Eigenvalue processes of Elliptic Ginibre Ensemble and their overlaps

DOI10.1142/S2661335220500033zbMath1477.60023arXiv2004.05872MaRDI QIDQ5016201

Satoshi Yabuoku

Publication date: 13 December 2021

Published in: International Journal of Mathematics for Industry (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.05872

zbMATH Keywords

overlapsDyson's Brownian motionseigenvalue processElliptic Ginibre Ensemble

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items

Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble

Cites Work

• Wishart processes
• Diffusions of perturbed principal component analysis
• Interacting Brownian particles and the Wigner law
• On squared Bessel particle systems
• Noncolliding Brownian motions and Harish-Chandra formula
• Almost-Hermitian random matrices: Eigenvalue density in the complex plane
• On statistics of bi-orthogonal eigenvectors in real and complex Ginibre ensembles: combining partial Schur decomposition with supersymmetry
• The distribution of overlaps between eigenvectors of Ginibre matrices
• Condition numbers for real eigenvalues in the real elliptic Gaussian ensemble
• Full Dysonian dynamics of the complex Ginibre ensemble
• Universality Conjecture for all Airy, Sine and Bessel Kernels in the Complex Plane
• Ornstein–Uhlenbeck diffusion of hermitian and non-hermitian matrices—unexpected links
• An Introduction to Random Matrices
• A Brownian-Motion Model for the Eigenvalues of a Random Matrix
• Eigenvalue statistics of random real matrices
• Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems
• Statistical Ensembles of Complex, Quaternion, and Real Matrices
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item