Random eigenvalues from a stochastic heat equation

DOI10.1016/j.spl.2016.12.008zbMath1358.15026arXiv1605.02833OpenAlexW2962975257MaRDI QIDQ511560

Carlos G. Pacheco-González

Publication date: 21 February 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.02833

zbMATH Keywords

eigenvaluesspectrumrandom Schrödinger operatorstochastic heat equationrandom matrixweak stochastic operator

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random matrices (algebraic aspects) (15B52)

Cites Work

• A random matrix from a stochastic heat equation
• Beta ensembles, stochastic Airy spectrum, and a diffusion
• [https://portal.mardi4nfdi.de/wiki/Publication:4134658 On spectra of the Schr�dinger operator with a white Gaussian noise potential]
• Matrix theory. Basic results and techniques
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