arXiv · 2511.05727
Weakly universal dynamical correlations between eigenvalues of large random matrices
Abstract
It was shown roughly thirty years ago that the density correlations of eigenvalues of large random matrices display a universal form, independent of most of the details of the distribution of the random matrix itself. We show that when the matrix elements evolve according to a Dyson Brownian motion, dynamical correlations retain a large degree of the universality found at equal times when expressed in terms of the characteristics of some partial differential equation in the complex plane.
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Kirone Mallick, Gabriel Téllez, Frédéric van Wijland. 2025-11-07. Weakly universal dynamical correlations between eigenvalues of large random matrices. https://arxiv.org/abs/2511.05727
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