Stochastic Airy semigroup through tridiagonal matrices

DOI10.1214/17-AOP1229zbMath1430.60011arXiv1601.06800WikidataQ129685894 ScholiaQ129685894MaRDI QIDQ1660635

Mykhaylo Shkolnikov, Vadim Gorin

Publication date: 16 August 2018

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.06800

zbMATH Keywords

Brownian excursionBrownian bridgetrace formulaFeynman-Kac formulaintersection local timemoment methodstochastic Airy operatorAiry point processstrong invariance principlequantile transformpath transformationGaussian beta ensembleDumitriu-Edelman modelrandom matrix soft edgerandom walk bridgeVervaat transform

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random operators and equations (aspects of stochastic analysis) (60H25) Random matrices (algebraic aspects) (15B52) Local time and additive functionals (60J55) Schrödinger and Feynman-Kac semigroups (47D08)

Related Items

Fluctuations of \(\beta\)-Jacobi product processes ⋮ Stochastic Airy semigroup through tridiagonal matrices ⋮ The Gorin-Shkolnikov identity and its random tree generalization ⋮ Semigroups for one-dimensional Schrödinger operators with multiplicative Gaussian noise ⋮ On the convergence of random tridiagonal matrices to stochastic semigroups ⋮ Spectral fluctuations for Schrödinger operators with a random decaying potential ⋮ Spectral rigidity of random Schrödinger operators via Feynman-Kac formulas ⋮ Limit theorems for local times and applications to SDEs with jumps ⋮ Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions

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