Infinite products of large random matrices and matrix-valued diffusion
DOI10.1016/j.nuclphysb.2003.08.012zbMath1032.15016arXivmath-ph/0304032OpenAlexW2033143543WikidataQ112176385 ScholiaQ112176385MaRDI QIDQ1409209
Maciej A. Nowak, Jerzy Jurkiewicz, Ewa Gudowska-Nowak, Romuald A. Janik
Publication date: 5 October 2003
Published in: Nuclear Physics. B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math-ph/0304032
spectral propertiesrandom matrixeigenvalue spectrumtopological phase transitiondiagrammatic rulesinfinite products of large complex matrices and large Hermitian matriceslocalization-delocalization phase transitionmatrix-valued multiplicative diffusion process
Related Items (9)
Cites Work
- Stability and Lyapunov stability of dynamical systems: a differential approach and a numerical method
- Products of random matrices in statistical physics
- Multiplicative functions on the lattice of non-crossing partitions and free convolution
- Universal relation between Green functions in random matrix theory
- Matrix model calculations beyond the spherical limit.
- Free Random Variables
- Asymptotic results on the product of random probability matrices
- Correlation structure of extreme stock returns
- A random matrix model of communication via antenna arrays
- Statistical Ensembles of Complex, Quaternion, and Real Matrices
- Introduction to Econophysics
- Free diffusions, free entropy and free Fisher information
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Infinite products of large random matrices and matrix-valued diffusion