| dc.contributor.author | Allez, Romain | |
| dc.contributor.author | Guionnet, Alice | |
| dc.date.accessioned | 2013-01-29T13:57:38Z | |
| dc.date.available | 2013-01-29T13:57:38Z | |
| dc.date.issued | 2013 | |
| dc.identifier.uri | https://basepub.dauphine.fr/handle/123456789/10912 | |
| dc.language.iso | en | en |
| dc.subject | Statistical Mechanics | en |
| dc.subject.ddc | 519 | en |
| dc.title | A diffusive matrix model for invariant Beta ensembles | en |
| dc.type | Article accepté pour publication ou publié | |
| dc.description.abstracten | We define a new diffusive matrix model converging towards the $\beta$-Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the orthogonal/unitary group. We also describe the eigenvector dynamics of the limiting matrix process; we show that when $\beta< 1$ and that two eigenvalues collide, the eigenvectors of these two colliding eigenvalues fluctuate very fast and take the uniform measure on the orthocomplement of the eigenvectors of the remaining eigenvalues. | en |
| dc.relation.isversionofjnlname | Electronic Journal of Probability | |
| dc.relation.isversionofjnlvol | 18 | |
| dc.relation.isversionofjnldate | 2013 | |
| dc.relation.isversionofjnlpages | art.62 | |
| dc.relation.isversionofdoi | http://dx.doi.org/10.1214/EJP.v18-2073 | |
| dc.identifier.urlsite | http://arxiv.org/abs/1206.1460 | en |
| dc.subject.ddclabel | Probabilités et mathématiques appliquées | en |
| dc.description.submitted | non | en |
