Pages that link to "Item:Q317494"
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The following pages link to Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble (Q317494):
Displaying 39 items.
- Universality of mesoscopic fluctuations for orthogonal polynomial ensembles (Q261594) (← links)
- Random matrices with merging singularities and the Painlevé V equation (Q274862) (← links)
- Moments of the position of the maximum for GUE characteristic polynomials and for log-correlated Gaussian processes (Q315657) (← links)
- On Barnes beta distributions and applications to the maximum distribution of the 2D Gaussian free field (Q343934) (← links)
- The Nevai condition and a local law of large numbers for orthogonal polynomial ensembles (Q406308) (← links)
- Maximum of the characteristic polynomial of random unitary matrices (Q507178) (← links)
- Random Hermitian matrices and Gaussian multiplicative chaos (Q1626604) (← links)
- Mesoscopic central limit theorem for general \(\beta\)-ensembles (Q1633910) (← links)
- Subcritical multiplicative chaos for regularized counting statistics from random matrix theory (Q1637282) (← links)
- Gaussian and non-Gaussian fluctuations for mesoscopic linear statistics in determinantal processes (Q1647729) (← links)
- Mod-Gaussian convergence for random determinants (Q1712565) (← links)
- A theory of intermittency differentiation of 1D infinitely divisible multiplicative chaos measures (Q1745372) (← links)
- Mesoscopic fluctuations for unitary invariant ensembles (Q1748908) (← links)
- Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint (Q1990028) (← links)
- How much can the eigenvalues of a random Hermitian matrix fluctuate? (Q2037879) (← links)
- On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices (Q2040051) (← links)
- Comparing the stochastic nonlinear wave and heat equations: a case study (Q2042850) (← links)
- On Cramér-von Mises statistic for the spectral distribution of random matrices (Q2108891) (← links)
- The multiplicative chaos of \(H=0\) fractional Brownian fields (Q2170373) (← links)
- From rough to multifractal volatility: the log S-fBm model (Q2170609) (← links)
- A characterisation of the Gaussian free field (Q2174671) (← links)
- Testing in high-dimensional spiked models (Q2196218) (← links)
- Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials (Q2273596) (← links)
- Third-order phase transition: random matrices and screened Coulomb gas with hard walls (Q2315153) (← links)
- On the moments of the moments of the characteristic polynomials of random unitary matrices (Q2330520) (← links)
- Global fluctuations for 1D log-gas dynamics. Covariance kernel and support (Q2631846) (← links)
- Imaginary multiplicative chaos: moments, regularity and connections to the Ising model (Q2657934) (← links)
- Local scaling limits of Lévy driven fractional random fields (Q2676943) (← links)
- The random normal matrix model: insertion of a point charge (Q2684431) (← links)
- Central limit theorems for the real eigenvalues of large Gaussian random matrices (Q2973392) (← links)
- Extreme values of CUE characteristic polynomials: a numerical study (Q4629571) (← links)
- On Mesoscopic Equilibrium for Linear Statistics in Dyson’s Brownian Motion (Q4645889) (← links)
- Multiplicative chaos and the characteristic polynomial of the CUE: The 𝐿¹-phase (Q5113206) (← links)
- A review of conjectured laws of total mass of Bacry–Muzy GMC measures on the interval and circle and their applications (Q5226407) (← links)
- A CLT for the characteristic polynomial of random Jacobi matrices, and the G\(\beta\)E (Q6045830) (← links)
- Limit theorems on the mesoscopic scale for the Anderson model (Q6062677) (← links)
- Optimal stopping with signatures (Q6103968) (← links)
- Gaussian multiplicative chaos for Gaussian orthogonal and symplectic ensembles (Q6126998) (← links)
- Secular coefficients and the holomorphic multiplicative chaos (Q6171377) (← links)