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Assume a Hamiltonian $H$ with $N$ orthonormal eigenstates $\{\vert n\rangle\}$ of energies $\epsilon_n$. One can define a density of states, \begin{align} \rho(E)&=\mathrm{tr}\,\hat{\delta}(E-\hat{H})\\ &=\sum_{n=1}^{N}\langle n\vert\hat{\delta}(E-\hat{H}\vert n\rangle\\ &=\sum_{n=1}^N \delta(E-\epsilon_n). \end{align} Here, the second line can be taken to be the definition of the "operator delta function" $\hat{\delta}$ in the first line.

However, one also typically sees delta functions with "matrix arguments" in path integrals of matrix models, such as

\begin{align} \tilde\delta(E-H)=\int DT \,e^{i\mathrm{tr}[T(E-H)]}, \end{align}

where $T$ is a Hermitian matrix. This is discussed, for instance, in arXiv:1607.02871. However, this path integral computes (p.16, proposition 3.7 of the above reference), setting $X\!=(\!E\!-\!H)$,

\begin{align} \tilde\delta(X)\propto \prod_j \delta(X_{jj}) \prod_{k<j}\delta(\mathrm{Re}X_{jk})\delta(\mathrm{Im}X_{jk}). \end{align}

So are the operator delta function $\hat{\delta}(X)$ used to define the density of states, and the delta function of matrix argument $\tilde{\delta}(X)$ defined via a matrix model path integral, different? I don't see how to "trace" over the latter $\tilde{\delta}(X)$ and regain the DOS.

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It seems the $\hat{\delta}$ used in the DOS definition, and the $\tilde{\delta}$ defined via a matrix path integral are indeed different. The latter is truly a Dirac delta of a matrix in the distributional sense, that is a path integral \begin{equation} \int DM\, F(M)\tilde{\delta}(M)\propto F(0),\tag{1} \label{eq:dist} \end{equation} whereas the $\hat{\delta}$ used in the DOS definition is more akin to a matrix of usual delta functions.

This is best illustrated in the simple example of a Hamiltonian $\sigma_x$. The DOS is \begin{equation} \rho(\epsilon)=\delta(\epsilon+1)+\delta(\epsilon-1)=\mathrm{tr}\pmatrix{\delta(\epsilon+1) & 0\\0 & \delta(\epsilon-1)}, \end{equation}

whereas the matrix path integral evaluates to

\begin{align} \int DT e^{i\mathrm{tr}T(\epsilon-\sigma_x)}&\propto\int \prod_i dt_{ii}\prod_{j<k}d\Re(t_{jk}) d\Im (t_{jk})\,\,e^{i[\epsilon(t_{11}+t_{22})+2\Re(t_{12})]}, \end{align} which is some divergent nonsense. Actually, the nonsense is sensible as the path integral is clearly trying to produce $\tilde{\delta}(\epsilon-\sigma_x)$ in the distributional sense of something that satisfies \eqref{eq:dist}, as evidenced by the appearance of $\delta(\epsilon)\delta(\epsilon)$. However, $\epsilon\mathbb{1}-\sigma_x$ can never be the zero matrix due to the constant off-diagonal elements.

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