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

Cites Work

The Threefold Way. Algebraic Structure of Symmetry Groups and Ensembles in Quantum Mechanics
Statistical Theory of the Energy Levels of Complex Systems. I
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

Cited In (only showing first 100 items - show all)

Scaling limits of weakly asymmetric interfaces
Ergodicity of unlabeled dynamics of Dyson’s model in infinite dimensions
Multiple backward Schramm-Loewner evolution and coupling with Gaussian free field
Random batch methods (RBM) for interacting particle systems
Some algebraic structures in KPZ universality
On Poincaré and Logarithmic Sobolev Inequalities for a Class of Singular Gibbs Measures
Local spectral statistics of the addition of random matrices
Dyson Brownian motion for general \(\beta\) and potential at the edge
Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials
Large deviations for sticky Brownian motions
Behavior of solutions to the initial-value problem for a class of integro-differential equations
Singular-values of matrix-valued Ornstein-Uhlenbeck processes
Dunkl jump processes: relaxation and a phase transition
Perturbations of multiple Schramm-Loewner evolution with two non-colliding Dyson Brownian motions
Linguistic matrix theory
Global fluctuations for 1D log-gas dynamics
Brownian bridges for late time asymptotics of KPZ fluctuations in finite volume
Eigenbranes in Jackiw-Teitelboim gravity
Riemannian Gaussian distributions, random matrix ensembles and diffusion kernels
Conformal welding problem, flow line problem, and multiple Schramm-Loewner evolution
Non-intersecting Brownian bridges in the flat-to-flat geometry
Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary
Intertwinings of beta-Dyson Brownian motions of different dimensions
Noncolliding system of continuous-time random walks
Law of large numbers for infinite random matrices over a finite field
On the stability of matrix-valued Riccati diffusions
Inflation in multi-field random Gaussian landscapes
Malliavin calculus for non-colliding particle systems
h-Transforms and Orthogonal Polynomials
Universality of local statistics for noncolliding random walks
Rational differential systems, loop equations, and application to the \(q\)th reductions of KP
Fluctuations in the spectrum of non-Hermitian i.i.d. matrices
The large-\(N\) limit for two-dimensional Yang-Mills theory
Unveiling the significance of eigenvectors in diffusing non-Hermitian matrices by identifying the underlying Burgers dynamics
The phase transition in the ultrametric ensemble and local stability of Dyson Brownian motion
Division subspaces and integrable kernels
Towards a characterization of Markov processes enjoying the time-inversion property
Fokker-Planck equations for eigenstate distributions
Two-step asymptotics of scaled Dunkl processes
Limit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials
Quantum Hamiltonians from level statistics via dressing transformations
The KPZ universality class and related topics
Ornstein-Uhlenbeck diffusion of Hermitian and non-Hermitian matrices -- unexpected links
Correlations for the circular Dyson Brownian motion model with Poisson initial conditions
Inflation with a graceful exit in a random landscape
Phase structure of XX0 spin chain and nonintersecting Brownian motion
On meteors, earthworms and wimps
Continuity and strict positivity of the multi-layer extension of the stochastic heat equation
A spectral dominance approach to large random matrices
Global existence and spatial analyticity for a nonlocal flux with fractional diffusion
On the spectrum of random anti-symmetric and tournament matrices
Bulk universality of sparse random matrices
Eigenvalue separation in some random matrix models
Exact results for the 1D asymmetric exclusion process and KPZ fluctuations
Gap universality of generalized Wigner and \(\beta\)-ensembles
Nearest neighbor Markov dynamics on Macdonald processes
Moments of traces of circular beta-ensembles
A unified fluctuation formula for one-cut \(\beta\)-ensembles of random matrices
Dynamical correlations among vicious random walkers
Cores of Dirichlet forms related to random matrix theory
The \(\text{Airy}_{1}\) process is not the limit of the largest eigenvalue in GOE matrix diffusion
Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems
Eigenvalue attraction
On Gaussian random supergravity
Crossover ensembles of random matrices and skew-orthogonal polynomials
Polynuclear growth on a flat substrate and edge scaling of GOE eigenvalues
Fluctuations of the one-dimensional polynuclear growth model with external sources
Yang-Lee theory and the conductor-insulator transition in asymmetric log-potential lattice gases.
Calogero-Sutherland model and bulk-boundary correlations in conformal field theory
Correlations for the orthogonal-unitary and symplectic-unitary transitions at the hard and soft edges
Approximation of Markov dynamics on the dual object of the infinite-dimensional unitary group
Nonintersecting Brownian motions on the unit circle
A path-transformation for random walks and the Robinson-Schensted correspondence
Universality of local spectral statistics of random matrices
Supersymmetric vacua in random supergravity
Markov dynamics on the dual object to the infinite-dimensional unitary group
Non-intersecting, simple, symmetric random walks and the extended Hahn kernel.
Universality of random matrices and local relaxation flow
Continuum statistics of the Airy\(_{2}\) process
Supremum of the \(\mathrm{Airy}_{2}\) process minus a parabola on a half line
Painlevé representation of Tracy-Widom\(_\beta\) distribution for \(\beta=6\)
Random walks in the quarter plane, discrete harmonic functions and conformal mappings
Discrete polynuclear growth and determinantal processes
The real Ginibre ensemble with \(k=O(n)\) real eigenvalues
Differential equations for Dyson processes
Strong Markov property of determinantal processes with extended kernels
Exact distribution of the maximal height of \(p\) vicious walkers
Universality in the bulk of the spectrum for complex sample covariance matrices
Dynamics of a tagged particle in the asymmetric exclusion process with the step initial condition
Determinantal structures in the O'Connell-Yor directed random polymer model
Laguerre and Meixner symmetric functions, and infinite-dimensional diffusion processes
Survival probability of mutually killing Brownian motions and the O'Connell process
Random-matrix theory for the Lindblad master equation
Local Gaussian fluctuations in the Airy and discrete PNG processes
Limits of spiked random matrices. II
Tracy-Widom distribution, Airy\(_2\) process and its sample path properties
Conformal invariance of loops in the double-dimer model
Integrable probability: from representation theory to MacDonald processes
Consecutive minors for Dyson's Brownian motions
Fluctuation properties of the TASEP with periodic initial configuration

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