The Ginibre evolution in the large-N limit

Abstract

We analyse statistics of the real eigenvalues of gl(N, R)-valued Brownian motion (the Ginibre evolution) in the limit of large N. In particular, we calculate the limiting two-time correlation function of spin variables associated with real eigenvalues of the Ginibre evolution. We also show how the formalism of spin variables can be used to compute the fixed time correlation functions of real eigenvalues discovered originally by Forrester and Nagao [“Eigenvalue statistics of the real Ginibre ensemble,” Phys. Rev. Lett. 99(5), 050603 (2007)] and Borodin and Sinclair [“The Ginibre ensemble of real random matrices and its scaling limits,” Commun. Math. Phys. 291(1), 177–224 (2009)].