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We compare the Ornstein-Uhlenbeck process for the Gaussian Unitary Ensemble to its non-hermitian counterpart - for the complex Ginibre ensemble. We exploit the mathematical framework based on the generalized Greens functions, which involves a new, hidden complex variable, in comparison to the standard treatment of the resolvents. This new variable turns out to be crucial to understand the pattern of the evolution of non-hermitian systems. The new feature is the emergence of the coupling between the flow of eigenvalues and that of left/right eigenvectors. We analyze local and global equilibria for both systems. Finally, we highlight some unexpected links between both ensembles.
In this paper a geometric method based on Grassmann manifolds and matrix Riccati equations to make hermitian matrices diagonal is presented. We call it Riccati Diagonalization.
One of the simplest non-Hermitian Hamiltonians first proposed by Schwartz (1960 {it Commun. Pure Appl. Math.} tb{13} 609) which may possess a spectral singularity is analyzed from the point of view of non-Hermitian generalization of quantum mechanics
We show that the averaged characteristic polynomial and the averaged inverse characteristic polynomial, associated with Hermitian matrices whose elements perform a random walk in the space of complex numbers, satisfy certain partial differential, dif
Diagonalizable pseudo-Hermitian Hamiltonians with real and discrete spectra, which are superpartners of Hermitian Hamiltonians, must be $eta$-pseudo-Hermitian with Hermitian, positive-definite and non-singular $eta$ operators. We show that despite th
We consider an ensemble of Ornstein-Uhlenbeck processes featuring a population of relaxation times and a population of noise amplitudes that characterize the heterogeneity of the ensemble. We show that the centre-of-mass like variable corresponding t