On the convergence of random tridiagonal matrices to stochastic semigroups

DOI10.1214/20-AIHP1055zbMath1465.60009arXiv1904.07932OpenAlexW3093959062MaRDI QIDQ2028953

Pierre Yves Gaudreau Lamarre

Publication date: 3 June 2021

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.07932

zbMATH Keywords

Brownian local timeFeynman-Kac formulasstochastic Airy operatorstrong invariance principlesrandom tridiagonal matricesrandom walk occupation measuresstochastic Airy semigroup

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random operators and equations (aspects of stochastic analysis) (60H25) Random matrices (algebraic aspects) (15B52) Local time and additive functionals (60J55) Schrödinger and Feynman-Kac semigroups (47D08)

Related Items (1)

Semigroups for one-dimensional Schrödinger operators with multiplicative Gaussian noise

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