Dynamical correlations for circular ensembles of random matrices
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Abstract: Circular Brownian motion models of random matrices were introduced by Dyson and describe the parametric eigenparameter correlations of unitary random matrices. For symmetric unitary, self-dual quaternion unitary and an analogue of antisymmetric hermitian matrix initial conditions, Brownian dynamics toward the unitary symmetry is analyzed. The dynamical correlation functions of arbitrary number of Brownian particles at arbitrary number of times are shown to be written in the forms of quaternion determinants, similarly as in the case of hermitian random matrix models.
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Cited in
(21)- Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited
- Elliptic determinantal process of type A
- Crossover ensembles of random matrices and skew-orthogonal polynomials
- Time-Dependent Random Matrix Theories on Non-Compact and Compact Non-Zero Curvature Spaces
- Brownian-motion ensembles: correlation functions of determinantal processes
- Dynamical correlations among vicious random walkers
- Macdonald denominators for affine root systems, orthogonal theta functions, and elliptic determinantal point processes
- Determinantal martingales and noncolliding diffusion processes
- Asymptotic correlations with corrections for the circular Jacobi \(\beta\)-ensemble
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- Bures–Hall ensemble: spectral densities and average entropies
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