Non-Equilibrium Random Matrix Theory : Transition Probabilities

DOI10.1103/PHYSREVE.95.032144MaRDI QIDQ6274925zbMATH OpenWikidataFDO

Authors Francisco Gil Pedro, Alexander Westphal

Publication date 24 June 2016

Full work available at URL https://doi.org/10.1103/PHYSREVE.95.032144

Abstract: In this letter we present an analytic method for calculating the transition probability between two random Gaussian matrices with given eigenvalue spectra in the context of Dyson Brownian motion. We show that in the Coulomb gas language, in large $N$ limit, memory of the initial state is preserved in the form of a universal linear potential acting on the eigenvalues. We compute the likelihood of any given transition as a function of time, showing that as memory of the initial state is lost, transition probabilities converge to those of the static ensemble.

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