Published January 11, 2008 | Version v1
Journal article

Brownian-motion ensembles: correlation functions of determinantal processes

  • 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