Skip to main content

Welcome to a Grasp lesson

Create a free account to keep studying and create your own study path.

Lesson 49

Large N Expansion in Matrix Models

Recommended resources

Hello! Welcome to the next stage of our journey. In our last lesson, we saw how the modern bootstrap provides incredibly precise, non-perturbative data for CFTs like the 3D Ising and O(N) models. We noted that the O(N) models become analytically solvable in the large $N$ limit, providing a crucial check on the bootstrap results. This large $N$ limit is not just a mathematical convenience; it's a gateway to a completely new understanding of quantum field theory.

Today, we will take our first step into the world of holography by focusing on this powerful idea. Our goal is to explain the large N expansion in matrix models and its role in simplifying QFT dynamics. You will learn how Gerard 't Hooft's insight in the 1970s transformed our view of gauge theories by revealing a hidden expansion parameter. This parameter reorganizes Feynman diagrams based on their topology, leading to a dramatic simplification and an unexpected connection to string theory. This lesson lays the essential groundwork for understanding the AdS/CFT correspondence.

1. The 't Hooft Limit: A New Expansion for Gauge Theory

As you know from your study of Yang-Mills theory, non-Abelian gauge theories are notoriously difficult to solve, especially at strong coupling where standard perturbation theory fails. The core problem is the lack of a small, dimensionless parameter to expand in.

In 1974, 't Hooft proposed a radical idea: consider an SU(N) gauge theory and take the number of colors, $N$, to be very large. This seems counter-intuitive, as one might expect a theory with $N^2-1$ gluons to become more complex as $N$ grows. However, 't Hooft showed that if you take the limit $N \to \infty$ while keeping a new parameter, the 't Hooft coupling $\lambda = g^2 N$, fixed, the theory simplifies. This is called the 't Hooft limit.

The underlying reason for this simplification is that the $N^2$ degrees of freedom are not independent; they are linked by the SU(N) symmetry. As $N$ increases, the collective dynamics of these fields become more "rigid" and, in a specific sense, classical.

To see how this works, let's look at the structure of Feynman diagrams in this limit.

6. Large N

The following notes by David Tong provide an excellent introduction to the large N limit in Yang-Mills theory. We will focus on how the Feynman diagrams are reorganized.

Please read section 6.2 'Large N Yang-Mills' and section 6.2.1 'The Topology of Feynman Diagrams'. Pay close attention to: The definition of the 't Hooft coupling $\lambda$. The 'double-line notation' for the gluon propagator and its motivation. How the scaling of propagators and vertices with $N$ and $\lambda$ is determined. The calculation of the $N$-scaling for the planar and non-planar vacuum bubble diagrams.

The Double-Line Notation and 't Hooft Counting

As you've just read, the key to understanding the large $N$ limit is the double-line notation. Since the gluon field $A_\mu$ is an $N \times N$ matrix in the adjoint representation, we can think of it as carrying two indices, $(A_\mu)^i_j$, where $i$ transforms in the fundamental ($\mathbf{N}$) representation and $j$ transforms in the anti-fundamental ($\bar{\mathbf{N}}$).

This allows us to represent the gluon propagator not as a single curly line, but as two parallel lines with opposite-pointing arrows, representing the flow of the $i$ and $j$ indices.

  • Propagator: A double line connects two vertices. From the action $S = -\frac{N}{2\lambda} \int \text{tr} F^2$ (with fields rescaled), the propagator scales as $\sim \frac{\lambda}{N}$.
  • Vertex: A vertex joins propagators. The vertices scale as $\sim \frac{N}{\lambda}$.
  • Index Loops: Every closed loop of a single color line (an "index loop") corresponds to a sum over the $N$ colors, $\sum_{i=1}^N \delta^i_i = N$.

The $N$-scaling of any vacuum Feynman diagram is therefore given by:

As shown in the notes, this counting rule reveals a remarkable topological organization. Diagrams that can be drawn on a 2D plane without lines crossing are called planar diagrams. Diagrams that require crossings (i.e., must be drawn on a surface with "handles" like a torus) are non-planar.

  • Planar diagrams have a scaling that is independent of their complexity (in terms of loops), contributing at the leading order in $1/N$. For vacuum diagrams, this is $O(N^2)$.
  • Non-planar diagrams are suppressed by factors of $1/N^2$ for each "handle" required to draw them. The simplest non-planar vacuum diagram scales as $O(N^0)$.

Therefore, in the strict $N \to \infty$ limit, we only need to sum the planar diagrams! While this is still an infinite sum, it's a monumental simplification.


2. Matrix Models: A Solvable Toy System

The 't Hooft counting is a general principle, but applying it to solve 4D Yang-Mills is still beyond our reach. To gain a more concrete understanding of the large N limit, we can turn to a much simpler "toy" quantum field theory: a zero-dimensional matrix model.

