A random matrix from a stochastic heat equation

DOI10.1016/J.SPL.2016.02.015zbMATH Open1337.65011OpenAlexW2301270639MaRDI QIDQ274172FDOQ274172

Authors: Carlos Gabriel Pacheco 

Publication date: 22 April 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.02.015

Recommendations

• Random eigenvalues from a stochastic heat equation
• From random matrices to stochastic operators
• scientific article; zbMATH DE number 1241994
• Weak convergence of a numerical method for a stochastic heat equation
• An invariance principle for the stochastic heat equation

zbMATH Keywords

random matrixweak convergencestochastic heat equationstochastic Schrödinger operator

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random matrices (algebraic aspects) (15B52) Schrödinger operator, Schrödinger equation (35J10) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Random operators and equations (aspects of stochastic analysis) (60H25)

Cites Work

• Log-gases and random matrices.
• Stochastic partial differential equations. A modeling, white noise functional approach
• Unbounded self-adjoint operators on Hilbert space
• Title not available (Why is that?)
• Title not available (Why is that?)
• From random matrices to stochastic operators
• Title not available (Why is that?)
• Title not available (Why is that?)
• Finite element methods for parabolic stochastic PDE's
• Title not available (Why is that?)
• Random discrete Schrödinger operators from random matrix theory
• A primer on stochastic partial differential equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (4)

• High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation
• From random matrices to stochastic operators
• MATRIX EQUATION OF HEAT FLOW IN RANDOM CONDITIONS
• Random eigenvalues from a stochastic heat equation

This page was built for publication: A random matrix from a stochastic heat equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q274172)