Matrix Models, 2D Gravity and noncritical Strings
Matrix Models, 2D Gravity and noncritical Strings
Evgeny Sobko (EIMI)
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Random matrices ubiquitously appear in various areas of mathematics and theoretical physics ranged from graph combinatorics and number theory to quantum chaos and black holes. Probably the most remarkable role they play  is in the context of quantum gravity and string theory where they set a framework for the numerous exact calculations giving us a powerful insight into the microscopic structure of spacetime, and establishing at the same time deep interrelations between matrix integrals, graphs, algebraic curves, integrability and topology.
In the first part of this course, we will cover the basic techniques and ideas  a minimal toolkit necessary for any Matrix Model (MM) practitioner. First, we will show how the calculation of matrix integrals can be organized into the sum over topologies of certain graphs. This beautiful observation originally made by ’t Hooft in the context of QCD will allow us later to interpret matrix integrals at large N as partition functions of quantum gravity and strings. Then we will consider such standard MM techniques as Coulomb gas method, Loop Equation, Orthogonal Polynomials, and Character Expansion. Particularly, we will explain the central role of spectral curve  an algebraic curve encoding information about MM; clarify the connections of MMs with Integrable systems,Topological recursion of Eynard and Orantin, and resummation of asymptotic (trans) series. Numerous examples and exercises will point to further connections with combinatorics, integrability, limit shapes etc. In the end of the first part we will discuss, mainly in the overview format, the duality between c=1 Matrix Model and 2D String (Field) Theory.
Nowadays we see a significant resurgence of interest in MMs stimulated by new ideas coming from SYK, JT gravity, Black holes and powerful computers. The second part (next year) of this course will be aimed to give an overview of the most recent developments, ideas, and open questions. The plan of Part II is very preliminary and just illustrates some of the topics to be covered.
The course is aimed at students and researchers interested in Matrix Models. Prerequisite for Part I is minimal and includes just real and complex analysis, linear algebra, very basic knowledge of (matrix) group theory and geometry/topology. The knowledge of Quantum Mechanics is not necessary but would be very helpful.
Part I Introduction to Matrix Models

Topological (Large N) expansion
Gaussian Matrix ensembles. Gaussian integrals and graph combinatorics. Ribbon graphs and maps. Wick’s Theorem. Topological expansion. Multimatrix Models, colored graphs and Ising model. 
Coulomb gas method
Saddlepoint approximation. Coulomb gas of eigenvalues at large N. Spectral curve. 
Loop equation
Loop equation at finite N. Loop equation and Topological expansion. Loop equation and the glimpse of Topological recursion (very sketchy). 
Orthogonal polynomials and Integrability
Orthogonal polynomials as determinants. Recursion and derivation relations. MM Partition function as a taufunction, KP hierarchy and Hirota equation. 
ItzyksonZuber integrals, character expansion and Dually Weighted Graphs

Matrix Quantum Mechanics, 2d Quantum Gravity and c=1 String Theory
MQM as a discretization of the Polyakov’s 1D string path integral. Free
fermions and Large N (WKB) analysis. Doublescaling limit and c=1 String Field Theory. Compactification on the circle, vortexes, black hole.
Relevant reviews for Part I : [1][10]
Part II Recent developments

SU(N) Principal Chiral Model as a MM in 1+1 dimensions. Large N analysis and Double scaling. Comparison with c=1 MM.
Based on [11] + work in progress 
Matrix bootstrap
Based on [12, 13, 14] 
SYK and Tensor models. Chaos. Low energy SYK limit (=1D Schwarzian theory) as JT gravity on a disc.
Based on : too many refs 
JT gravity and Matrix Models.
Based on [15] + ... 
Machine Learning and Matrix Models
Based on [16] 
...
References
[1] B. Eynard, T. Kimura and S. Ribault, “Random matrices,” [arXiv:1510.04430 [mathph]].
[2] D. Anninos and B. Muhlmann, “Notes on matrix models (matrix musings),” J. Stat. Mech. 2008 (2020), 083109 doi:10.1088/17425468/aba499 [arXiv:2004.01171 [hepth]].
[3] Alexander K. Zvonkin and Sergei K. Lando “Graphs on Surfaces and Their Applications” doi:10.1007/9783540383611
[4] P. Di Francesco, “2D quantum gravity, matrix models and graph combinatorics,” [arXiv:mathph/0406013 [mathph]].
[5] P. H. Ginsparg and G. W. Moore, “Lectures on 2D gravity and 2D string theory,” [arXiv:hepth/9304011 [hepth]].
[6] P. Di Francesco, P. H. Ginsparg and J. ZinnJustin, “2D Gravity and random matrices,” Phys. Rept. 254 (1995), 1133 doi:10.1016/03701573(94)00084G [arXiv:hepth/9306153 [hepth]].
[7] M. Marino, “Les Houches lectures on matrix models and topological strings,” [arXiv:hepth/0410165 [hepth]].
[8] M. Marino, “Lectures on nonperturbative effects in large N gauge theories, matrix models and strings,” Fortsch. Phys. 62 (2014), 455540 doi:10.1002/prop.201400005 [arXiv:1206.6272 [hepth]].
[9] I. R. Klebanov, “String theory in twodimensions,” [arXiv:hepth/9108019[hepth]].
[10] J. Polchinski, “What is string theory?,” [arXiv:hepth/9411028 [hepth]].
[11] V. Kazakov, E. Sobko and K. Zarembo, “DoubleScaling Limit in the Principal Chiral Model: A New Noncritical String?,” Phys. Rev.Lett. 124 (2020) no.19, 191602 doi:10.1103/PhysRevLett.124.191602 [arXiv:1911.12860 [hepth]].
[12] H. W. Lin, “Bootstraps to strings: solving random matrix models with positivite,” JHEP 06 (2020), 090 doi:10.1007/JHEP06(2020)090 [arXiv:2002.08387 [hepth]].
[13] X. Han, S. A. Hartnoll and J. Kruthoff, “Bootstrapping Matrix
Quantum Mechanics,” Phys. Rev. Lett. 125 (2020) no.4, 041601
doi:10.1103/PhysRevLett.125.041601 [arXiv:2004.10212 [hepth]].
[14] V. Kazakov and Z. Zheng, “Analytic and Numerical Bootstrap for OneMatrix Model and ”Unsolvable” TwoMatrix Model,” [arXiv:2108.04830[hepth]].
[15] P. Saad, S. H. Shenker and D. Stanford, “JT gravity as a matrix integral,” [arXiv:1903.11115 [hepth]].
[16] X. Han and S. A. Hartnoll, “Deep Quantum Geometry of Matrices,” Phys. Rev. X 10 (2020) no.1, 011069 doi:10.1103/PhysRevX.10.011069
[arXiv:1906.08781 [hepth]].