Beta ensembles, stochastic Airy spectrum, and a diffusion

DOI10.1090/S0894-0347-2011-00703-0zbMath1239.60005arXivmath/0607331OpenAlexW2007348070MaRDI QIDQ3173298

Brian Rider, Bálint Virág, José A. Ramírez

Publication date: 27 September 2011

Published in: Journal of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0607331

zbMATH Keywords

Tracy-Widom distribution stochastic Airy operator random matrices spectrum

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random operators and equations (aspects of stochastic analysis) (60H25) Random matrices (algebraic aspects) (15B52)

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