A Brownian-Motion Model for the Eigenvalues of a Random Matrix

DOI10.1063/1.1703862zbMath0111.32703OpenAlexW1988076732WikidataQ56048236 ScholiaQ56048236MaRDI QIDQ3847293

Publication date: 1962

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.1703862

zbMATH Keywords

probability theory

Related Items (only showing first 100 items - show all)

Gaussian free fields coupled with multiple SLEs driven by stochastic log-gases ⋮ Gaussianity and typicality in matrix distributional semantics ⋮ Hydrodynamics of the Polyakov line in \(\mathrm{SU}(N_c)\) Yang-Mills ⋮ Hydrodynamics of the Dirac spectrum ⋮ Quantum kicked rotor and its variants: chaos, localization and beyond ⋮ Infinite systems of noncolliding generalized meanders and Riemann-Liouville differintegrals ⋮ Extreme gaps between eigenvalues of Wigner matrices ⋮ Asymptotic fluctuations of a particle system with singular interaction. ⋮ Quantum integrable systems in one dimension ⋮ A spectral dominance approach to large random matrices ⋮ Universality classes for general random matrix flows ⋮ Functional equations solving initial-value problems of complex Burgers-type equations for one-dimensional log-gases ⋮ Perturbations of multiple Schramm-Loewner evolution with two non-colliding Dyson Brownian motions ⋮ Zeros of generalized Hermite polynomials and ensemble of Gaussian random matrices ⋮ Mesoscopic eigenvalue density correlations of Wigner matrices ⋮ Riemann-Hilbert approach to multi-time processes: the Airy and the Pearcey cases ⋮ Emergent geometry from stochastic dynamics, or Hawking evaporation in M(atrix) theory ⋮ Continuum statistics of the Airy\(_{2}\) process ⋮ Critical behavior of non-intersecting Brownian motions ⋮ Semi-implicit Euler-Maruyama approximation for noncolliding particle systems ⋮ The Dyson and Coulomb games ⋮ Local Gaussian fluctuations in the Airy and discrete PNG processes ⋮ Non-intersecting Brownian motions leaving from and going to several points ⋮ Supremum of the \(\mathrm{Airy}_{2}\) process minus a parabola on a half line ⋮ The local relaxation flow approach to universality of the local statistics for random matrices ⋮ Universality in the bulk of the spectrum for complex sample covariance matrices ⋮ Green functions for killed random walks in the Weyl chamber of \(\mathrm{Sp}(4)\) ⋮ Continuity and strict positivity of the multi-layer extension of the stochastic heat equation ⋮ Eigenvector distribution of Wigner matrices ⋮ Brownian Gibbs property for Airy line ensembles ⋮ Conformal invariance of loops in the double-dimer model ⋮ Dyson Brownian motion for general \(\beta\) and potential at the edge ⋮ Integrable probability: from representation theory to MacDonald processes ⋮ Yang-Lee theory and the conductor-insulator transition in asymmetric log-potential lattice gases. ⋮ Universality of general \(\beta\)-ensembles ⋮ Random batch methods (RBM) for interacting particle systems ⋮ Universality of covariance matrices ⋮ Dynamics of a tagged particle in the asymmetric exclusion process with the step initial condition ⋮ Random matrix central limit theorems for nonintersecting random walks ⋮ Applications of mesoscopic CLTs in random matrix theory ⋮ Malliavin calculus for non-colliding particle systems ⋮ A random walk approach to linear statistics in random tournament ensembles ⋮ Fluctuation properties of the TASEP with periodic initial configuration ⋮ Pfaffian expressions for random matrix correlation functions ⋮ Noncolliding Brownian motion and determinantal processes ⋮ Non-colliding paths in the honeycomb dimer model and the Dyson process ⋮ Hydrodynamic limit of multiple SLE ⋮ Towards a characterization of Markov processes enjoying the time-inversion property ⋮ Free Jacobi process ⋮ Reciprocal time relation of noncolliding Brownian motion with drift ⋮ Cores of Dirichlet forms related to random matrix theory ⋮ Scaling limits of weakly asymmetric interfaces ⋮ Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials ⋮ Local spectral statistics of the addition of random matrices ⋮ On the stability of matrix-valued Riccati diffusions ⋮ Large deviations for sticky Brownian motions ⋮ Phase transitions for products of characteristic polynomials under Dyson Brownian motion ⋮ Eigenbranes in Jackiw-Teitelboim gravity ⋮ Cusp universality for random matrices. II: The real symmetric case ⋮ Loop-erased walks and random matrices ⋮ Random characteristics for Wigner matrices ⋮ Universality of local statistics for noncolliding random walks ⋮ Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary ⋮ On collision of multiple eigenvalues for matrix-valued Gaussian processes ⋮ Non-intersecting Brownian bridges in the flat-to-flat geometry ⋮ Tracy-Widom distribution, Airy\(_2\) process and its sample path properties ⋮ The large-\(N\) limit for two-dimensional Yang-Mills theory ⋮ Bulk properties of the Airy line ensemble ⋮ High-dimensional central limit theorems for a class of particle systems ⋮ Universality of the least singular value for the sum of random matrices ⋮ Determinantal structures in space-inhomogeneous dynamics on interlacing arrays ⋮ Integration with respect to the Hermitian fractional Brownian motion ⋮ Nonperturbative theory of power spectrum in complex systems ⋮ Characterization of Brownian Gibbsian line ensembles ⋮ Riemannian Gaussian distributions, random matrix ensembles and diffusion kernels ⋮ Perturbation vectors ⋮ Recent advances on eigenvalues of matrix-valued stochastic processes ⋮ Upper estimates for inhomogeneous random walks confined to the positive orthant ⋮ The high temperature crossover for general 2D Coulomb gases ⋮ Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices ⋮ Delocalization and continuous spectrum for ultrametric random operators ⋮ Isomorphisms of \(\beta\)-Dyson's Brownian motion with Brownian local time ⋮ Semi-implicit Milstein approximation scheme for non-colliding particle systems ⋮ Linguistic matrix theory ⋮ A probabilistic approach to conjugacy classes in the finite symplectic and orthogonal groups ⋮ PDEs for the joint distributions of the Dyson, Airy and Sine processes ⋮ Dyson's model in infinite dimensions is irreducible ⋮ High dimensional normality of noisy eigenvectors ⋮ Noncolliding Macdonald walks with an absorbing wall ⋮ Piecewise-tunneled captive processes and corridored random particle systems ⋮ Gaussian fluctuation for smoothed local correlations in CUE ⋮ The wasteland of random supergravities ⋮ Loop equations and topological recursion for the arbitrary-\(\beta\) two-matrix model ⋮ Dynamical correlations among vicious random walkers ⋮ A new approach to constant term identities and Selberg-type integrals ⋮ Comment on: ``Non-intersecting Brownian bridges in the flat-to-flat geometry ⋮ Determinantal martingales and correlations of noncolliding random walks ⋮ Dynamical correlations for vicious random walk with a wall ⋮ On meteors, earthworms and wimps ⋮ Riemann-Hilbert approach to gap probabilities for the Bessel process

Cites Work

This page was built for publication: A Brownian-Motion Model for the Eigenvalues of a Random Matrix