2009
DOI: 10.1103/physreve.80.021140
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Random transition-rate matrices for the master equation

Abstract: Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of independent rates of forward and backward transitions are considered. The first case leads to symmetric transition-rate matrices, whereas the second corresponds to general, asymmetric matrices. The resulting matrix ensembles are different from the standard ensembles and sho… Show more

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Cited by 35 publications
(41 citation statements)
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“…This means that the decay time of the corresponding deviations from the stationary state is much shorter than their oscillation period. A similar behavior is found for randomly distributed transition rates, where it is essentially a consequence of different scaling of the real and imaginary parts with the dimension of the molecular Fock space [44]. At zero bias, all eigenvalues are real.…”
Section: Transmitting Regimesupporting
confidence: 69%
See 1 more Smart Citation
“…This means that the decay time of the corresponding deviations from the stationary state is much shorter than their oscillation period. A similar behavior is found for randomly distributed transition rates, where it is essentially a consequence of different scaling of the real and imaginary parts with the dimension of the molecular Fock space [44]. At zero bias, all eigenvalues are real.…”
Section: Transmitting Regimesupporting
confidence: 69%
“…This proves that at least one stationary state exists. This solution is unique if the system is ergodic in the sense that every state can be reached from every other state by a finite number of transitions [41][42][43][44]. This condition is satisfied by our model for non-zero temperature.…”
mentioning
confidence: 99%
“…We define a matrix A, as follows: A ij = e −rij /ξ , for i = j and A ii = − j =i A ij , the latter definition expressing a conservation law in the physical problem [7][8][9]. We shall be interested in determining P (λ), the probability density of eigenvalues of the matrix A, for low densities (small values of ǫ).…”
mentioning
confidence: 99%
“…12 . Using a perturbative approach, we calculate the ensemble-averaged CGF as a series in the inverse of system size N .…”
Section: Introductionmentioning
confidence: 99%
“…In particular, in Ref. 12 Timm considered random transition-rate matrices (we shall use the terminology Liouvillian here), which are non-Hermitian matrices arising from the description of a dynamical process in terms of a rate or master equation. Timm gave a detailed account of the spectral properties of such matrices.…”
Section: Introductionmentioning
confidence: 99%