Isotropic Brownian motions over complex fields as a solvable model for May–Wigner stability analysis

DOI10.1088/1751-8113/49/38/385201zbMath1350.60085arXiv1602.06364OpenAlexW3100520864WikidataQ62581205 ScholiaQ62581205MaRDI QIDQ2826711

Jesper R. Ipsen, Henning Schomerus

Publication date: 18 October 2016

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.06364

zbMATH Keywords

random matrix theorydeterminantal point processisotropic Brownian motionsMay-Wigner stability

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Random matrices (algebraic aspects) (15B52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

Lyapunov exponent, universality and phase transition for products of random matrices ⋮ Extremal singular values of random matrix products and Brownian motion on \(\text{\textsf{GL}} (N, \mathbb{C})\) ⋮ Lyapunov exponents for truncated unitary and Ginibre matrices ⋮ Interlacing Diffusions ⋮ May–Wigner transition in large random dynamical systems ⋮ Harmonic analysis for rank-1 randomised Horn problems ⋮ Stability of large complex systems with heterogeneous relaxation dynamics

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