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
Universality in the bulk of the spectrum for complex sample covariance matrices
Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential
Eigenvalue attraction
Yang-Lee theory and the conductor-insulator transition in asymmetric log-potential lattice gases.
On Gaussian random supergravity
Kinetic theory and Lax equations for shock clustering and Burgers turbulence
Non-equilibrium dynamics of Dyson's model with an infinite number of particles
Universality for random matrix flows with time-dependent density
Local Gaussian fluctuations in the Airy and discrete PNG processes
Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law
The Kardar-Parisi-Zhang equation and universality class
Crossover ensembles of random matrices and skew-orthogonal polynomials
Infinite dimensional stochastic differential equations for Dyson's model
Conformal invariance of loops in the double-dimer model
Integrable probability: from representation theory to MacDonald processes
Bulk universality of sparse random matrices
Eigenvalue statistics of random real matrices
Correlations for the orthogonal-unitary and symplectic-unitary transitions at the hard and soft edges
Non-intersecting, simple, symmetric random walks and the extended Hahn kernel.
Laguerre and Meixner symmetric functions, and infinite-dimensional diffusion processes
Approximation of Markov dynamics on the dual object of the infinite-dimensional unitary group
Nonintersecting Brownian motions on the unit circle
Dynamics of a tagged particle in the asymmetric exclusion process with the step initial condition
From interacting particle systems to random matrices
A unified fluctuation formula for one-cut \(\beta\)-ensembles of random matrices
Dynamical correlations among vicious random walkers
A new approach to constant term identities and Selberg-type integrals
Eigenvector distribution of Wigner matrices
Consecutive minors for Dyson's Brownian motions
Differential equations for Dyson processes
Eigenvalue separation in some random matrix models
Riemann-Hilbert approach to multi-time processes: the Airy and the Pearcey cases
On Mesoscopic Equilibrium for Linear Statistics in Dyson’s Brownian Motion
Fluctuation properties of the TASEP with periodic initial configuration
Calogero-Sutherland model and bulk-boundary correlations in conformal field theory
Biorthogonal ensembles
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
PDEs for the joint distributions of the Dyson, Airy and Sine processes
A path-transformation for random walks and the Robinson-Schensted correspondence
Universality of local spectral statistics of random matrices
Supersymmetric vacua in random supergravity
Rigidity of eigenvalues of generalized Wigner matrices
Analysis of continuous strict local martingales via \(h\)-transforms
Survival probability of mutually killing Brownian motions and the O'Connell process
Brownian Gibbs property for Airy line ensembles
Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues
Cores of Dirichlet forms related to random matrix theory
Painlevé representation of Tracy-Widom\(_\beta\) distribution for \(\beta=6\)

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