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 statistical properties of the level-spacings in nuclear spectra
On the Theory of the Brownian Motion II
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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The \(\text{Airy}_{1}\) process is not the limit of the largest eigenvalue in GOE matrix diffusion
A PDE for the multi-time joint probability of the Airy process
Zeros of Airy function and relaxation process
Brownian-motion model of discrete spectra
Fokker-Planck equations for eigenstate distributions
The Wigner semi-circle law and eigenvalues of matrix-valued diffusions
Correlations for parameter-dependent random matrices
Interacting Brownian particles and the Wigner law
Some properties of Brownian motion in a cone
Quantum Hamiltonians from level statistics via dressing transformations
Discrete polynuclear growth and determinantal processes
Dynamical correlations for circular ensembles of random matrices
Brownian motion model of random matrices revisited
Transitive ensembles of random matrices related to orthogonal polynomials.
Correlations for the circular Dyson Brownian motion model with Poisson initial conditions
Biorthogonal ensembles
Correlations for the orthogonal-unitary and symplectic-unitary transitions at the hard and soft edges
Quaternion determinant expressions for multilevel dynamical correlation functions of parametric random matrices
Behavior of solutions to the initial-value problem for a class of integro-differential equations
Singular-values of matrix-valued Ornstein-Uhlenbeck processes
Global fluctuations for 1D log-gas dynamics
Brownian bridges for late time asymptotics of KPZ fluctuations in finite volume
Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential
Exact moments of the Sachdev-Ye-Kitaev model up to order \(1/N^2\)
On global fluctuations for non-colliding processes
Intertwinings of beta-Dyson Brownian motions of different dimensions
The phase transition in the ultrametric ensemble and local stability of Dyson Brownian motion
Periodic Airy process and equilibrium dynamics of edge fermions in a trap
Elliptic determinantal processes and elliptic Dyson models
Inflation with a graceful exit in a random landscape
Universality for random matrix flows with time-dependent density
Quasi-normal modes from non-commutative matrix dynamics
Nonintersecting Brownian bridges on the unit circle with drift
Non-ergodic delocalization in the Rosenzweig-Porter model
Hessian eigenvalue distribution in a random Gaussian landscape
Hydrodynamic limit of multiple SLE
Reciprocal time relation of noncolliding Brownian motion with drift
The large-\(N\) limit for two-dimensional Yang-Mills theory
Perturbation vectors
A probabilistic approach to conjugacy classes in the finite symplectic and orthogonal groups
Dynamical correlations among vicious random walkers
Dynamical correlations for vicious random walk with a wall
Asymptotic fluctuations of a particle system with singular interaction.
Quantum integrable systems in one dimension
Riemann-Hilbert approach to multi-time processes: the Airy and the Pearcey cases
Continuum statistics of the Airy\(_{2}\) process
Supremum of the \(\mathrm{Airy}_{2}\) process minus a parabola on a half line
Green functions for killed random walks in the Weyl chamber of \(\mathrm{Sp}(4)\)
Eigenvector distribution of Wigner matrices
Yang-Lee theory and the conductor-insulator transition in asymmetric log-potential lattice gases.
Malliavin calculus for non-colliding particle systems
A random walk approach to linear statistics in random tournament ensembles
Scaling limits of weakly asymmetric interfaces
Large deviations for sticky Brownian motions
Phase transitions for products of characteristic polynomials under Dyson Brownian motion
Eigenbranes in Jackiw-Teitelboim gravity
On collision of multiple eigenvalues for matrix-valued Gaussian processes
Non-intersecting Brownian bridges in the flat-to-flat geometry
Tracy-Widom distribution, Airy\(_2\) process and its sample path properties
Bulk properties of the Airy line ensemble
High-dimensional central limit theorems for a class of particle systems
Universality of the least singular value for the sum of random matrices
Characterization of Brownian Gibbsian line ensembles
Riemannian Gaussian distributions, random matrix ensembles and diffusion kernels
Recent advances on eigenvalues of matrix-valued stochastic processes
Upper estimates for inhomogeneous random walks confined to the positive orthant
Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices
Isomorphisms of -Dyson's Brownian motion with Brownian local time
Dyson's model in infinite dimensions is irreducible
High dimensional normality of noisy eigenvectors
Noncolliding Macdonald walks with an absorbing wall
Piecewise-tunneled captive processes and corridored random particle systems
Gaussian fluctuation for smoothed local correlations in CUE
Comment on: ``Non-intersecting Brownian bridges in the flat-to-flat geometry
Gaussian free fields coupled with multiple SLEs driven by stochastic log-gases
Gaussianity and typicality in matrix distributional semantics
Quantum kicked rotor and its variants: chaos, localization and beyond
Extreme gaps between eigenvalues of Wigner matrices
A spectral dominance approach to large random matrices
Universality classes for general random matrix flows
Functional equations solving initial-value problems of complex Burgers-type equations for one-dimensional log-gases
Perturbations of multiple Schramm-Loewner evolution with two non-colliding Dyson Brownian motions
Zeros of generalized Hermite polynomials and ensemble of Gaussian random matrices
Mesoscopic eigenvalue density correlations of Wigner matrices
Critical behavior of non-intersecting Brownian motions
Semi-implicit Euler-Maruyama approximation for noncolliding particle systems
The Dyson and Coulomb games
Continuity and strict positivity of the multi-layer extension of the stochastic heat equation
Dyson Brownian motion for general and potential at the edge
Random batch methods (RBM) for interacting particle systems
Applications of mesoscopic CLTs in random matrix theory
Cores of Dirichlet forms related to random matrix theory
Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials
Local spectral statistics of the addition of random matrices
On the stability of matrix-valued Riccati diffusions
Cusp universality for random matrices. II: The real symmetric case
Loop-erased walks and random matrices
Random characteristics for Wigner matrices
Universality of local statistics for noncolliding random walks
Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary

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