Operator limits of random matrices

MaRDI QIDQ4589005zbMATHFDO

Authors Balint Virag

Publication date 6 November 2017

Full work available at URL https://arxiv.org/abs/1804.06953

zbMATH Keywords

random matrixrandom operator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Probability theory on linear topological spaces (60B11) Random matrices (probabilistic aspects) (60B20)

Abstract: We present a brief introduction to the theory of operator limits of random matrices to non-experts. Several open problems and conjectures are given. Connections to statistics, integrable systems, orthogonal polynomials, and more, are discussed.

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Cited in

(13)

• Random entire functions from random polynomials with real zeros
• A short introduction to operator limits of random matrices
• A NOTE ON THE SPECTRUM OF BI-INFINITE BI-DIAGONAL RANDOM MATRICES
• Some open questions about random walks, involutions, limiting distributions, and generating functions
• Dimension results for the spectral measure of the circular \(\beta\) ensembles
• On connections between the theory of random operators and the theory of random matrices
• Semigroups for one-dimensional Schrödinger operators with multiplicative Gaussian noise
• The lower tail of the half-space KPZ equation
• Some open problems in random matrix theory and the theory of integrable systems. II
• Scaling limits of Jacobi matrices and the Christoffel-Darboux kernel
• Lower tail of the KPZ equation
• Random matrix theory and integrable systems
• On the convergence of random tridiagonal matrices to stochastic semigroups

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