Stochastic Airy semigroup through tridiagonal matrices (Q1660635)

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Stochastic Airy semigroup through tridiagonal matrices
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    Stochastic Airy semigroup through tridiagonal matrices (English)
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    16 August 2018
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    Airy point process
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    Brownian bridge
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    Brownian excursion
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    Dumitriu-Edelman model
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    Feynman-Kac formula
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    Gaussian beta ensemble
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    intersection local time
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    moment method
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    path transformation
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    quantile transform
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    random matrix soft edge
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    random walk bridge
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    stochastic Airy operator
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    strong invariance principle
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    trace formula
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    Vervaat transform
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