Matrix Kesten recursion, inverse-Wishart ensemble and fermions in a Morse potential
From MaRDI portal
Publication:5874113
DOI10.1088/1751-8121/abfc7fOpenAlexW3124458885MaRDI QIDQ5874113
Pierre Le Doussal, Jean-Philippe Bouchaud, Tristan Gautié
Publication date: 7 February 2023
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.08082
Related Items (3)
Active particle in a harmonic trap driven by a resetting noise: an approach via Kesten variables ⋮ Matrix Whittaker processes ⋮ Schur expansion of random-matrix reproducing kernels
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large deviations for solutions to stochastic recurrence equations under Kesten's condition
- Free probability and random matrices
- Cleaning large correlation matrices: tools from random matrix theory
- Free fermions and the classical compact groups
- Implicit renewal theory and tails of solutions of random equations
- Diffusion at the random matrix hard edge
- Factorization method in quantum mechanics
- Exponential functionals of Brownian motion. I: Probability laws at fixed time
- Exponential functionals of Brownian motion. II: Some related diffusion processes
- Theory of Zipf's law and beyond
- The limit distribution of Sinai's random walk in random environment
- Limit laws for random matrices and free products
- Random difference equations and renewal theory for products of random matrices
- Level spacing distributions and the Bessel kernel
- Free probability theory and non-crossing partitions
- A matrix Bougerol identity and the Hua-Pickrell measures
- Ito versus Stratonovich
- Models for cultural inheritance. I: Group mean and within group variation
- Polymers on disordered trees, spin glasses, and traveling waves.
- Integer moments of complex Wishart matrices and Hurwitz numbers
- Laguerre ensemble: correlators, Hurwitz numbers and Hodge integrals
- Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary
- Ergodic decomposition for inverse Wishart measures on infinite positive-definite matrices
- On the rate of convergence in the Kesten renewal theorem
- Limit laws of a sequence determined by a random difference equation governing a one-compartment system
- The integral of geometric Brownian motion
- Large-N expansion for the time-delay matrix of ballistic chaotic cavities
- Non-interacting fermions in hard-edge potentials
- Convergence in distribution of products of random matrices
- Course 1 Random matrices and determinantal processes
- Singular behaviour of certain infinite products of random 2 × 2 matrices
- Eigenvalues and Condition Numbers of Random Matrices
- The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
- Exponential functionals of Brownian motion and disordered systems
- On the distribution of the Wigner time delay in one-dimensional disordered systems
- Distribution of the quantum mechanical time-delay matrix for a chaotic cavity
- Zipf's Law for Cities: An Explanation
- Statistics of resonance poles, phase shifts and time delays in quantum chaotic scattering: Random matrix approach for systems with broken time-reversal invariance
- BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
- Power laws in economics and finance: some ideas from physics
- The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium
- Invariant β-Wishart ensembles, crossover densities and asymptotic corrections to the Marčenko–Pastur law
- QUANTUM NETWORK MODELS AND CLASSICAL LOCALIZATION PROBLEMS
- Exact results on Sinai's diffusion
- Noninteracting fermions in a trap and random matrix theory
- Functionals of Brownian motion, localization and metric graphs
- Matrix Dufresne Identities
- Wigner–Smith matrix, exponential functional of the matrix Brownian motion and matrix Dufresne identity
- Random Matrix Theory and Wireless Communications
- Random walks in a random environment
This page was built for publication: Matrix Kesten recursion, inverse-Wishart ensemble and fermions in a Morse potential
