Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions (Q2337830)
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scientific article; zbMATH DE number 7133726
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| English | Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions |
scientific article; zbMATH DE number 7133726 |
Statements
Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions (English)
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20 November 2019
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beta ensembles
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Feynman-Kac formulas
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local times
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low rank perturbations
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moments method
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operator limits
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path transformations
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random tridiagonal matrices
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reflected Brownian motions
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Skorokhod map
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stochastic Airy semigroups
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strong invariance principles
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0.7724610567092896
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0.7551380395889282
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0.754970371723175
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0.7506200671195984
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0.7483031749725342
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