Differential operators and spectral distributions of invariant ensembles from the classical orthogonal polynomials. {T}he continuous case
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Publication:1767521
DOI10.1214/EJP.v9-191zbMath1073.60037MaRDI QIDQ1767521
Publication date: 8 March 2005
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/125204
arcsine law; complex random matrix; Gaussian, Laguerre, and Jacobi unitary ensembles; Markov diffusion operators; Trace-Widom asymptotics
60J25: Continuous-time Markov processes on general state spaces
82B44: Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics
60J60: Diffusion processes
82B31: Stochastic methods applied to problems in equilibrium statistical mechanics
60F99: Limit theorems in probability theory
33C99: Hypergeometric functions
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