Universal parametric correlations of eigenvalues of random matrix ensembles

DOI10.1088/0305-4470/28/6/017MaRDI QIDQ4889334zbMATH OpenOpenAlexFDO

Authors Kaspar Juel Eriksen, Yang Chen

Publication date 16 December 1996

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

Full work available at URL https://arxiv.org/abs/cond-mat/9410050

zbMATH Keywords

random matrixeigenvalue correlationsdependence of the density-density correlatorDyson Brownian-motion model

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Other physical applications of random processes (60K40)

Abstract: Eigenvalue correlations of random matrix ensembles as a function of an external perturbation are investigated vis the Dyson Brownian Motion Model in the situation where the level density has a hard edge singularity. By solving a linearized hydrodynamical equation, a universal dependence of the density-density correlator on the external field is found. As an application we obtain a formula for the variance of linear statistics with the parametric dependence exhibited as a Laplace transform.

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(12)

• Novel Universal Correlations in Invariant Random-Matrix Models
• Parametric spectral statistics in unitary random matrix ensembles: from distribution functions to intra-level correlations
• Universal eigenvector correlations in quaternionic Ginibre ensembles
• Universality for eigenvalue correlations from the unitary ensemble associated with a family of singular weights
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• Density of eigenvalues and its perturbation invariance in unitary ensembles of random matrices
• Universality for random matrices with equi-spaced external source: a case study of a biorthogonal ensemble
• Eigenvalue correlations on hyperelliptic Riemann surfaces
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