Eigenvalues, eigenvector-overlaps, and regularized Fuglede-Kadison determinant of the non-Hermitian matrix-valued Brownian motion
This paper derives stochastic differential equations for the coupled system of eigenvalues and eigenvector-overlaps in non-Hermitian matrix-valued Brownian motion, establishes their scale-transformation invariance, and utilizes a regularized Fuglede-Kadison determinant to formulate stochastic partial differential equations linking the time-dependent eigenvalue point process to the logarithmic variations of the determinant.