A diffusive matrix model for invariant \(\beta\)-ensembles (Q388940)
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scientific article; zbMATH DE number 6247231
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| English | A diffusive matrix model for invariant \(\beta\)-ensembles |
scientific article; zbMATH DE number 6247231 |
Statements
A diffusive matrix model for invariant \(\beta\)-ensembles (English)
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17 January 2014
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random matrices
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stochastic calculus
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interacting particles system
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Dyson Brownian motion
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0.7511720061302185
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0.7336644530296326
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0.7291677594184875
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0.7283066511154175
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0.7272666692733765
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