A diffusive matrix model for invariant \(\beta\)-ensembles

DOI10.1214/EJP.v18-2073zbMath1284.60015arXiv1206.1460OpenAlexW2137086163MaRDI QIDQ388940

Romain Allez, Alice Guionnet

Publication date: 17 January 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.1460

zbMATH Keywords

random matricesstochastic calculusDyson Brownian motioninteracting particles system

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Interacting particle systems in time-dependent statistical mechanics (82C22) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Related Items (10)

Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble ⋮ Poisson statistics for matrix ensembles at large temperature ⋮ Freezing limits for Calogero–Moser–Sutherland particle models ⋮ Motion by mean curvature and Dyson Brownian motion ⋮ Tracy-Widom at high temperature ⋮ Random matrices in non-confining potentials ⋮ The eigenvector moment flow and local quantum unique ergodicity ⋮ Functional central limit theorems for multivariate Bessel processes in the freezing regime ⋮ The high temperature crossover for general 2D Coulomb gases ⋮ The classical β-ensembles with β proportional to 1/N: From loop equations to Dyson’s disordered chain

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