Fluctuations of \(\beta\)-Jacobi product processes
From MaRDI portal
Publication:2139996
DOI10.1007/s00440-022-01109-0zbMath1489.60124arXiv1910.00743OpenAlexW2977503922MaRDI QIDQ2139996
Publication date: 20 May 2022
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.00743
Random matrices (probabilistic aspects) (60B20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Basic orthogonal polynomials and functions associated with root systems (Macdonald polynomials, etc.) (33D52)
Related Items
Lyapunov exponent, universality and phase transition for products of random matrices ⋮ Random neural networks in the infinite width limit as Gaussian processes
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Moments match between the KPZ equation and the Airy point process
- Fluctuations of linear eigenvalue statistics of \(\beta \) matrix models in the multi-cut regime
- Determinantal processes with number variance saturation
- Integration with respect to the Haar measure on unitary, orthogonal and symplectic group
- Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation
- Limit laws for random matrices and free products
- A refinement of Wigner's semicircle law in a neighborhood of the spectrum edge for random symmetric matrices
- Universality at the edge of the spectrum in Wigner random matrices.
- Interlacing adjacent levels of \(\beta\)-Jacobi corners processes
- Stochastic Airy semigroup through tridiagonal matrices
- Products of random matrices from polynomial ensembles
- Log-gases on quadratic lattices via discrete loop equations and q-boxed plane partitions
- Asymptotic expansion of \(\beta \) matrix models in the one-cut regime
- On fluctuations of eigenvalues of random Hermitian matrices.
- Multiplicative convolution of real asymmetric and real anti-symmetric matrices
- Harmonic analysis for rank-1 randomised Horn problems
- Global universality of Macdonald plane partitions
- Asymptotics of unitary multimatrix models: the Schwinger-Dyson lattice and topological recursion
- Second order freeness and fluctuations of random matrices. III: Higher order freeness and free cumulants
- Gaussian asymptotics of discrete \(\beta \)-ensembles
- Macdonald processes
- On asymptotics of large Haar distributed unitary matrices
- Observables of Macdonald processes
- On the fluctuations of eigenvalues of multiplicative deformed unitary invariant ensembles
- General β-Jacobi Corners Process and the Gaussian Free Field
- Quaternionic second-order freeness and the fluctuations of large symplectically invariant random matrices
- An Introduction to Random Matrices
- Singular Value Statistics of Matrix Products with Truncated Unitary Matrices
- Spectra of overlapping Wishart matrices and the Gaussian free field
- Matrix models for beta ensembles
- Gaussian fluctuations for products of random matrices
- Crystallization of Random Matrix Orbits
- Several applications of the moment method in random matrix theory
- Real second order freeness and Haar orthogonal matrices
- Product Matrix Processes as Limits of Random Plane Partitions
