Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions
DOI10.1214/18-AIHP923zbMath1447.60024arXiv1706.08451OpenAlexW2976555348MaRDI QIDQ2337830
Pierre Yves Gaudreau Lamarre, Mykhaylo Shkolnikov
Publication date: 20 November 2019
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.08451
local timesFeynman-Kac formulasreflected Brownian motionsmoments methodbeta ensemblesstrong invariance principlesSkorokhod maplow rank perturbationspath transformationsrandom tridiagonal matricesoperator limitsstochastic Airy semigroups
Random matrices (probabilistic aspects) (60B20) Random operators and equations (aspects of stochastic analysis) (60H25) Local time and additive functionals (60J55) Schrödinger and Feynman-Kac semigroups (47D08)
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