Random walkers versus random crowds: diffusion of large matrices

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We briefly review the random matrix theory for large N by N matrices viewed as free random variables in a context of stochastic diffusion. We establish a surprising link between the spectral properties of matrix-valued multiplicative diffusion processes for hermitian and unitary ensembles.
8 pages, no figures, talk presented at the conference "Complex Systems: New Trends and Expectations", Santander, Spain, 5-9 June 2006

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Statistical Mechanics

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http://salesiana.dossiersoluciones.com/handle/123456789/120115

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/cond-mat/0612438
 http://arxiv.org/abs/cond-mat/0612438

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arXiv