Related papers: Dyson processes on the octonion algebra
In this paper, we study the unitary Dyson Brownian motion through a partial differential equation approach recently introduced for the real Dyson case. The main difference with the real Dyson case is that the spectrum is now on the circle…
We investigate the process of eigenvalues of a symmetric matrix-valued process which upper diagonal entries are independent one-dimensional H\"older continuous Gaussian processes of order gamma in (1/2,1). Using the stochastic calculus with…
For an arbitrary octonion algebra, we determine all subalgebras. It turns out that every subalgebra of dimension less than four is associative, while every subalgebra of dimension greater than four is not associative. In any split octonion…
We offer an alternative viewpoint on Dyson's original paper regarding the application of Brownian motion to random matrix theory (RMT). In particular we show how one may use the same approach in order to study the stochastic motion in the…
Gravitation interactions are treated as non-associative part of the field's interactions. Vector-potential of the Dirac equation is extended for the octonionic algebra. The solution is considered as element of matrix set $BS\times O_4$.
We consider the Hamiltonian for a charged particle in a harmonic potential in the presence of a magnetic field. The most symmetric case depends on one parameter, the variation of which leads from a spectrum bounded from below to an…
Poisson algebra is usually defined to be a commutative algebra together with a Lie bracket, and these operations are required to satisfy the Leibniz rule. We describe Poisson structures in terms of a single bilinear operation. This enables…
Multidimensional noncommutative Laplace transforms over octonions are studied. Theorems about direct and inverse transforms and other properties of the Laplace transforms over the Cayley-Dickson algebras are proved. Applications to partial…
In the last decade there has been increasing interest in the fields of random matrices, interacting particle systems, stochastic growth models, and the connections between these areas. For instance, several objects appearing in the limit of…
We consider the non-hermitian matrix-valued process of Elliptic Ginibre ensemble. This model includes Dyson's Brownian motion model and the time evolution model of Ginibre ensemble by using hermiticity parameter. We show the complex…
We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient…
We have recently proposed a new matrix dynamics at the Planck scale, building on the theory of trace dynamics. This is a Lagrangian dynamics in which the matrix degrees of freedom are made from Grassmann numbers, and the Lagrangian is trace…
We consider $N\times N$ symmetric random matrices where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove that the eigenvalue spacing statistics in the bulk of the…
Circular Brownian motion models of random matrices were introduced by Dyson and describe the parametric eigenparameter correlations of unitary random matrices. For symmetric unitary, self-dual quaternion unitary and an analogue of…
The goal of these expository notes is to give an introduction to random matrices for non-specialist of this topic focusing on the link between random matrices and systems of particles in interaction. We first recall some general results…
The octonions are the largest of the four normed division algebras. While somewhat neglected due to their nonassociativity, they stand at the crossroads of many interesting fields of mathematics. Here we describe them and their relation to…
The eigenvalue spectrum of the sum of large random matrices that are mutually "free", i.e., randomly rotated, can be obtained using the formalism of R-transforms, with many applications in different fields. We provide a direct…
Affiliated and normal operators in octonion Hilbert spaces are studied. Theorems about their properties and of related algebras are demonstrated. Spectra of unbounded normal operators are investigated.
We consider the eigenvectors of the principal minor of dimension $n< N$ of the Dyson Brownian motion in $\mathbb{R}^{N}$ and investigate their asymptotic overlaps with the eigenvectors of the full matrix in the limit of large dimension. We…
Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…