A matrix model is defined by a path integral over a single $N \times N$ Hermitian matrix $M$, rather than a field $A_\mu(x)$ over spacetime. The partition function is:

where $dM = \prod_{i,j} dM_{ij}$ and $W(M)$ is a polynomial potential, e.g., $W(M) = \frac{1}{2} M^2 + \frac{g_4}{4} M^4$.

This system has the same U(N) matrix structure as Yang-Mills, so the same topological expansion applies.

Lecture A1 matrix model matrix integral

The following lecture notes by Hirosi Ooguri provide a concise and mathematically elegant treatment of the large N expansion for matrix models. This will make the concepts from the gauge theory discussion much more concrete.

Please read from the beginning ('t Hooft counting) up to the end of the section 'eigenvalue integral'. Important Note on Notation: Ooguri uses a parameter $\lambda$ which is analogous to our string coupling $g_s$, and defines the 't Hooft coupling as $t = \lambda N$. To connect with the previous section, you can think of Ooguri's $\lambda$ as being proportional to $1/N$ and his $t$ as our $\lambda = g^2 N$. The expansion is in powers of $\lambda$ (his) or $1/N$ (ours). Focus on: How the perturbative expansion in $\lambda$ (his $\lambda$!) generates Feynman diagrams that can be drawn on surfaces of different topology (sphere, torus). The general formula for the weight of a diagram, leading to the 't Hooft expansion for $\log Z$ in powers of $\lambda^{2g-2}$ or $N^{2-2g}$. The crucial simplification: how the $N^2$-dimensional integral over matrix components is exactly rewritten as an $N$-dimensional integral over the eigenvalues.

From Matrices to Eigenvalues

The two key insights from these notes are:

  1. Topological Expansion: The free energy $\log Z$ has an expansion of the form:

    where $g$ is the genus (number of handles) of the Riemann surface on which the diagrams can be drawn. $g=0$ is the sphere (planar diagrams), $g=1$ is the torus, and so on. This confirms that the leading contribution at large $N$ comes from the planar $g=0$ sector.

  2. Eigenvalue Reduction: Because the action and measure are invariant under U(N) conjugation ($M \to \Omega M \Omega^\dagger$), we can change variables from the $N^2$ matrix elements $M_{ij}$ to the $N$ eigenvalues $\lambda_i$ of $M$ and the $N^2-N$ angular variables of the U(N)\) group. The integral over the group factorizes, and the partition function becomes:

    This is an extraordinary simplification. We have reduced a problem with $N^2$ degrees of freedom to one with just $N$. The term $\prod (\lambda_j - \lambda_k)^2$ is the Vandermonde determinant, which arises as a Jacobian from the change of variables. It can be interpreted as a repulsive force between the eigenvalues.

The Classical Limit: Eigenvalue Distribution

The simplification continues. In the large $N$ limit, the $N$ discrete eigenvalues behave like a continuous fluid. We can rewrite the action in the exponent as:

Since $S_{\text{eff}}$ is large (proportional to $N^2$), the path integral is dominated by the configuration of eigenvalues that minimizes this effective action. This is the saddle-point approximation, and its validity at large N is why the theory is said to become classical.

We can define a continuous eigenvalue density $\rho(\lambda) = \frac{1}{N} \sum_i \delta(\lambda - \lambda_i)$. The problem then reduces to finding the function $\rho(\lambda)$ that minimizes a functional. For the simple Gaussian model ($W(M) = \frac{1}{2} M^2$), the solution is the famous Wigner semicircle law:

Wigner Semicircle Law

A histogram of eigenvalues of a large random Hermitian matrix. In the large N limit, the distribution approaches the smooth Wigner semicircle law $\rho(\lambda)$ (red curve), which is the exact solution for the eigenvalue density in the Gaussian matrix model.

This is a beautiful and concrete demonstration of how the dynamics of a QFT simplify in the large N limit. An intractable sum over diagrams for $N^2$ variables becomes a solvable problem for a single density function.


3. Factorization and the String Theory Connection

This "classical" nature of the large $N$ limit also appears in correlation functions. Consider gauge-invariant, single-trace operators, like $\mathcal{O} = \frac{1}{N} \text{tr}(M^k)$ in matrix models or $\mathcal{O} = \frac{1}{N} \text{tr}(F_{\mu\nu} F^{\mu\nu})$ in gauge theory. A key result of 't Hooft counting is that connected correlation functions of such operators scale as:

For a two-point function, this means $\langle \mathcal{O}_1 \mathcal{O}_2 \rangle_c \sim N^0$. However, the disconnected part scales as $\langle \mathcal{O}_1 \rangle \langle \mathcal{O}_2 \rangle \sim N \cdot N = N^2$. Therefore, at large $N$:

This is called large N factorization. It means that quantum fluctuations of these operators are suppressed by $1/N^2$. This is another signature of a classical theory.

