Dip-ramp-plateau for Dyson Brownian motion from the identity on \(U(N)\)
DOI10.2140/pmp.2024.5.321zbMATH Open1542.60008MaRDI QIDQ6561350
Peter J. Forrester, Shi-Hao Li, Mario Kieburg, Jiyuan Zhang
Publication date: 25 June 2024
Published in: Probability and Mathematical Physics (Search for Journal in Brave)
hypergeometric polynomialsDyson Brownian motionspectral form factorcyclic Pólya ensemblesJacobi polynomial asymptotics
Random matrices (probabilistic aspects) (60B20) Black holes (83C57) Brownian motion (60J65) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Many-body theory; quantum Hall effect (81V70) Random matrices (algebraic aspects) (15B52) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Quantum information, communication, networks (quantum-theoretic aspects) (81P45)
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