Time-convergent random matrices from mean-field pinned interacting eigenvalues
From MaRDI portal
Publication:6159619
Recommendations
- On a Random Matrix Models of Quantum Relaxation
- Singular-values of matrix-valued Ornstein-Uhlenbeck processes
- Dynamical typicality: convergence of time evolved macro-observables to their mean values in random matrix models
- Convergence of the empirical spectral distribution of Gaussian matrix-valued processes
- Universality for random matrix flows with time-dependent density
Cites work
- scientific article; zbMATH DE number 2187386 (Why is no real title available?)
- scientific article; zbMATH DE number 1547386 (Why is no real title available?)
- A Brownian-Motion Model for the Eigenvalues of a Random Matrix
- A family of interacting particle systems pinned to their ensemble average
- Airy processes with wanderers and new universality classes
- Brownian Gibbs property for Airy line ensembles
- Brownian motion in a Weyl chamber, non-colliding particles, and random matrices
- Characteristic vectors of bordered matrices with infinite dimensions
- Characterization of Chaotic Quantum Spectra and Universality of Level Fluctuation Laws
- Determinantal martingales and noncolliding diffusion processes
- Diffusions of perturbed principal component analysis
- Dyson's nonintersecting Brownian motions with a few outliers
- Finite-time stochastic reduction models
- General alpha-Wiener bridges
- Generalised Brownian bridges: examples
- Geometry of stochastic state vector reduction
- Large \(n\) limit of Gaussian random matrices with external source. I
- MATRIX MODELS AND QCD WITH CHEMICAL POTENTIAL
- Martingale models for quantum state reduction
- Mean field games and systemic risk
- Nonintersecting Brownian motions on the unit circle
- PDEs for the joint distributions of the Dyson, Airy and Sine processes
- Pinned diffusions and Markov bridges
- Quantum noise and stochastic reduction
- RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS
- RNA folding and large \(N\) matrix theory
- Random matrices andL-functions
- Random matrix minor processes related to percolation theory
- Random matrix theory and ribonucleic acid (RNA) folding
- Random matrix theory and the derivative of the Riemann zeta function
- Scale invariance of the PNG droplet and the Airy process
- Stochastic Schrödinger evolution over piecewise enlarged filtrations
- Stochastic sequential reduction of commutative Hamiltonians
- Structure and properties of Hughston's stochastic extension of the Schrödinger equation
- Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems
- The Pearcey process
- The arctic circle boundary and the Airy process
- The quantum-state diffusion model applied to open systems
- Wishart processes
- α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties
This page was built for publication: Time-convergent random matrices from mean-field pinned interacting eigenvalues
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6159619)