From random matrices to stochastic operators

DOI10.1007/s10955-006-9226-4zbMath1131.15025arXivmath-ph/0607038OpenAlexW2079474739MaRDI QIDQ2641372

Publication date: 20 August 2007

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math-ph/0607038

zbMATH Keywords

finite difference schemes stochastic differential operators Airy ensembles Bessel ensembles local eigenvalue spacing sine ensembles

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random matrices (algebraic aspects) (15B52) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites Work