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 -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