arXiv subjects

Zahra Sadat Mirsajjadi

Publications and source records attributed to Zahra Sadat Mirsajjadi.

3 recordsLinked to original sources

arXiv2026

Infinite-Particle Determinantal Dynamics from Brownian Motion on $\mathrm{GL}_N(\mathbb{C})$

We study the edge scaling limit of the logarithms of the squared singular values of multiplicative Brownian motion on the general linear group $\mathrm{GL}_N(\mathbb{C})$ with general initial conditions. Building on earlier work [arXiv:2605.06429], we prove that, for every initial condition in the enhanced state space, the limiting dynamics are determinantal and derive an explicit double-contour formula for their extended multitime correlation kernel. The dependence on the initial state, including information not determined by the particle coordinates, is encoded by the associated Laguerre--Pólya entire function. We further extend the corresponding infinite-dimensional stochastic differential equation description to arbitrary initial configurations, including those with coinciding coordinates.

math.PR↗

arXiv2026

$\mathsf{GL}_N(\mathbb{C})$ Brownian motion and stochastic PDE on entire functions

We construct the full edge scaling limit of the singular values of Brownian motion on the general linear group $\mathsf{GL}_N(\mathbb{C})$ starting from general conditions. We show that the limiting paths solve an infinite system of SDE with log-interaction and have a Gibbs resampling property with exponential Brownian bridges. Moreover, we show that the evolution of the limiting rescaled reverse characteristic polynomial solves a stochastic partial differential equation with a non-linear multiplicative noise and linear drift. From a special initial condition the resulting line ensemble coincides, in logarithmic coordinates, with a line ensemble constructed by Ahn which arises as a universal scaling limit of singular values of products of random matrices. We prove some analogous results on the evolution of limiting characteristic polynomials for two models whose stationary measures are given by the Hua-Pickrell and Bessel stochastic zeta functions respectively.

math.PR↗

arXiv2024

ISDE with logarithmic interaction and characteristic polynomials

We consider certain random matrix eigenvalue dynamics, akin to Dyson Brownian motion, introduced by Rider and Valko. We show that from every initial condition, including ones involving coinciding coordinates, the dynamics, enhanced with more information, converge on path-space to a new infinite-dimensional Feller-continuous diffusion process. We show that the limiting diffusion solves an infinite-dimensional system of stochastic differential equations (ISDE) with logarithmic interaction. Moreover, we show convergence in the long-time limit of the infinite-dimensional dynamics starting from any initial condition to the equilibrium measure, given by the inverse points of the Bessel determinantal point process. As far as we can tell, this is: (a) the first path-space convergence result of random matrix dynamics starting from every initial condition to an infinite-dimensional Feller diffusion, (b) the first construction of solutions to an ISDE with logarithmic interaction from every initial condition for which the singular drift term can be defined at time $0$, (c) the first convergence to equilibrium result from every initial condition for an ISDE of this kind. The argument splits into two parts. The first part builds on the method of intertwiners introduced and developed by Borodin and Olshanski. The main new ingredients are a uniform, in a certain sense, approximation theorem of the spectrum of a family of random matrices indexed by an infinite-dimensional space and an extension of the method of intertwiners to deal with convergence to equilibrium. The second part introduces a new approach towards convergence of the singular drift term in the dynamics and for showing non-intersection of the limiting paths via certain ``characteristic polynomials" associated to the process. We believe variations of it will be applicable to other infinite-dimensional dynamics coming from random matrices.

math.PR↗