Random eigenvalues from a stochastic heat equation

DOI10.1016/J.SPL.2016.12.008zbMATH Open1358.15026arXiv1605.02833OpenAlexW2962975257MaRDI QIDQ511560FDOQ511560

Authors: Carlos Gabriel Pacheco 

Publication date: 21 February 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: In this paper we prove the convergence of the eigenvalues of a random matrix that approximates a random Schr"{o}dinger operator. Originally, such random operator arises from a stochastic heat equation. The proof uses a detailed topological analysis of certain spaces of functions where the operators act.

Full work available at URL: https://arxiv.org/abs/1605.02833

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zbMATH Keywords

eigenvaluesrandom matrixspectrumstochastic heat equation[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=random+Schr%EF%BF%BD%EF%BF%BDdinger+operator&go=Go random Schr��dinger operator]weak stochastic operator

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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Cited In (4)

• A random matrix from a stochastic heat equation
• From random matrices to stochastic operators
• The random eigenvalue problem for a differential equation containing small white noise
• Random eigenvalue equations

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