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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On the spectrum of random anti-symmetric and tournament matrices
May-Wigner transition in large random dynamical systems
Scaling limits of weakly asymmetric interfaces
Brownian motion model of random matrices revisited
Global existence and spatial analyticity for a nonlocal flux with fractional diffusion
Semi-implicit Milstein approximation scheme for non-colliding particle systems
Bulk universality of sparse random matrices
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
Eigenvalue separation in some random matrix models
Applications of mesoscopic CLTs in random matrix theory
Universality in quantum chaos
On the partial connection between random matrices and interacting particle systems
Ergodicity of unlabeled dynamics of Dyson’s model in infinite dimensions
The Dyson and Coulomb games
The Dyson Brownian minor process
Stability of large complex systems with heterogeneous relaxation dynamics
Multiple backward Schramm-Loewner evolution and coupling with Gaussian free field
Quantum integrable systems in one dimension
Semi-implicit Euler-Maruyama approximation for noncolliding particle systems
Dynamical correlations among vicious random walkers
A random walk approach to linear statistics in random tournament ensembles
PDE's for the Dyson, Airy and Sine processes.
Random batch methods (RBM) for interacting particle systems
Moments of traces of circular beta-ensembles
Kinetic Dyson Brownian motion
A probabilistic approach to conjugacy classes in the finite symplectic and orthogonal groups
Potential kernels for radial Dunkl Laplacians
Some algebraic structures in KPZ universality
A unified fluctuation formula for one-cut \(\beta\)-ensembles of random matrices
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
Correlations for parameter-dependent random matrices
Dip-ramp-plateau for Dyson Brownian motion from the identity on \(U(N)\)
Local spectral statistics of the addition of random matrices
Dyson Brownian motion for general \(\beta\) and potential at the edge
Loop equations and topological recursion for the arbitrary-\(\beta\) two-matrix model
Determinantal martingales and noncolliding diffusion processes
Eigenvalues of Random Matrices with Isotropic Gaussian Noise and the Design of Diffusion Tensor Imaging Experiments
Permutation invariant Gaussian two-matrix models
Random walks in \((\mathbb Z_+)^2\) with non-zero drift absorbed at the axes
On Poincaré and Logarithmic Sobolev Inequalities for a Class of Singular Gibbs Measures
Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials
On the law of large numbers for the empirical measure process of generalized Dyson Brownian motion
Coercive inequalities on Carnot groups: taming singularities
Eigenvalue attraction
On Gaussian random supergravity
Hydrodynamics of the Dirac spectrum
Crossover ensembles of random matrices and skew-orthogonal polynomials
Quasi-normal modes from non-commutative matrix dynamics
Captive jump processes for bounded random systems with discontinuous dynamics
On eigenvalues of the Brownian sheet matrix
Asymptotics of the Hard Edge Pearcey Determinant
On the ergodicity of interacting particle systems under number rigidity
Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems
Additive matrix convolutions of Pólya ensembles and polynomial ensembles
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
Polynuclear growth on a flat substrate and edge scaling of GOE eigenvalues
From the Anderson model on a strip to the DMPK equation and random matrix theory
Fluctuations of the one-dimensional polynuclear growth model with external sources
Noncolliding Brownian motion with drift and time-dependent Stieltjes-Wigert determinantal point process
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
Determinantal martingales and correlations of noncolliding random walks
Interlaced processes on the circle
On global fluctuations for non-colliding processes
Intermediate level statistics with one-parameter random matrix ensembles
Boundary asymptotics of non-intersecting Brownian motions: Pearcey, Airy and a transition
Rank 1 perturbations in random matrix theory — A review of exact results
Approximation of Markov dynamics on the dual object of the infinite-dimensional unitary group
Nonintersecting Brownian motions on the unit circle
Random characteristics for Wigner matrices
Pfaffian expressions for random matrix correlation functions
Statistical diagonalization of a random biased Hamiltonian: the case of the eigenvectors
Correlations for the orthogonal-unitary and symplectic-unitary transitions at the hard and soft edges
Universal objects of the infinite beta random matrix theory
Extreme gaps between eigenvalues of Wigner matrices
The gap probabilities of the tacnode, Pearcey and Airy point processes, their mutual relationship and evaluation
Smooth random functions, random ODEs, and Gaussian processes
Stochastic theory of polarized light in nonlinear birefringent media: An application to optical rotation
Parametric dynamics of level spacings in quantum chaos
A path-transformation for random walks and the Robinson-Schensted correspondence
A Class of Matrix Ensembles
The entries of circular orthogonal ensembles
Gaussianity and typicality in matrix distributional semantics
Large time behavior, bi-Hamiltonian structure, and kinetic formulation for a complex Burgers equation
Supersymmetric vacua in random supergravity
Dunkl jump processes: relaxation and a phase transition
Exact moments of the Sachdev-Ye-Kitaev model up to order \(1/N^2\)
Limit theorems for moment processes of beta Dyson’s Brownian motions and beta Laguerre processes
Perturbations of multiple Schramm-Loewner evolution with two non-colliding Dyson Brownian motions
Eigenvalue distributions of high-dimensional matrix processes driven by fractional Brownian motion
Stability and chaos in dynamical last passage percolation
Some properties of Brownian motion in a cone
Linguistic matrix theory
Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices
Universality of local spectral statistics of random matrices

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