The Ginibre evolution in the large-N limit

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Abstract

We analyse statistics of the real eigenvalues of gl(N, R)-valued Brownian motion (the Ginibre evolution) in the limit of large N. In particular, we calculate the limiting two-time correlation function of spin variables associated with real eigenvalues of the Ginibre evolution. We also show how the formalism of spin variables can be used to compute the fixed time correlation functions of real eigenvalues discovered originally by Forrester and Nagao [“Eigenvalue statistics of the real Ginibre ensemble,” Phys. Rev. Lett.99(5), 050603 (2007)] and Borodin and Sinclair [“The Ginibre ensemble of real random matrices and its scaling limits,” Commun. Math. Phys.291(1), 177–224 (2009)].

Item Type: Journal Article
Divisions: Faculty of Science, Engineering and Medicine > Science > Mathematics
Journal or Publication Title: Journal of Mathematical Physics
Publisher: American Institute of Physics
ISSN: 0022-2488
Official Date: 20 June 2014
Dates:
Date
Event
20 June 2014
Published
22 August 2014
Accepted
12 August 2013
Submitted
Volume: Volume 55
Number: Number 6
Article Number: Article number 063304
DOI: 10.1063/1.4881724
Status: Peer Reviewed
Publication Status: Published
Access rights to Published version: Restricted or Subscription Access
URI: https://wrap.warwick.ac.uk/64289/

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