Random walkers versus random crowds: diffusion of large matrices
Statistical Mechanics
2007-05-23 v1
Abstract
We briefly review the random matrix theory for large N by N matrices viewed as free random variables in a context of stochastic diffusion. We establish a surprising link between the spectral properties of matrix-valued multiplicative diffusion processes for hermitian and unitary ensembles.
Cite
@article{arxiv.cond-mat/0612438,
title = {Random walkers versus random crowds: diffusion of large matrices},
author = {Ewa Gudowska-Nowak and Romuald J. Janik and Jerzy Jurkiewicz and Maciej A. Nowak and Waldemar Wieczorek},
journal= {arXiv preprint arXiv:cond-mat/0612438},
year = {2007}
}
Comments
8 pages, no figures, talk presented at the conference "Complex Systems: New Trends and Expectations", Santander, Spain, 5-9 June 2006