Eikonal formulation of large dynamical random matrix models

Abstract

Standard approach to dynamical random matrix models relies on the description of trajectories of eigenvalues. Using the analogy from optics, based on the duality between the Fermat principle(trajectories) and the Huygens principle (wavefronts), we formulate the Hamilton-Jacobi dynamics for large random matrix models. The resulting equations describe a broad class of random matrix models in a unified way, including normal (Hermitian or unitary) as well as strictly non-normal dynamics. HJ formalism applied to Brownian bridge dynamics allows one for calculations of the asymptotics of the Harish-Chandra-Itzykson-Zuber integrals.

arXiv comment5 + 9 pages, published version

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Cited by in corpus (4)

• Non-intersecting Brownian bridges in the flat-to-flat geometry
• Matrix Kesten Recursion, Inverse-Wishart Ensemble and Fermions in a Morse Potential
• The Brown measure of the sum of a self-adjoint element and an imaginary multiple of a semicircular element
• The Brown measure of a family of free multiplicative Brownian motions