A Brownian-Motion Model for the Eigenvalues of a Random Matrix

Cites work

Exact Statistical Mechanics of a One-Dimensional System with Coulomb Forces. II. The Method of Functional Integration
On the Theory of the Brownian Motion II
On the statistical properties of the level-spacings in nuclear spectra
Statistical Theory of the Energy Levels of Complex Systems. I
The Threefold Way. Algebraic Structure of Symmetry Groups and Ensembles in Quantum Mechanics

Cited in

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Noncolliding Macdonald walks with an absorbing wall
Additive matrix convolutions of Pólya ensembles and polynomial ensembles
Gaussian fluctuation for smoothed local correlations in CUE
Piecewise-tunneled captive processes and corridored random particle systems
Loop-erased walks and random matrices
Typical relaxation of perturbed quantum many-body systems
Comment on: ``Non-intersecting Brownian bridges in the flat-to-flat geometry
Edge universality for non-Hermitian random matrices
Nonintersecting Brownian bridges on the unit circle with drift
Smooth random functions, random ODEs, and Gaussian processes
Recent advances on eigenvalues of matrix-valued stochastic processes
Captive diffusions and their applications to order-preserving dynamics
High-dimensional central limit theorems for a class of particle systems
Universality of the least singular value for the sum of random matrices
Generalized random matrix theory: a mathematical probe for complexity
High-dimensional limits of eigenvalue distributions for general Wishart process
Semi-implicit Euler-Maruyama approximation for noncolliding particle systems
Cusp universality for random matrices. II: The real symmetric case
Gaussian free fields coupled with multiple SLEs driven by stochastic log-gases
Riemann-Hilbert approach to gap probabilities for the Bessel process
On collision of multiple eigenvalues for matrix-valued Gaussian processes
Extreme gaps between eigenvalues of Wigner matrices
The Loschmidt spectral form factor
Critical behavior of non-intersecting Brownian motions
A random walk approach to linear statistics in random tournament ensembles
Dyson's model in infinite dimensions is irreducible
Mesoscopic eigenvalue density correlations of Wigner matrices
Kinetic Dyson Brownian motion
Matrix regularizing effects of Gaussian perturbations
Characterization of Brownian Gibbsian line ensembles
On the law of large numbers for the empirical measure process of generalized Dyson Brownian motion
Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices
Isomorphisms of \(\beta\)-Dyson's Brownian motion with Brownian local time
Characterization of \(H\)-Brownian Gibbsian line ensembles
Brownian regularity for the Airy line ensemble, and multi-polymer watermelons in Brownian last passage percolation
Non-ergodic delocalization in the Rosenzweig-Porter model
Universality in quantum chaos
Phase transitions for products of characteristic polynomials under Dyson Brownian motion
Circulant L-ensembles in the thermodynamic limit
Large-\(N\) random matrix gravity and the double hierarchy problem
A review of exact results for fluctuation formulas in random matrix theory
Statistical mechanics of complex neural systems and high dimensional data
Seven lessons from manyfield inflation in random potentials
Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices
Spectral statistics of the uni-modular ensemble
Hydrodynamics of the Dirac spectrum
On the process of the eigenvalues of a Hermitian Lévy process
Upper estimates for inhomogeneous random walks confined to the positive orthant
Eigenvalues of Random Matrices with Isotropic Gaussian Noise and the Design of Diffusion Tensor Imaging Experiments
Pair dependent linear statistics for CβE
Determinantal structures in space-inhomogeneous dynamics on interlacing arrays
Hessian eigenvalue distribution in a random Gaussian landscape
Hydrodynamic limit of multiple SLE
High dimensional normality of noisy eigenvectors
May-Wigner transition in large random dynamical systems
Universality in the bulk of the spectrum for complex sample covariance matrices
Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential
Eigenvalue attraction
Yang-Lee theory and the conductor-insulator transition in asymmetric log-potential lattice gases.
On Gaussian random supergravity
Kinetic theory and Lax equations for shock clustering and Burgers turbulence
Non-equilibrium dynamics of Dyson's model with an infinite number of particles
Universality for random matrix flows with time-dependent density
Local Gaussian fluctuations in the Airy and discrete PNG processes
Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law
The Kardar-Parisi-Zhang equation and universality class
Crossover ensembles of random matrices and skew-orthogonal polynomials
Infinite dimensional stochastic differential equations for Dyson's model
Conformal invariance of loops in the double-dimer model
Integrable probability: from representation theory to MacDonald processes
Bulk universality of sparse random matrices
Eigenvalue statistics of random real matrices
Correlations for the orthogonal-unitary and symplectic-unitary transitions at the hard and soft edges
Non-intersecting, simple, symmetric random walks and the extended Hahn kernel.
Laguerre and Meixner symmetric functions, and infinite-dimensional diffusion processes
Approximation of Markov dynamics on the dual object of the infinite-dimensional unitary group
Nonintersecting Brownian motions on the unit circle
Dynamics of a tagged particle in the asymmetric exclusion process with the step initial condition
From interacting particle systems to random matrices
A unified fluctuation formula for one-cut \(\beta\)-ensembles of random matrices
Dynamical correlations among vicious random walkers
A new approach to constant term identities and Selberg-type integrals
Eigenvector distribution of Wigner matrices
Consecutive minors for Dyson's Brownian motions
Differential equations for Dyson processes
Eigenvalue separation in some random matrix models
Riemann-Hilbert approach to multi-time processes: the Airy and the Pearcey cases
On Mesoscopic Equilibrium for Linear Statistics in Dyson’s Brownian Motion
Fluctuation properties of the TASEP with periodic initial configuration
Calogero-Sutherland model and bulk-boundary correlations in conformal field theory
Biorthogonal ensembles
Non-intersecting Brownian motions leaving from and going to several points
The local relaxation flow approach to universality of the local statistics for random matrices
PDEs for the joint distributions of the Dyson, Airy and Sine processes
A path-transformation for random walks and the Robinson-Schensted correspondence
Universality of local spectral statistics of random matrices
Supersymmetric vacua in random supergravity
Rigidity of eigenvalues of generalized Wigner matrices
Analysis of continuous strict local martingales via \(h\)-transforms
Survival probability of mutually killing Brownian motions and the O'Connell process

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