Wigner–Smith matrix, exponential functional of the matrix Brownian motion and matrix Dufresne identity

Abstract

We consider a multichannel wire with a disordered region of length L and a reflecting boundary. The reflection of a wave of frequency ω is described by the scattering matrix , encoding the probability amplitudes to be scattered from one channel to another. The Wigner–Smith time delay matrix is another important matrix, which encodes temporal aspects of the scattering process. In order to study its statistical properties, we split the scattering matrix in terms of two unitary matrices, (with in the presence of time reversal symmetry), and introduce a novel symmetrisation procedure for the Wigner–Smith matrix: , where k is the wave vector and v the group velocity. We demonstrate that can be expressed under the form of an exponential functional of a matrix Brownian motion. For semi-infinite wires, L → ∞, using a matricial extension of the Dufresne identity, we recover straightforwardly the joint distribution for ’s eigenvalues of Brouwer and Beenakker (2001 Physica E 9 463). For finite length L, the exponential functional representation is used to calculate the first moments , and . Finally we derive a partial differential equation for the resolvent in the large N limit.