Zahra Sadat Mirsajjadi

collaborators

3 papers

math.PR2026

Infinite-Particle Determinantal Dynamics from Brownian Motion on $GL_{N} (C)$

Zahra Sadat Mirsajjadi

We study the edge scaling limit of the logarithms of the squared singular values of multiplicative Brownian motion on the general linear group $GL_{N} (C)$ with gene…

math.PR2026

$GL_{N} (C)$ Brownian motion and stochastic PDE on entire functions

Theodoros Assiotis, Zahra Sadat Mirsajjadi

We construct the full edge scaling limit of the singular values of Brownian motion on the general linear group $GL_{N} (C)$ starting from general conditions. We show…

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…

Infinite-Particle Determinantal Dynamics from Brownian Motion on GLN​(C)

GLN​(C) Brownian motion and stochastic PDE on entire functions

ISDE with logarithmic interaction and characteristic polynomials

Infinite-Particle Determinantal Dynamics from Brownian Motion on $GL_{N} (C)$

$GL_{N} (C)$ Brownian motion and stochastic PDE on entire functions