Fluctuations for non-Hermitian dynamics
| Autor: | Bourgade, Paul, Cipolloni, Giorgio, Huang, Jiaoyang |
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| Rok vydání: | 2024 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | We prove that under the Brownian evolution on large non-Hermitian matrices the log-determinant converges in distribution to a 2+1 dimensional Gaussian field in the Edwards-Wilkinson regularity class, namely it is logarithmically correlated for the parabolic distance. This dynamically extends a seminal result by Rider and Vir\'ag about convergence to the Gaussian free field. The convergence holds out of equilibrium for centered, i.i.d. matrix entries as an initial condition. A remarkable aspect of the limiting field is its non-Markovianity, due to long range correlations of the eigenvector overlaps, for which we identify the exact space-time polynomial decay. In the proof, we obtain a quantitative, optimal relaxation at the hard edge, for a broad extension of the Dyson Brownian motion, with a driving noise arbitrarily correlated in space. Comment: 42 pages, 1 figure |
| Databáze: | arXiv |
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