Related papers: A diffusive matrix model for invariant $\beta$-ens…
We study the dynamics of a certain discrete model of interacting particles that comes from the so called shuffling algorithm for sampling a random tiling of an Aztec diamond. It turns out that the transition probabilities have a…
We consider $\beta$ matrix models with real analytic potentials. Assuming that the corresponding equilibrium density $\rho$ has a one-interval support (without loss of generality $\sigma=[-2,2]$), we study the transformation of the…
This article is concerned with an oceanographic model describing the asymptotic behaviour of a rapidly rotating and incompressible fluid with an inhomogeneous rotation vector; the motion takes place in a thin layer. We first exhibit a…
The Rosenzweig-Porter random matrix ensemble serves as a qualitative phenomenological model for the level statistics and fractality of eigenstates across the many-body localization transition in static systems. We propose a unitary…
We establish universality for the largest singular values of products of random matrices with right unitarily invariant distributions, in a regime where the number of matrix factors and size of the matrices tend to infinity simultaneously.…
Vicious Brownian motion is a diffusion scaling limit of Fisher's vicious walk model, which is a system of Brownian particles in one dimension such that if two of them meet they kill each other. We consider the vicious Brownian motion…
We show that particle transport in a uniform, quantum multi-baker map, is generically ballistic in the long time limit, for any fixed value of Planck's constant. However, for fixed times, the semi-classical limit leads to diffusion. Random…
The circular Dyson Brownian motion model refers to the stochastic dynamics of the log-gas on a circle. It also specifies the eigenvalues of certain parameter-dependent ensembles of unitary random matrices. This model is considered with the…
We consider a class of particle systems generalizing the $\beta$-Ensembles from random matrix theory. In these new ensembles, particles experience repulsion of power $\beta>0$ when getting close, which is the same as in the…
Eigen's quasispecies system with explicit space and global regulation is considered. Limit behavior and stability of the system in a functional space under perturbations of a diffusion matrix with nonnegative spectrum are investigated. It…
A new model that generalizes the study of quantum Brownian motion (BM) is constructed. We consider disordered environment that may be either static (quenched), noisy or dynamical. The Zwanzig-Caldeira-Leggett BM-model constitutes formally a…
The eigenvalues of the matrix structure $X + X^{(0)}$, where $X$ is a random Gaussian Hermitian matrix and $X^{(0)}$ is non-random or random independent of $X$, are closely related to Dyson Brownian motion. Previous works have shown how an…
We describe a two-dimensional model for active particles whose self-propulsion speed is not fixed, but varies in time, and whose motion is subject to both translational and rotational diffusion. In the conventional treatment of active…
The eigenvalues for the minors of real symmetric ($\beta=1$) and complex Hermitian ($\beta=2$) Wigner matrices form the Wigner corner process, which is a multilevel interlacing particle system. In this paper, we study the microscopic…
In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $(\beta = 1)$, complex ($\beta = 2)$ and real…
We study the time evolution of Ginibre matrices whose elements undergo Brownian motion. The non-Hermitian character of the Ginibre ensemble binds the dynamics of eigenvalues to the evolution of eigenvectors in a non-trivial way, leading to…
Exact numerical results of the interacting boson model Hamiltonian along the integrable line from U(5) to O(6) are obtained by diagonalization within boson seniority subspaces. The matrix Hamiltonian reduces to a block tridiagonal form…
We extend recent results on the asymptotic eigenvalue distribution of the SYK model to the multivariate case and relate the limit of a dynamical version of the SYK model with the q-Brownian motion, a non-commutative deformation of classical…
We study the expectation of linear eigenvalue statistics of matrix models with any $\beta>0$, assuming that the potential $V$ is a real analytic function and that the corresponding equilibrium measure has a one-interval support. We obtain…
A fundamental question in random matrix theory is to quantify the optimal rate of convergence to universal laws. We take up this problem for the Laguerre $\beta$ ensemble, characterised by the Dyson parameter $\beta$, and the Laguerre…