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arXiv · 2004.05872

Eigenvalue processes of Elliptic Ginibre Ensemble and their Overlaps

Satoshi Yabuoku
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Abstract

We consider the non-hermitian matrix-valued process of Elliptic Ginibre ensemble. This model includes Dyson's Brownian motion model and the time evolution model of Ginibre ensemble by using hermiticity parameter. We show the complex eigenvalue processes satisfy the stochastic differential equations which are very similar to Dyson's model and give an explicit form of overlap correlations. As a corollary, in the case of 2-by-2 matrix, we also mention the relation between the diagonal overlap, which is the speed of eigenvalues, and the distance of the two eigenvalues.

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Satoshi Yabuoku. 2020-04-29. Eigenvalue processes of Elliptic Ginibre Ensemble and their Overlaps. https://doi.org/10.1142/s2661335220500033

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