Dyson Brownian motion for general \(\beta\) and potential at the edge
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Publication:2210746
DOI10.1007/s00440-020-00992-9zbMath1452.60037arXiv1810.08308OpenAlexW3048954757MaRDI QIDQ2210746
Publication date: 8 November 2020
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.08308
ergodicityrigiditycentral limit theoremTracy-Widom distributionMcKean-Vlasov equationDyson Brownian motion
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (12)
Extreme gaps between eigenvalues of Wigner matrices ⋮ Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices ⋮ Asymptotics of rectangular spherical integrals ⋮ Local law and rigidity for unitary Brownian motion ⋮ Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices ⋮ Functional central limit theorems for Wigner matrices ⋮ Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices ⋮ Landscape complexity beyond invariance and the elastic manifold ⋮ Eigenvectors of the square grid plus GUE ⋮ Mesoscopic central limit theorem for non-Hermitian random matrices ⋮ Optimal multi-resolvent local laws for Wigner matrices ⋮ Optimal local law and central limit theorem for \(\beta\)-ensembles
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