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Diffusion method in Random Matrix Theory

143   0   0.0 ( 0 )
 Added by Jacek Grela
 Publication date 2015
  fields Physics
and research's language is English
 Authors Jacek Grela




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We introduce a simple yet powerful calculational tool useful in calculating averages of ratios and products of characteristic polynomials. The method is based on Dyson Brownian motion and Grassmann integration formula for determinants. It is intended as an alternative to other RMT techniques applicable to general gaussian measures. Resulting formulas are exact for finite matrix size N and form integral representations convenient for large N asymptotics. Quantities obtained by the method can be interpreted as averages over matrix models with an external source. We provide several explicit and novel calculations showing a range of applications.



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