Eigenvalue processes of Elliptic Ginibre Ensemble and their overlaps
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 equat...
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| Format: | Article |
| Language: | English |
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World Scientific Publishing
2020-12-01
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| Series: | International Journal of Mathematics for Industry |
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| Online Access: | http://www.worldscientific.com/doi/epdf/10.1142/S2661335220500033 |