Diffusions on symmetric spaces of type A III and random matrix theories for rectangular matrices

DOI10.1088/0305-4470/31/7/007zbMATH Open0907.58071OpenAlexW2039235487MaRDI QIDQ3839352FDOQ3839352

Authors: Toshinao Akuzawa, Miki Wadati 

Publication date: 4 March 1999

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

Full work available at URL: https://doi.org/10.1088/0305-4470/31/7/007

Recommendations

• Diffusion onGL(N,C)/U(N)and Eigenvalue Density forN→∞Limit
• Riemannian Gaussian distributions, random matrix ensembles and diffusion kernels
• Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems
• Time-Dependent Random Matrix Theories on Non-Compact and Compact Non-Zero Curvature Spaces
• An Itzykson–Zuber-like integral and diffusion for complex ordinary and supermatrices

zbMATH Keywords

diffusion equationsRiemannian symmetric spaceregular random matrices

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

Cited In (2)

• Multiplicative nonholonomic/Newton-like algorithm
• Riemannian Gaussian distributions, random matrix ensembles and diffusion kernels

This page was built for publication: Diffusions on symmetric spaces of type A III and random matrix theories for rectangular matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3839352)