Hydrodynamical spectral evolution for random matrices

DOI10.1088/1751-8113/49/8/085203zbMath1344.15017arXiv1507.07274OpenAlexW3105545697MaRDI QIDQ2994577

Jacek Grela, Peter J. Forrester

Publication date: 2 August 2016

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.07274

zbMATH Keywords

eigenvalueBurgers equationrandom matrix theoryspectral densityDyson Brownian motionHarish-Chandra-Itzykson-Zuber integral

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) KdV equations (Korteweg-de Vries equations) (35Q53) Brownian motion (60J65) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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