Dysonian dynamics of the Ginibre ensemble.
نویسندگان
چکیده
We study the time evolution of Ginibre matrices whose elements undergo Brownian motion. The non-Hermitian character of the Ginibre ensemble binds the dynamics of eigenvalues to the evolution of eigenvectors in a nontrivial way, leading to a system of coupled nonlinear equations resembling those for turbulent systems. We formulate a mathematical framework allowing simultaneous description of the flow of eigenvalues and eigenvectors, and we unravel a hidden dynamics as a function of a new complex variable, which in the standard description is treated as a regulator only. We solve the evolution equations for large matrices and demonstrate that the nonanalytic behavior of the Green's functions is associated with a shock wave stemming from a Burgers-like equation describing correlations of eigenvectors. We conjecture that the hidden dynamics that we observe for the Ginibre ensemble is a general feature of non-Hermitian random matrix models and is relevant to related physical applications.
منابع مشابه
ul 2 00 3 Dynamics of complex quantum systems with energy dissipation
1 Abstract A complex quantum system with energy dissipation is considered. The quantum Hamilto-nians H belong the complex Ginibre ensemble. The complex-valued eigenenergies Z i are random variables. The second differences ∆ 1 Z i are also complex-valued random variables. The second differences have their real and imaginary parts and also radii (moduli) and main arguments (angles). For N=3 dimen...
متن کاملDynamics of complex quantum systems with energy dissipation
1 Abstract A complex quantum system with energy dissipation is considered. The quantum Hamilto-nians H belong the complex Ginibre ensemble. The complex-valued eigenenergies Z i are random variables. The second differences ∆ 1 Z i are also complex-valued random variables. The second differences have their real and imaginary parts and also radii (moduli) and main arguments (angles). For N=3 dimen...
متن کاملFinite-difference distributions for the Ginibre ensemble
The Ginibre ensemble of complex random matrices is studied. The complex-valued random variable of the second difference of complex energy levels is defined. For the N = 3 dimensional ensemble, we calculate distributions of the second difference real and imaginary parts, as well as its radius and of its argument (angle). For the generic N -dimensional Ginibre ensemble an exact analytical formula...
متن کاملThe real Ginibre ensemble with k = O(n) real eigenvalues
We consider the ensemble of real Ginibre matrices conditioned to have positive fraction α > 0 of real eigenvalues. We demonstrate a large deviations principle for the joint eigenvalue density of such matrices and introduce a two phase log-gas whose stationary distribution coincides with the spectral measure of the ensemble. Using these tools we provide an asymptotic expansion for the probabilit...
متن کاملFinite Difference Distributions for Ginibre Ensemble
The Ginibre ensemble of complex random matrices is studied. The complex valued random variable of second difference of complex energy levels is defined. For the N=3 dimensional ensemble are calculated distributions of second difference, of real and imaginary parts of second difference, as well as of its radius and of its argument (angle). For the generic N-dimensional Ginibre ensemble an exact ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Physical review letters
دوره 113 10 شماره
صفحات -
تاریخ انتشار 2014