Diffusion processes and the asymptotic bulk gap probability for the real Ginibre ensemble

被引:14
|
作者
Forrester, Peter J. [1 ]
机构
[1] Univ Melbourne, ARC Ctr Excellence Math & Stat Frontiers, Sch Math & Stat, Melbourne, Vic 3010, Australia
基金
澳大利亚研究理事会;
关键词
random matrices; coalescence process; gap probability; RANDOM POLYNOMIALS; WIGNER SURMISE; MATRIX; DISTRIBUTIONS; EIGENVALUES; DYNAMICS;
D O I
10.1088/1751-8113/48/32/324001
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
It is known that the bulk scaling limit of the real eigenvalues for the real Ginibre ensemble is equal in distribution to the rescaled t -> infinity limit of the annihilation process A+ A -> empty set. Furthermore, deleting each particle at random in the rescaled t -> infinity limit of the coalescence process A+ A -> A, a process equal in distribution to the annihilation process results. We use these inter- relationships to deduce from the existing literature the asymptotic small and large distance form of the gap probability for the real Ginibre ensemble. In particular, the leading form of the latter is shown to be equal to exp(-(zeta( 3/2) (2 root 2 pi)) s), where s denotes the gap size and zeta( z) denotes the Riemann zeta function. It is shown how this can be rigorously established using an asymptotic formula for matrix Fredholm operators. A determinant formula is derived for the gap probability in the finite N case, and this is used to illustrate the asymptotic formulas against numerical computations.
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页数:14
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