Ornstein–Uhlenbeck diffusion of hermitian and non-hermitian matrices—unexpected links (Q3302692): Difference between revisions

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+A Brownian-Motion Model for the Eigenvalues of a Random Matrix
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+Exact Distribution of the Maximal Height of<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mi>p</mml:mi></mml:math>Vicious Walkers
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+Normal random matrix ensemble as a growth problem
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+Statistical Ensembles of Complex, Quaternion, and Real Matrices
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+Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series
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+Spectral redemption in clustering sparse networks
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+The Ginibre evolution in the large-<i>N</i> limit
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+Non-hermitian random matrix models
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+Random Hermitian versus random non-Hermitian operators—unexpected links
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+Q3679999
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+Non-hermitian random matrix theory: Method of hermitian reduction
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+Unveiling the significance of eigenvectors in diffusing non-Hermitian matrices by identifying the underlying Burgers dynamics
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+Addition of certain non-commuting random variables
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