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arxiv: 1205.3396 · v2 · pith:AY45AC3Cnew · submitted 2012-05-15 · 🧮 math.PR · math-ph· math.MP

Existence of a unique strong solution to the DMPK equation

classification 🧮 math.PR math-phmath.MP
keywords dmpkequationmatricestransmissionapproximationargumentbrowniancondition
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For the transmission of electrons in a weakly disordered strip of material Dorokhov, Mello, Pereyra and Kumar (DMPK) proposed a diffusion process for the transfer matrices. The correspoding transmission eigenvalues satisfy the DMPK stochastic differential equations, like Dyson Brownian motion in the context of GOE/GUE random matrices. We control the singular repulsion terms of this SDE with a stopping-time argument, and its degenerate initial condition by an approximation procedure, and thereby establish the DMPK equation to be well posed.

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