Finally, we arrive at 't Hooft's grandest vision.

6. Large N

Let's return to Tong's notes to see the ultimate implication of this topological expansion.

Please read section 6.2.2 'A Stringy Expansion of Yang-Mills'. Focus on the analogy between the sum over Riemann surfaces in gauge theory and in string theory.

The expansion of the gauge theory free energy, $\log Z = \sum_{g=0}^{\infty} N^{2-2g} F_g(\lambda)$, looks exactly like the genus expansion of the partition function in a string theory, where amplitudes are calculated by summing over all possible topologies of the string worldsheet.

This led 't Hooft to the stunning conjecture that SU(N) gauge theory in the large $N$ limit is secretly a string theory!

The mapping is:

  • Gauge Theory $\leftrightarrow$ String Theory
  • Expansion parameter $1/N$ $\leftrightarrow$ String coupling $g_s$
  • 't Hooft coupling $\lambda = g^2 N$ $\leftrightarrow$ Related to string tension $1/\alpha'$

So, the N \to \infty limit of the gauge theory corresponds to the weakly coupled ($g_s \to 0$) limit of the dual string theory. This profound insight is the conceptual seed from which the AdS/CFT correspondence grew.

Test your understanding!

Consider two gauge-invariant operators in a large $N$ theory: a single-trace operator $\mathcal{O}_1 = \text{tr}(F^2)$ and a double-trace operator $\mathcal{O}_2 = (\text{tr}(F^2))^2$. Based on 't Hooft counting, how does the vacuum expectation value (VEV) of each operator scale with $N$? And how does the connected two-point function $\langle \mathcal{O}_1 \mathcal{O}_1 \rangle_c$ scale?

Show answer
  1. Single-Trace VEV: $\langle \mathcal{O}_1 \rangle = \langle \text{tr}(F^2) \rangle$. This corresponds to a diagram with one external operator, which closes into a loop. The leading planar diagrams for this give a scaling of $\langle \mathcal{O}_1 \rangle \sim N$ (since there's one trace).

  2. Double-Trace VEV: $\langle \mathcal{O}_2 \rangle = \langle (\text{tr}(F^2))^2 \rangle$ is a product of two single-trace operators. Due to large $N$ factorization, $\langle \mathcal{O}_2 \rangle \approx \langle \mathcal{O}_1 \rangle \langle \mathcal{O}_1 \rangle$ at leading order. Thus, $\langle \mathcal{O}_2 \rangle \sim N \cdot N = N^2$. The VEV of a multi-trace operator is simply the product of the VEVs of its single-trace components.

  3. Connected Two-Point Function: $\langle \mathcal{O}_1 \mathcal{O}_1 \rangle_c$. According to the general formula $\langle \mathcal{O}_1 \dots \mathcal{O}_p \rangle_c \sim N^{2-p}$, for a 2-point function ($p=2$), the scaling is $N^{2-2} = N^0$ or $O(1)$. This confirms that quantum fluctuations ($\langle \mathcal{O}_1^2 \rangle_c = \langle \mathcal{O}_1^2 \rangle - \langle \mathcal{O}_1 \rangle^2$), which are of order $O(1)$, are suppressed relative to the square of the mean ($\langle \mathcal{O}_1 \rangle^2 \sim N^2$) by a factor of $1/N^2$.


Conclusion

In this lesson, we have uncovered a hidden structure within gauge theories and matrix models that emerges in the large $N$ limit. This provides a new, non-perturbative way to analyze these strongly-coupled systems.

Key Takeaways:

  • The 't Hooft limit ($N \to \infty$ with $\lambda = g^2 N$ fixed) provides a new expansion parameter, $1/N$, for SU(N) gauge theories.
  • In this limit, Feynman diagrams are organized by topology. The leading contributions come from planar diagrams, which can be drawn on a sphere, while non-planar diagrams are suppressed by powers of $1/N^2$.
  • The large $N$ limit is a classical limit. Dynamics simplify dramatically: correlation functions of single-trace operators factorize, and in solvable matrix models, the $N^2$ degrees of freedom collapse into a single eigenvalue density function.
  • The topological expansion of large $N$ theories is mathematically equivalent to the perturbative expansion of a dual string theory, with the string coupling $g_s \sim 1/N$.

Next Lesson Preview:

We have ended on a tantalizing cliffhanger: large $N$ gauge theories are string theories. But a string theory must live in some spacetime. What is the nature of this spacetime, and how does it relate to the gauge theory we started with? In our next lesson, we will explore the holographic principle, which states that the information in a volume of space can be encoded on its boundary. This will lead us to the geometry of Anti-de Sitter space and the precise formulation of the AdS/CFT correspondence.