Extremal singular values of random matrix products and Brownian motion on \(\text{\textsf{GL}} (N, \mathbb{C})\)
From MaRDI portal
Publication:6090871
DOI10.1007/s00440-023-01217-5zbMath1527.15040arXiv2201.11809MaRDI QIDQ6090871
Publication date: 20 November 2023
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.11809
Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Fluctuations at the edges of the spectrum of the full rank deformed GUE
- Random matrices: universality of local eigenvalue statistics
- Determinantal processes with number variance saturation
- The distribution of Lyapunov exponents: Exact results for random matrices
- The triangle law for Lyapunov exponents of large random matrices
- Lévy-Hinčin type theorems for multiplicative and additive free convolution
- Products of random matrices in statistical physics
- Universality at the edge of the spectrum in Wigner random matrices.
- Interlacing adjacent levels of \(\beta\)-Jacobi corners processes
- Fluctuations of particle systems determined by Schur generating functions
- Representations of unitary groups and free convolution
- Multiplicative convolution of real asymmetric and real anti-symmetric matrices
- Harmonic analysis for rank-1 randomised Horn problems
- Fluctuations of Brownian motions on \(\mathbb{GL}_N\)
- Products of many large random matrices and gradients in deep neural networks
- Limits and fluctuations of \(p\)-adic random matrix products
- Fourier transform on high-dimensional unitary groups with applications to random tilings
- Representations of classical Lie groups and quantized free convolution
- Brownian Gibbs property for Airy line ensembles
- Macdonald processes
- Polynomial ensembles and Pólya frequency functions
- Derivative principles for invariant ensembles
- Airy point process via supersymmetric lifts
- Isotropic Brownian motions over complex fields as a solvable model for May–Wigner stability analysis
- Universal distribution of Lyapunov exponents for products of Ginibre matrices
- General β-Jacobi Corners Process and the Gaussian Free Field
- Differential Operators on a Semisimple Lie Algebra
- Bulk universality for Wigner matrices
- Singular Value Statistics of Matrix Products with Truncated Unitary Matrices
- The Large-NLimits of Brownian Motions on 𝔾𝕃N
- The planar approximation. II
- Correlation function of Schur process with application to local geometry of a random 3-dimensional Young diagram
- Regularity Properties of Free Multiplicative Convolution on the Positive Line
- Gaussian fluctuations for products of random matrices
- Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles
- Crystallization of Random Matrix Orbits
- Spherical Functions Approach to Sums of Random Hermitian Matrices
- Singular value correlation functions for products of Wishart random matrices
- Products of Random Matrices
- Product Matrix Processes as Limits of Random Plane Partitions
- Random Matrix Theory and Wireless Communications
- Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices
- Lyapunov exponents for truncated unitary and Ginibre matrices
This page was built for publication: Extremal singular values of random matrix products and Brownian motion on \(\text{\textsf{GL}} (N, \mathbb{C})\)
