Dynamical correlations for circular ensembles of random matrices

DOI10.1016/S0550-3213(03)00292-XzbMath1023.60070arXivcond-mat/0208430MaRDI QIDQ1566262

Taro Nagao, Peter J. Forrester

Publication date: 1 June 2003

Published in: Nuclear Physics. B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0208430

zbMATH Keywords

quaternion determinants; Brownian dynamics; unitary symmetry

Mathematics Subject Classification ID

60J65: Brownian motion

15B52: Random matrices (algebraic aspects)

Related Items

Eigenfunction statistics of Wishart Brownian ensembles, Macdonald denominators for affine root systems, orthogonal theta functions, and elliptic determinantal point processes, Determinantal martingales and noncolliding diffusion processes, Elliptic determinantal process of type A, Crossover ensembles of random matrices and skew-orthogonal polynomials, Elliptic Bessel processes and elliptic Dyson models realized as temporally inhomogeneous processes

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