pith:DKVOFITT
Eigenvalues, eigenvector-overlaps, and regularized Fuglede-Kadison determinant of the non-Hermitian matrix-valued Brownian motion
Non-Hermitian matrix Brownian motion admits scale-invariant SDEs coupling eigenvalues to eigenvector overlaps via a regularized Fuglede-Kadison determinant.
arxiv:2306.00300 v4 · 2023-06-01 · math.PR · cond-mat.stat-mech · math-ph · math.MP
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Claims
We derive a set of stochastic differential equations (SDEs) for the coupled system of the eigenvalue process and the eigenvector-overlap process and prove the scale-transformation invariance of the obtained SDE system.
The bi-orthogonality relation is imposed between the right and the left eigenvector processes, which allows for their scale transformations with an invariant eigenvalue process.
Derives coupled SDEs for eigenvalue and eigenvector-overlap processes in non-Hermitian Brownian motion and SPDEs for the regularized FK determinant random field.
References
Receipt and verification
| First computed | 2026-06-23T02:13:11.770464Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
1aaae2a27314edc3b1944873302711e79ad4e6ebfc83a33c2f2b876758658ae2
Aliases
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Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/DKVOFITTCTW4HMMUJBZTAJYR46 \
| jq -c '.canonical_record' \
| python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 1aaae2a27314edc3b1944873302711e79ad4e6ebfc83a33c2f2b876758658ae2
Canonical record JSON
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