Brownian Motion in Orthogonal and Symplectic Groups

Matrix Brownian motion provides a powerful framework for studying crossover ensembles in quantum chaos and quantum transport, as well as thermalization and information scrambling in many-body dynamics. Here, we develop a unified diagrammatic framework to characterize Brownian ensembles for orthogonal and symplectic random matrices, which describe systems with particle-hole symmetry. We compute polynomial averages up to fourth order and construct an orthogonally invariant interpolation for the disconnected $\mathrm{SO}^-(q)$ sector of the orthogonal group. We consider applications relating to the fields of quantum information, quantum chaos, and quantum transport.