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 (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
Universality in quantum chaos
Semi-implicit Euler-Maruyama approximation for noncolliding particle systems
A random walk approach to linear statistics in random tournament ensembles
Kinetic Dyson Brownian motion
Eigenvalues of Random Matrices with Isotropic Gaussian Noise and the Design of Diffusion Tensor Imaging Experiments
On the law of large numbers for the empirical measure process of generalized Dyson Brownian motion
Hydrodynamics of the Dirac spectrum
Additive matrix convolutions of Pólya ensembles and polynomial ensembles
Smooth random functions, random ODEs, and Gaussian processes
Extreme gaps between eigenvalues of Wigner matrices
Circulant L-ensembles in the thermodynamic limit
Hessian eigenvalue distribution in a random Gaussian landscape
Hydrodynamic limit of multiple SLE
Phase transitions for products of characteristic polynomials under Dyson Brownian motion
Loop-erased walks and random matrices
Brownian regularity for the Airy line ensemble, and multi-polymer watermelons in Brownian last passage percolation
The Loschmidt spectral form factor
Determinantal structures in space-inhomogeneous dynamics on interlacing arrays
On collision of multiple eigenvalues for matrix-valued Gaussian processes
On the process of the eigenvalues of a Hermitian Lévy process
High-dimensional central limit theorems for a class of particle systems
Universality of the least singular value for the sum of random matrices
Typical relaxation of perturbed quantum many-body systems
Captive diffusions and their applications to order-preserving dynamics
Mesoscopic eigenvalue density correlations of Wigner matrices
Spectral statistics of the uni-modular ensemble
Cusp universality for random matrices. II: The real symmetric case
Non-ergodic delocalization in the Rosenzweig-Porter model
Large-\(N\) random matrix gravity and the double hierarchy problem
High-dimensional limits of eigenvalue distributions for general Wishart process
Characterization of Brownian Gibbsian line ensembles
Statistical mechanics of complex neural systems and high dimensional data
Edge universality for non-Hermitian random matrices
Recent advances on eigenvalues of matrix-valued stochastic processes
Pair dependent linear statistics for CβE
Gaussian free fields coupled with multiple SLEs driven by stochastic log-gases
A review of exact results for fluctuation formulas in random matrix theory
Upper estimates for inhomogeneous random walks confined to the positive orthant
Matrix regularizing effects of Gaussian perturbations
Characterization of \(H\)-Brownian Gibbsian line ensembles
Seven lessons from manyfield inflation in random potentials
Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices
Generalized random matrix theory: a mathematical probe for complexity
Isomorphisms of \(\beta\)-Dyson's Brownian motion with Brownian local time
Nonintersecting Brownian bridges on the unit circle with drift
Riemann-Hilbert approach to gap probabilities for the Bessel process
Critical behavior of non-intersecting Brownian motions
Dyson's model in infinite dimensions is irreducible
Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices

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