Weakly universal dynamical correlations between eigenvalues of large random matrices
Year: 2025
Type: preprint
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.
Source: arXiv (Cornell University)
Authors: Mallick, Kirone, Téllez, Gabriel, van Wijland, Frédéric
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7105091394
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