A random matrix from a stochastic heat equation

DOI10.1016/j.spl.2016.02.015zbMath1337.65011OpenAlexW2301270639MaRDI QIDQ274172

Carlos G. Pacheco-González

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

zbMATH Keywords

weak convergencestochastic heat equationrandom matrixstochastic Schrödinger operator

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Schrödinger operator, Schrödinger equation (35J10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random matrices (algebraic aspects) (15B52) 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)

Related Items (1)

Random eigenvalues from a stochastic heat equation

Cites Work

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• Stochastic partial differential equations. A modeling, white noise functional approach
• Finite element methods for parabolic stochastic PDE's
• From random matrices to stochastic operators
• Random discrete Schrödinger operators from random matrix theory

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