Dip-ramp-plateau for Dyson Brownian motion from the identity on U(N)
hypergeometric polynomialsDyson Brownian motionspectral form factorcyclic Pólya ensemblesJacobi polynomial asymptotics
Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Quantum information, communication, networks (quantum-theoretic aspects) (81P45) Many-body theory; quantum Hall effect (81V70) Black holes (83C57)
- Differential identities for the structure function of some random matrix ensembles
- Cyclic Pólya ensembles on the unitary matrices and their spectral statistics
- Quantifying dip-ramp-plateau for the Laguerre unitary ensemble structure function
- Dynamical correlations for circular ensembles of random matrices
- Multiplying unitary random matrices—universality and spectral properties
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- A Brownian-Motion Model for the Eigenvalues of a Random Matrix
- A Dynamical Approach to Random Matrix Theory
- A course of modern analysis. An introduction to the general theory of infinite processes and of analytic functions; with an account of the principal transcendental functions. 4th ed.
- A finitization of the bead process
- A review of exact results for fluctuation formulas in random matrix theory
- Asymptotic Representations of Fourier Integrals and the Method of Stationary Phase
- Bessel process, Schramm-Loewner evolution, and the Dyson model
- Biorthogonal ensembles
- Black holes and random matrices
- Brownian motion on Lie groups and open quantum systems
- Brownian motions in a Lie group
- Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited
- Central limit theorem for the heat kernel measure on the unitary group
- Chaos, complexity, and random matrices
- Combinatorial properties of Brownian motion on the compact classical groups
- Cusp universality for random matrices. I: Local law and the complex Hermitian case
- Cyclic Pólya ensembles on the unitary matrices and their spectral statistics
- Differential identities for the structure function of some random matrix ensembles
- Eigenvalue correlations in the circular ensembles
- Exact solution of the lock step model of vicious walkers
- Fixed energy universality of Dyson Brownian motion
- Global and local scaling limits for the \(\beta=2\) Stieltjes-Wigert random matrix ensemble
- Harmonic analysis for rank-1 randomised Horn problems
- Harmonic analysis with respect to heat kernel measure
- Heat kernel empirical laws on \({\mathrm {U}}_N\) and \({\mathrm {GL}}_N\)
- High-low temperature dualities for the classical \(\beta \)-ensembles
- Hydrodynamical spectral evolution for random matrices
- Intertwinings for general \(\beta\)-Laguerre and \(\beta\)-Jacobi processes
- Large complex correlated Wishart matrices: the Pearcey kernel and expansion at the hard edge
- Linear statistics of the circular \(\beta\)-ensemble, Stein's method, and circular Dyson Brownian motion
- Local law and rigidity for unitary Brownian motion
- Log-gases and random matrices.
- Meet Andréief, Bordeaux 1886, and Andreev, Kharkov 1882--1883
- Moments of discrete orthogonal polynomial ensembles
- Moments of generalized Cauchy random matrices and continuous-Hahn polynomials
- Moments of random matrices and hypergeometric orthogonal polynomials
- Moments of the Gaussian {\(\beta\)} ensembles and the large-\(N\) expansion of the densities
- Multilevel Dyson Brownian motions via Jack polynomials
- Muttalib-Borodin ensembles in random matrix theory -- realisations and correlation functions
- Nonintersecting Brownian motions on the unit circle
- On Asymptotics of Jacobi Polynomials
- On Brownian motion in a homogeneous Riemannian space
- On the asymptotic behavior of Jacobi polynomials with first varying parameter
- On the spectral form factor for random matrices
- Product of random projections, Jacobi ensembles and universality problems arising from free probability
- Quantifying dip-ramp-plateau for the Laguerre unitary ensemble structure function
- Relations between moments for the Jacobi and Cauchy random matrix ensembles
- Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials
- Schur-Weyl duality and the heat kernel measure on the unitary group
- Semi-Groups of Measures on Lie Groups
- Semiclassical theory of spectral rigidity
- Some properties of large-\(N\) two-dimensional Yang-Mills theory.
- Spectral decoupling in many-body quantum chaos
- Spectral distribution of the free Jacobi process, revisited
- Spectral form factor and semi-circle law in the time direction
- Spectral form factor for time-dependent matrix model
- Torus knot polynomials and Susy Wilson loops
- Universal cutoff for Dyson Ornstein Uhlenbeck process
- \(q\)-Pearson pair and moments in \(q\)-deformed ensembles
- β-Jacobi processes
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