Weakly universal dynamical correlations between eigenvalues of large random matrices
From MaRDI portal
Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) PDEs in connection with statistical mechanics (35Q82) Random matrices (probabilistic aspects) (60B20) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
Cites work
- 2D Coulomb gases and the renormalized energy
- A Brownian-Motion Model for the Eigenvalues of a Random Matrix
- An introduction to random matrices
- Cleaning large correlation matrices: tools from random matrix theory
- Free probability theory. Papers from a workshop on random matrices and operator algebra free products, Toronto, Canada, Mars 1995
- Free Random Variables
- scientific article; zbMATH DE number 433099 (Why is no real title available?)
- scientific article; zbMATH DE number 2174437 (Why is no real title available?)
- Hydrodynamical spectral evolution for random matrices
- Introduction to random matrices. Theory and practice
- Langevin equation for the density of a system of interacting Langevin processes
- Large Deviations of Extreme Eigenvalues of Random Matrices
- Log-gases and random matrices.
- On \(p\)-adic stochastic dynamics, supersymmetry and the Riemann conjecture.
- Planar diagrams
- Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials
- The Wigner semi-circle law and eigenvalues of matrix-valued diffusions
- Top eigenvalue of a random matrix: large deviations and third order phase transition
- Two short pieces around the Wigner problem
- Universality of the correlations between eigenvalues of large random matrices.
This page was built for publication: Weakly universal dynamical correlations between eigenvalues of large random matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7253866)
