Existence of a unique strong solution to the DMPK equation

Publication date 15 May 2012

Random matrices (probabilistic aspects) (60B20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Quantum waveguides, quantum wires (82D77)

Abstract: For the transmission of electrons in a weakly disordered strip of material Dorokhov, Mello, Pereyra and Kumar (DMPK) proposed a diffusion process for the transfer matrices. The correspoding transmission eigenvalues satisfy the DMPK stochastic differential equations, like Dyson Brownian motion in the context of GOE/GUE random matrices. We control the singular repulsion terms of this SDE with a stopping-time argument, and its degenerate initial condition by an approximation procedure, and thereby establish the DMPK equation to be well posed.

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