Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions

DOI10.1214/18-AIHP923zbMath1447.60024arXiv1706.08451OpenAlexW2976555348MaRDI QIDQ2337830

Pierre Yves Gaudreau Lamarre, Mykhaylo Shkolnikov

Publication date: 20 November 2019

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.08451

zbMATH Keywords

local timesFeynman-Kac formulasreflected Brownian motionsmoments methodbeta ensemblesstrong invariance principlesSkorokhod maplow rank perturbationspath transformationsrandom tridiagonal matricesoperator limitsstochastic Airy semigroups

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random operators and equations (aspects of stochastic analysis) (60H25) Local time and additive functionals (60J55) Schrödinger and Feynman-Kac semigroups (47D08)

Related Items (7)

The Gorin-Shkolnikov identity and its random tree generalization ⋮ Rank 1 perturbations in random matrix theory — A review of exact results ⋮ Semigroups for one-dimensional Schrödinger operators with multiplicative Gaussian noise ⋮ On the convergence of random tridiagonal matrices to stochastic semigroups ⋮ Spectral rigidity of random Schrödinger operators via Feynman-Kac formulas ⋮ Killed rough super-Brownian motion ⋮ Phase transitions in asymptotically singular Anderson Hamiltonian and parabolic model

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