English

Full Dysonian dynamics of the complex Ginibre ensemble

Mathematical Physics 2018-09-26 v2 math.MP

Abstract

We find stochastic equations governing eigenvalues and eigenvectors of a dynamical complex Ginibre ensemble reaffirming the intertwined role played between both sets of matrix degrees of freedom. We solve the accompanying Smoluchowski-Fokker-Planck equation valid for any initial matrix. We derive evolution equations for the averaged extended characteristic polynomial and for a class of kk-point eigenvalue correlation functions. From the latter we obtain a novel formula for the eigenvector correlation function which we inspect for Ginibre and spiric initial conditions and obtain macro- and microscopic limiting laws.

Cite

@article{arxiv.1804.09740,
  title  = {Full Dysonian dynamics of the complex Ginibre ensemble},
  author = {Jacek Grela and Piotr Warchoł},
  journal= {arXiv preprint arXiv:1804.09740},
  year   = {2018}
}

Comments

minor typos corrected, some references updated

R2 v1 2026-06-23T01:35:55.144Z