Solvable families of random block tridiagonal matrices
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beta-ensemblesdiffusionseigenvalue distributionpoint processrandom differential operatorsrandom tridiagonal block matricesVandermonde determinant
Determinants, permanents, traces, other special matrix functions (15A15) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random operators and equations (aspects of stochastic analysis) (60H25) Diffusion processes (60J60)
Cites work
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- Differential operators and spectral distributions of invariant ensembles from the classical orthogonal polynomials. {T}he continuous case
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- From random matrices to stochastic operators
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- Random block matrices generalizing the classical Jacobi and Laguerre ensembles
- Spiking the random matrix hard edge
- Sum rules and large deviations for spectral matrix measures
- The \(\mathrm{Sine}_{\beta}\) operator
- The Analytic Theory of Matrix Orthogonal Polynomials
- The effective gauge field action of a system of non-relativistic electrons
- The random matrix theory of the classical compact groups
- Universality for 1d random band matrices
- Universality of the stochastic Airy operator
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