was already present in the original paper by Harish–Chandra . A recent review with detailed expression for $`SO(n)`$ (both for even and odd $`n`$) and $`Sp(n)`$ can be found for instance in appendix A of .

### A.2 The Duistermaat–Heckman theorem

The remarkable elegance and simplicity of the IZHC integral suggests that there should be some deep mathematical principle underlying this result. Indeed, in the last few years it has been realized that the IZHC integral is a particular example of a wide class of integrals which may be solved exactly with the saddle point method provided one sums over all the critical points (and not only over the maxima). In the IZHC case this means that one has to sum over all the elements of the Weyl group (i.e over all the permutations in the unitary case) and not only over the ones with positive signature (as one would do in a standard saddle point approximation).

The rationale behind this remarkable result is the Duistermaat–Heckman theorem . It states that the saddle point is exact (provided one sums over all the critical points) if the integration is performed over an orbit with a symplectic structure. As a matter of fact, it was later recognized that this is only an instance of a wider class of results which are known as localization theorems. Their common feature is that they can be used to reduce integrals over suitably chosen manifolds to sums over sets of critical points. A more detailed dicussion of this beautiful branch of modern mathematics goes beyond the scopes of the present review. To the interested reader we suggest reference , where a comprehensive and readable review on the localization formulae and some their physical applications can be found.