Fluctuations for non-Hermitian dynamics
Abstract
We prove that under the Brownian evolution on large non-Hermitian matrices the log-determinant converges in distribution to a 2+1 dimensional Gaussian field in the Edwards-Wilkinson regularity class, namely it is logarithmically correlated for the parabolic distance. This dynamically extends a seminal result by Rider and Vir\'ag about convergence to the Gaussian free field. The convergence holds out of equilibrium for centered, i.i.d. matrix entries as an initial condition. A remarkable aspect of the limiting field is its non-Markovianity, due to long range correlations of the eigenvector overlaps, for which we identify the exact space-time polynomial decay. In the proof, we obtain a quantitative, optimal relaxation at the hard edge, for a broad extension of the Dyson Brownian motion, with a driving noise arbitrarily correlated in space.
Cite
@article{arxiv.2409.02902,
title = {Fluctuations for non-Hermitian dynamics},
author = {Paul Bourgade and Giorgio Cipolloni and Jiaoyang Huang},
journal= {arXiv preprint arXiv:2409.02902},
year = {2026}
}
Comments
42 pages, 1 figure; minor changes