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)

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
Dynamical correlations for vicious random walk with a wall
Interacting Brownian particles and the Wigner law
Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential
Biorthogonal ensembles
Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues
Free Jacobi process
Analysis of continuous strict local martingales via \(h\)-transforms
The wasteland of random supergravities
Universality for random matrix flows with time-dependent density
The Kardar-Parisi-Zhang equation and universality class
Eigenvector distribution of Wigner matrices
Universality of general \(\beta\)-ensembles
ASEP on a ring conditioned on enhanced flux
Kinetic theory and Lax equations for shock clustering and Burgers turbulence
Infinite dimensional stochastic differential equations for Dyson's model
On the eigenvalue process of a matrix fractional Brownian motion
From interacting particle systems to random matrices
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
Brownian Gibbs property for Airy line ensembles
Perturbation vectors
Random matrix central limit theorems for nonintersecting random walks
Noncolliding Brownian motion and determinantal processes
Non-equilibrium dynamics of Dyson's model with an infinite number of particles
PDEs for the joint distributions of the Dyson, Airy and Sine processes
Determinantal process starting from an orthogonal symmetry is a Pfaffian process
The Wigner semi-circle law and eigenvalues of matrix-valued diffusions
A new approach to constant term identities and Selberg-type integrals
Riemann-Hilbert approach to multi-time processes: the Airy and the Pearcey cases
Zeros of Airy function and relaxation process
Edge effects in some perturbations of the Gaussian unitary ensemble
Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law
Rigidity of eigenvalues of generalized Wigner matrices
Asymptotics of non-intersecting Brownian motions and a \(4\times 4\) Riemann-Hilbert problem
Airy processes with wanderers and new universality classes
Markov processes on partitions
Universality of covariance matrices
Eigenvalue statistics of random real matrices
On Mesoscopic Equilibrium for Linear Statistics in Dyson’s Brownian Motion
Brownian motion model of random matrices revisited
Applications of mesoscopic CLTs in random matrix theory
On the partial connection between random matrices and interacting particle systems
Quantum integrable systems in one dimension
The Dyson Brownian minor process
A probabilistic approach to conjugacy classes in the finite symplectic and orthogonal groups
Loop equations and topological recursion for the arbitrary-\(\beta\) two-matrix model
Correlations for parameter-dependent random matrices
Random walks in \((\mathbb Z_+)^2\) with non-zero drift absorbed at the axes
Determinantal martingales and noncolliding diffusion processes
Quasi-normal modes from non-commutative matrix dynamics
Noncolliding Brownian motion with drift and time-dependent Stieltjes-Wigert determinantal point process

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