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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Inflation with a graceful exit in a random landscape
Ornstein-Uhlenbeck diffusion of Hermitian and non-Hermitian matrices -- unexpected links
Universality of local statistics for noncolliding random walks
Fluctuations in the spectrum of non-Hermitian i.i.d. matrices
Inflation in multi-field random Gaussian landscapes
Riemannian Gaussian distributions, random matrix ensembles and diffusion kernels
Noncolliding system of continuous-time random walks
Multiple backward Schramm-Loewner evolution and coupling with Gaussian free field
Non-intersecting Brownian bridges in the flat-to-flat geometry
Towards a characterization of Markov processes enjoying the time-inversion property
Global fluctuations for 1D log-gas dynamics
Brownian bridges for late time asymptotics of KPZ fluctuations in finite volume
The phase transition in the ultrametric ensemble and local stability of Dyson Brownian motion
Random batch methods (RBM) for interacting particle systems
The large-\(N\) limit for two-dimensional Yang-Mills theory
Eigenbranes in Jackiw-Teitelboim gravity
Continuity and strict positivity of the multi-layer extension of the stochastic heat equation
Fokker-Planck equations for eigenstate distributions
Unveiling the significance of eigenvectors in diffusing non-Hermitian matrices by identifying the underlying Burgers dynamics
Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary
Intertwinings of beta-Dyson Brownian motions of different dimensions
Phase structure of XX0 spin chain and nonintersecting Brownian motion
Some algebraic structures in KPZ universality
Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials
Large deviations for sticky Brownian motions
Scaling limits of weakly asymmetric interfaces
Division subspaces and integrable kernels
Conformal welding problem, flow line problem, and multiple Schramm-Loewner evolution
Law of large numbers for infinite random matrices over a finite field
On meteors, earthworms and wimps
Behavior of solutions to the initial-value problem for a class of integro-differential equations
Singular-values of matrix-valued Ornstein-Uhlenbeck processes
Limit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials
Correlations for the circular Dyson Brownian motion model with Poisson initial conditions
Rational differential systems, loop equations, and application to the \(q\)th reductions of KP
Malliavin calculus for non-colliding particle systems
h-Transforms and Orthogonal Polynomials
A spectral dominance approach to large random matrices
Dunkl jump processes: relaxation and a phase transition
On Poincaré and Logarithmic Sobolev Inequalities for a Class of Singular Gibbs Measures
Perturbations of multiple Schramm-Loewner evolution with two non-colliding Dyson Brownian motions
Global existence and spatial analyticity for a nonlocal flux with fractional diffusion
Local spectral statistics of the addition of random matrices
On the stability of matrix-valued Riccati diffusions
Two-step asymptotics of scaled Dunkl processes
On the spectrum of random anti-symmetric and tournament matrices
Dyson Brownian motion for general \(\beta\) and potential at the edge
Linguistic matrix theory
Quantum Hamiltonians from level statistics via dressing transformations
The KPZ universality class and related topics
Ergodicity of unlabeled dynamics of Dyson’s model in infinite dimensions
Quantum integrable systems in one dimension
Average density of states for Hermitian Wigner matrices
Delocalization and continuous spectrum for ultrametric random operators
Manyfield inflation in random potentials
Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited
The Dyson Brownian minor process
Gap probabilities for the generalized Bessel process: a Riemann-Hilbert approach
Some properties of Brownian motion in a cone
Elliptic determinantal process of type A
Nonequilibrium Markov processes conditioned on large deviations
Applications of mesoscopic CLTs in random matrix theory
Extrema of the two-dimensional discrete Gaussian free field
Parametric dynamics of level spacings in quantum chaos
From Painlevé to Zakharov–Shabat and beyond: Fredholm determinants and integro-differential hierarchies
Brownian-motion model of discrete spectra
Quasi-normal modes from non-commutative matrix dynamics
Determinantal martingales and correlations of noncolliding random walks
Poisson eigenvalue statistics for random Schrödinger operators on regular graphs
Random matrices in non-confining potentials
On the moments of traces of matrices of classical groups
Infinite systems of noncolliding generalized meanders and Riemann-Liouville differintegrals
The gap probabilities of the tacnode, Pearcey and Airy point processes, their mutual relationship and evaluation
A Class of Matrix Ensembles
Determinantal martingales and noncolliding diffusion processes
Bulk universality for deformed Wigner matrices
Determinantal processes with number variance saturation
A PDE for non-intersecting Brownian motions and applications
Brownian-motion ensembles of random matrix theory: a classification scheme and an integral transform method
The generalised Dyson circular unitary ensemble: asymptotic distribution of the eigenvalues at the origin of the spectrum
Elliptic Bessel processes and elliptic Dyson models realized as temporally inhomogeneous processes
Quaternion determinant expressions for multilevel dynamical correlation functions of parametric random matrices
Transitive ensembles of random matrices related to orthogonal polynomials.
On global fluctuations for non-colliding processes
Bulk properties of the Airy line ensemble
Exact moments of the Sachdev-Ye-Kitaev model up to order \(1/N^2\)
Brownian motion model of random matrices revisited
Fluctuations of the one-dimensional asymmetric exclusion process using random matrix techniques
A probabilistic approach to conjugacy classes in the finite symplectic and orthogonal groups
On systems of particles in singular repulsive interaction in dimension one: log and Riesz gas
A graph-based equilibrium problem for the limiting distribution of nonintersecting Brownian motions at low temperature
Eigenvector dynamics under free addition
Local deformed semicircle law and complete delocalization for Wigner matrices with random potential
Interlaced processes on the circle
The high temperature crossover for general 2D Coulomb gases
Reciprocal time relation of noncolliding Brownian motion with drift
On the partial connection between random matrices and interacting particle systems
Bosonization, vicinal surfaces, and hydrodynamic fluctuation theory.
Periodic Airy process and equilibrium dynamics of edge fermions in a trap
On the exit time from a cone for random walks with drift

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