Operator level limit of the circular Jacobi β-ensemble
From MaRDI portal
Publication:5041698
DOI10.1142/S2010326322500435zbMath1504.60014arXiv2108.11039WikidataQ114071585 ScholiaQ114071585MaRDI QIDQ5041698
Publication date: 14 October 2022
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.11039
Random matrices (probabilistic aspects) (60B20) General theory of ordinary differential operators (47E05) Random linear operators (47B80)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Hard edge tail asymptotics
- The circular unitary ensemble and the Riemann zeta function: the microscopic landscape and a new approach to ratios
- Limits for circular Jacobi beta-ensembles
- Matrix models and eigenvalue statistics for truncations of classical ensembles of random unitary matrices
- Non-symmetric hitting distributions on the hyperbolic half-plane and subordinated perpetuities
- Operator limit of the circular beta ensemble
- Continuum limits of random matrices and the Brownian carousel
- Diffusion at the random matrix hard edge
- A new construction of the \(\sigma \)-finite measures associated with submartingales of class \((\Sigma )\)
- Exponential functionals of Brownian motion. II: Some related diffusion processes
- Large gaps between random eigenvalues
- Eigenvalue statistics for CMV matrices: From Poisson to clock via random matrix ensembles
- Measures on infinite dimensional Grassmann manifolds
- Spectral theory of ordinary differential operators
- The Hoffman-Wielandt inequality in infinite dimensions
- The limiting characteristic polynomial of classical random matrix ensembles
- Edge scaling of the \(\beta\)-Jacobi ensemble
- The random matrix hard edge: rare events and a transition
- Asymptotic correlations with corrections for the circular Jacobi \(\beta\)-ensemble
- The \(\mathrm{Sine}_{\beta}\) operator
- Correlations for the Cauchy and generalized circular ensembles with orthogonal and symplectic symmetry
- Circular Jacobi Ensembles and Deformed Verblunsky Coefficients
- The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
- The boundary of the orbital beta process
- A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration
- Infinite random matrices and ergodic measures