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7 papers · 2 filters
Lyapunov exponents for products of rectangular real, complex and quaternionic Ginibre matrices
J. R. Ipsen
We study the joint density of eigenvalues for products of independent rectangular real, complex and quaternionic Ginibre matrices. In the limit where the number of matrices tends t…
Limiting Statistics of the Largest and Smallest Eigenvalues in the Correlated Wishart Model
Tim Wirtz, Mario Kieburg, Thomas Guhr
The correlated Wishart model provides a standard tool for the analysis of correlations in a rich variety of systems. Although much is known for complex correlation matrices, the em…
Completing the picture for the smallest eigenvalue of real Wishart matrices
G. Akemann, T. Guhr, M. Kieburg +2
Rectangular real matrices with a Gaussian distribution appear very frequently in data analysis, condensed matter physics and quantum field theory. A central…
Universal distribution of Lyapunov exponents for products of Ginibre matrices
Gernot Akemann, Zdzislaw Burda, Mario Kieburg
Starting from exact analytical results on singular values and complex eigenvalues of products of independent Gaussian complex random matrices also called Ginibre ensemb…
Polymer Measure: Varadhan's Renormalization Revisited
Wolfgang Bock, Maria João Oliveira, José Luis da Silva +1
Through chaos decomposition we improve the Varadhan estimate for the rate of convergence of the centered approximate self-intersection local time of planar Brownian motion.
Dynamical Widom-Rowlinson model and its mesoscopic limit
Dmitri Finkelshtein, Yuri Kondratiev, Oleksandr Kutoviy +1
We consider the non-equilibrium dynamics for the Widom-Rowlinson model (without hard-core) in the continuum. The Lebowitz-Penrose-type scaling of the dynamics is studied and the sy…