Transitions between universality classes of random matrices

Abstract
Dyson’s Brownian-motion model is recovered as a rigorous description of the dependence of Hamiltonians H=H0V on the control parameter λ when H0 and V belong to different universality classes. For instance, time-reversal invariance may hold for H0 but not for V. The clue to our result lies in (i) a certain rescaling of the energy, H→ √f(λ) (H0V), and (ii) not individual Hamiltonians but suitable families.