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math.PR2024
ISDE with logarithmic interaction and characteristic polynomials
Theodoros Assiotis, Zahra Sadat Mirsajjadi
We consider certain random matrix eigenvalue dynamics, akin to Dyson Brownian motion, introduced by Rider and Valko. We show that from every initial condition, including ones invol…
math.PR2024★ 1 cited
Exchangeable arrays and integrable systems for characteristic polynomials of random matrices
Theodoros Assiotis, Mustafa Alper Gunes, Jonathan P. Keating +1
The joint moments of the derivatives of the characteristic polynomial of a random unitary matrix, and also a variant of the characteristic polynomial that is real on the unit circl…