Eigenvalue processes of elliptic Ginibre ensemble and their overlaps

DOI10.1142/S2661335220500033MaRDI QIDQ5016201zbMATHFDO

Authors Satoshi Yabuoku

Publication date 13 December 2021

Published in International Journal of Mathematics for Industry (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2004.05872

zbMATH Keywords

overlapsDyson's Brownian motionseigenvalue processElliptic Ginibre Ensemble

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: We consider the non-hermitian matrix-valued process of Elliptic Ginibre ensemble. This model includes Dyson's Brownian motion model and the time evolution model of Ginibre ensemble by using hermiticity parameter. We show the complex eigenvalue processes satisfy the stochastic differential equations which are very similar to Dyson's model and give an explicit form of overlap correlations. As a corollary, in the case of 2-by-2 matrix, we also mention the relation between the diagonal overlap, which is the speed of eigenvalues, and the distance of the two eigenvalues.

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Cited in

(3)

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