Journal article
Multilevel dynamical correlation functions for Dyson's Brownian motion model of random matrices
T Nagao, PJ Forrester
Physics Letters Section A General Atomic and Solid State Physics | ELSEVIER SCIENCE BV | Published : 1998
Abstract
Dyson's Brownian motion model which describes the transition among Hermitian random matrix ensembles is studied. Exact expressions for dynamical distribution functions among many eigenvalues at different times are derived in a determinant form. © 1998 Elsevier Science B.V.