Nonequilibrium random matrix theory: Transition probabilities.
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DOI: 10.1103/physreve.95.032144
Abstract: In this paper we present an analytic method for calculating the transition probability between two random Gaussian matrices with given eigenvalue spectra in the context of Dyson Brownian motion. We show that in the Coulomb… read more here.
Keywords: transition; transition probabilities; random matrix; matrix theory ... See more keywords