Ornstein–Uhlenbeck diffusion of hermitian and non-hermitian matrices—unexpected links

DOI10.1088/1742-5468/2016/05/054037zbMath1456.82489arXiv1512.06599OpenAlexW2289642865MaRDI QIDQ3302692

Jacek Grela, Jean-Paul Blaizot, Maciej A. Nowak, Piotr Warchoł, Wojciech Tarnowski

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.06599

Mathematics Subject Classification ID

Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Related Items (5)

Dynamics of a planar Coulomb gas ⋮ Products of random matrices from fixed trace and induced Ginibre ensembles ⋮ Introduction: Unsolved Problems on Noise ⋮ Full Dysonian dynamics of the complex Ginibre ensemble ⋮ Eigenvalue processes of Elliptic Ginibre Ensemble and their overlaps

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