A Dynamical Approach to Random Matrix Theory
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correlation functionsDyson Brownian motioneigenvalue densityentropyGaussian orthogonal ensemblesGaussian unitary ensemblesinvariant ensembleslocal semicircle lawlocal spectral universalitymonographrandom matrixWigner matrices
Research exposition (monographs, survey articles) pertaining to linear algebra (15-02) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)
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Cited in
(only showing first 100 items - show all)- Dynamics of a planar Coulomb gas
- Universality for general Wigner-type matrices
- Bulk universality for generalized Wigner matrices with few moments
- Simulating Coulomb and log-gases with hybrid Monte Carlo algorithms
- Non-ergodic delocalization in the Rosenzweig-Porter model
- The smallest singular value of a shifted d-regular random square matrix
- Book review of: A. Bose, Patterned random matrices
- Quantitative estimates of propagation of chaos for stochastic systems with \(W^{-1,\infty}\) kernels
- Traffic distributions of random band matrices
- A random walk approach to linear statistics in random tournament ensembles
- Spectral curves, variational problems and the Hermitian matrix model with external source
- Phase transitions for products of characteristic polynomials under Dyson Brownian motion
- Eigenvectors distribution and quantum unique ergodicity for deformed Wigner matrices
- Level spacing and Poisson statistics for continuum random Schrödinger operators
- Differential identities for the structure function of some random matrix ensembles
- Eigenvector statistics of Lévy matrices
- On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices
- Diffusions interacting through a random matrix: universality via stochastic Taylor expansion
- Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices
- Universality of the least singular value for the sum of random matrices
- The density of states of 1D random band matrices via a supersymmetric transfer operator
- Riemann-Hilbert theory without local parametrix problems: applications to orthogonal polynomials
- N-sided radial Schramm-Loewner evolution
- Scattering in quantum dots via noncommutative rational functions
- Optimal delocalization for generalized Wigner matrices
- Random matrix theory and its applications
- Edge statistics of large dimensional deformed rectangular matrices
- Large sample correlation matrices: a comparison theorem and its applications
- Optimal multi-resolvent local laws for Wigner matrices
- High dimensional normality of noisy eigenvectors
- Spherical Sherrington-Kirkpatrick model for deformed Wigner matrix with fast decaying edges
- Optimal local law and central limit theorem for -ensembles
- Fluctuations in local quantum unique ergodicity for generalized Wigner matrices
- Extreme gaps between eigenvalues of Wigner matrices
- Local semicircle law for Curie-Weiss type ensembles
- Noise sensitivity for the top eigenvector of a sparse random matrix
- Local elliptic law
- Global rigidity and exponential moments for soft and hard edge point processes
- Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices
- Perturbations of multiple Schramm-Loewner evolution with two non-colliding Dyson Brownian motions
- Correlated random matrices: band rigidity and edge universality
- Cusp universality for random matrices. I: Local law and the complex Hermitian case
- Critical behavior of non-intersecting Brownian motions
- Edge rigidity and universality of random regular graphs of intermediate degree
- The Dyson equation with linear self-energy: spectral bands, edges and cusps
- Dyson Brownian motion for general and potential at the edge
- Comparison theorem for some extremal eigenvalue statistics
- A supersymmetric hierarchical model for weakly disordered \(3d\) semimetals
- Random batch methods (RBM) for interacting particle systems
- Quantifying dip-ramp-plateau for the Laguerre unitary ensemble structure function
- Asymptotic correlations with corrections for the circular Jacobi \(\beta\)-ensemble
- Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials
- Cusp universality for random matrices. II: The real symmetric case
- Random characteristics for Wigner matrices
- Local laws for polynomials of Wigner matrices
- Emergent geometry from stochastic dynamics, or Hawking evaporation in M(atrix) theory
- Local Kesten-McKay law for random regular graphs
- On optimal bounds in the local semicircle law under four moment condition
- Non-extensive random matrix theory -- a bridge connecting chaotic and regular dynamics
- Edge universality of correlated Gaussians
- Universality of the least singular value for sparse random matrices
- Circular law for sparse random regular digraphs
- Edge universality for non-Hermitian random matrices
- Fermionic eigenvector moment flow
- Universality for random matrices with equi-spaced external source: a case study of a biorthogonal ensemble
- Quenched universality for deformed Wigner matrices
- Small deviation estimates for the largest eigenvalue of Wigner matrices
- Hydrodynamical spectral evolution for random matrices
- scientific article; zbMATH DE number 2185591 (Why is no real title available?)
- PDE Methods in Random Matrix Theory
- Local laws for non-Hermitian random matrices and their products
- Coulomb gases under constraint: some theoretical and numerical results
- scientific article; zbMATH DE number 5366605 (Why is no real title available?)
- An introduction to random matrices
- Random matrices with slow correlation decay
- On the origins of Riemann–Hilbert problems in mathematics*
- Equipartition principle for Wigner matrices
- Random Batch Methods for Classical and Quantum Interacting Particle Systems and Statistical Samplings
- A dynamical version of the SYK model and the \(q\)-Brownian motion
- A Random-Batch Monte Carlo Method for Many-Body Systems with Singular Kernels
- Three lectures on ``Fifty years of KdV: an integrable system
- On Poincaré and Logarithmic Sobolev Inequalities for a Class of Singular Gibbs Measures
- Large time behavior, bi-Hamiltonian structure, and kinetic formulation for a complex Burgers equation
- Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices
- Geometric ergodicity of Langevin dynamics with Coulomb interactions
- The matrix Dyson equation and its applications for random matrices
- Eigenvalues of large chiral non-Hermitian random matrices
- Universality for random matrices and log-gases
- Global and local scaling limits for the =2 Stieltjes-Wigert random matrix ensemble
- Generalized random matrix model with additional interactions
- Universal characteristics of deep neural network loss surfaces from random matrix theory
- Fluctuations in the spectrum of non-Hermitian i.i.d. matrices
- Coulomb and Riesz gases: The known and the unknown
- Lyapunov exponent, universality and phase transition for products of random matrices
- KPZ-type fluctuation exponents for interacting diffusions in equilibrium
- Local law and rigidity for unitary Brownian motion
- Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices
- Universality for the Conjugate Gradient and MINRES Algorithms on Sample Covariance Matrices
- Gaussian fluctuations in the equipartition principle for Wigner matrices
- Global existence and spatial analyticity for a nonlocal flux with fractional diffusion
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