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
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

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