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)

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
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
From the Anderson model on a strip to the DMPK equation and random matrix theory
Determinantal martingales and correlations of noncolliding random walks
On global fluctuations for non-colliding processes
Interlaced processes on the circle
Pfaffian expressions for random matrix correlation functions
Parametric dynamics of level spacings in quantum chaos
The gap probabilities of the tacnode, Pearcey and Airy point processes, their mutual relationship and evaluation
A Class of Matrix Ensembles
The entries of circular orthogonal ensembles
Exact moments of the Sachdev-Ye-Kitaev model up to order \(1/N^2\)
Local deformed semicircle law and complete delocalization for Wigner matrices with random potential
Some properties of Brownian motion in a cone
Determinantal processes with number variance saturation
Brownian-motion ensembles of random matrix theory: a classification scheme and an integral transform method
Collision or non-collision problem for interacting Brownian particles.
Bulk universality for deformed Wigner matrices
On the exit time from a cone for random walks with drift
Brownian-motion model of discrete spectra
Reciprocal time relation of noncolliding Brownian motion with drift
Dynamical correlations for circular ensembles of random matrices
Asymptotic forms for hard and soft edge general \(\beta \) conditional gap probabilities
A graph-based equilibrium problem for the limiting distribution of nonintersecting Brownian motions at low temperature
Eigenvector dynamics under free addition
A PDE for the multi-time joint probability of the Airy process
A PDE for non-intersecting Brownian motions and applications
Periodic Airy process and equilibrium dynamics of edge fermions in a trap
Elliptic determinantal processes and elliptic Dyson models
Asymptotic fluctuations of a particle system with singular interaction.
Gap probabilities for the generalized Bessel process: a Riemann-Hilbert approach
Infinite systems of noncolliding generalized meanders and Riemann-Liouville differintegrals
Fluctuations of the one-dimensional asymmetric exclusion process using random matrix techniques
The high temperature crossover for general 2D Coulomb gases
Nonperturbative theory of power spectrum in complex systems
Random matrices in non-confining potentials
The generalised Dyson circular unitary ensemble: asymptotic distribution of the eigenvalues at the origin of the spectrum
Bosonization, vicinal surfaces, and hydrodynamic fluctuation theory.
Edge universality for deformed Wigner matrices

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