確率論セミナー


2018/12/11(Tue)

16:30--18:00 数学教室 大セミナー室 (E404)

藪奥 哲史

千葉大学

Eigenvalue process of Ginibre ensemble and the relation to their eigenvectors

We consider time evolution models of random matrices. Dyson's Brownian motion model is the time evolution of GUE. This model is the eigenvalue process of hermitian matrix and it can be interpreted as non colliding Brownian motions on the real line. On the other hand, there are few studies for non-hermitian matrix models. In this talk, we introduce the SDEs of the complex eigenvalue process for Ginibre ensemble and discuss their representation by time change. We also mention that the eigenvectors affect the behavior of the eigenvalues in non-hermitian matrix models.