Full Dysonian dynamics of the complex Ginibre ensemble

DOI10.1088/1751-8121/aadd54zbMath1410.82018arXiv1804.09740OpenAlexW3104475483WikidataQ129331791 ScholiaQ129331791MaRDI QIDQ3120023

Piotr Warchoł, Jacek Grela

Publication date: 28 February 2019

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

Full work available at URL: https://arxiv.org/abs/1804.09740

zbMATH Keywords

stochastic processesrandom matrix theorynon-Hermitian matrix ensembles

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Random matrices (algebraic aspects) (15B52)

Related Items (6)

Eigenfunction non-orthogonality factors and the shape of CPA-like dips in a single-channel reflection from lossy chaotic cavities ⋮ The distribution of overlaps between eigenvectors of Ginibre matrices ⋮ From Synaptic Interactions to Collective Dynamics in Random Neuronal Networks Models: Critical Role of Eigenvectors and Transient Behavior ⋮ Condition numbers for real eigenvalues in the real elliptic Gaussian ensemble ⋮ On the determinantal structure of conditional overlaps for the complex Ginibre ensemble ⋮ Eigenvalue processes of Elliptic Ginibre Ensemble and their overlaps

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