Published January 11, 2008
| Version v1
Journal article
Brownian-motion ensembles: correlation functions of determinantal processes
Creators
- 1. Departamento de Fisica, Laboratorio de Fisica Teorica e Computacional, Universidade Federal de Pernambuco 50670-901 Recife, PE (Brazil)
Description
We calculate the n-point correlation function for a large class of Brownian-motion ensembles of random matrix theory. The corresponding Fokker-Planck equation describes a determinantal process in the theory of matrix-valued stochastic differential equations and can be mapped onto a Schoedinger equation of non-interacting electrons in one dimension. The correlation functions are obtained explicitly via a suitable generalization of the method of biorthogonal functions
Additional details
Identifiers
- DOI
- 10.1088/1751-8113/41/1/015004;
- PII
- S1751-8113(08)60840-9;
Publishing Information
- Journal Title
- Journal of Physics. A, Mathematical and Theoretical (Online)
- Journal Volume
- 41
- Journal Issue
- 1
- Journal Page Range
- p. 015004
- ISSN
- 1751-8121
INIS
- Country of Publication
- United Kingdom
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 39028657
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
- Descriptors DEI
- BROWNIAN MOVEMENT; CORRELATION FUNCTIONS; ELECTRONS; FOKKER-PLANCK EQUATION; MATRICES; RANDOMNESS
- Descriptors DEC
- DIFFERENTIAL EQUATIONS; ELEMENTARY PARTICLES; EQUATIONS; FERMIONS; FUNCTIONS; LEPTONS; PARTIAL DIFFERENTIAL EQUATIONS