Derives coupled SDEs for eigenvalue and eigenvector-overlap processes in non-Hermitian Brownian motion and SPDEs for the regularized FK determinant random field.
C., Ho, C.-W.: The Brown measure of the sum of a self-adjo int element and an imaginary multiple of a semicircular element
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Eigenvalues, eigenvector-overlaps, and regularized Fuglede-Kadison determinant of the non-Hermitian matrix-valued Brownian motion
Derives coupled SDEs for eigenvalue and eigenvector-overlap processes in non-Hermitian Brownian motion and SPDEs for the regularized FK determinant random field.