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Infinite-Particle Determinantal Dynamics from Brownian Motion on GLN(C)\mathrm{GL}_N(\mathbb{C})

Published 28 Sep 2026 in math.PR and math-ph | (2609.35383v1)

Abstract: We study the edge scaling limit of the logarithms of the squared singular values of multiplicative Brownian motion on the general linear group GLN(C)\mathrm{GL}_N(\mathbb{C}) with general initial conditions. Building on earlier work [arXiv:2605.06429], we prove that, for every initial condition in the enhanced state space, the limiting dynamics are determinantal and derive an explicit double-contour formula for their extended multitime correlation kernel. The dependence on the initial state, including information not determined by the particle coordinates, is encoded by the associated Laguerre--Pólya entire function. We further extend the corresponding infinite-dimensional stochastic differential equation description to arbitrary initial configurations, including those with coinciding coordinates.

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