Numerical solution of Dyson Brownian motion and a sampling scheme for invariant matrix ensembles

DOI10.1007/s10955-013-0858-xarXiv1306.1179MaRDI QIDQ6242455

Govind K. Menon, Xingjie Helen Li

Publication date: 5 June 2013

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Numerical methods for integral equations (65R20)

This page was built for publication: Numerical solution of Dyson Brownian motion and a sampling scheme for invariant matrix ensembles