Brownian motion model of random matrices revisited

DOI10.1016/S0375-9601(00)00156-0MaRDI QIDQ1569602zbMATH OpenOpenAlexFDO

Authors Sudhir R. Jain, Zafar Ahmed

Publication date 3 July 2000

Published in Physics Letters. A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/9804253

zbMATH Keywords

Coulomb gas modeldisordered conductorsmodified Brownian motionrandom matricestranscendental confining potential

Mathematics Subject Classification ID

Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Abstract: We present a modified Brownian motion model for random matrices where the eigenvalues (or levels) of a random matrix evolve in "time" in such a way that they never cross each other's path. Also, owing to the exact integrability of the level dynamics, we incorporate long-time recurrences into the random walk problem underlying the Brownian motion. From this model, we derive the Coulomb interaction between the two eigenvalues. We further show that the Coulomb gas analogy fails if the confining potential, $V(E)$ is a transcendental function such that there exist orthogonal polynomials with weighting function, $$, where $$ is a symmetry parameter.

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Cites work

• A Brownian-Motion Model for the Eigenvalues of a Random Matrix
• A Class of Matrix Ensembles
• Characterization of Chaotic Quantum Spectra and Universality of Level Fluctuation Laws
• scientific article; zbMATH DE number 3164227 (Why is no real title available?)
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• Nonuniversal correlations for random matrix ensembles
• Quantum chaos, random matrix theory, statistical mechanics in two dimensions, and the second law - a case study
• Spacing distributions for rhombus billiards
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Cited in

(5)

• On the singular values of complex matrix Brownian motion with a matrix drift
• Brownian motion model of aq-deformed random matrix ensemble
• scientific article; zbMATH DE number 1210416 (Why is no real title available?)
• A random matrix approximation for the non-commutative fractional Brownian motion
• On the inverses of Brownian and Brownian-like matrices

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