Operator limit of the circular beta ensemble

DOI10.1214/19-AOP1391zbMath1452.60009arXiv1710.06988OpenAlexW3036459634MaRDI QIDQ784169

Benedek Valkó, Bálint Virág

Publication date: 31 July 2020

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.06988

zbMATH Keywords

random matricescouplingstochastic differential operators

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Hyperbolic and elliptic geometries (general) and generalizations (51M10) General theory of ordinary differential operators (47E05) Random linear operators (47B80)

Related Items (9)

Operator level limit of the circular Jacobi β-ensemble ⋮ The logarithmic anti-derivative of the baik-rains distribution satisfies the KP equation ⋮ Palm measures for Dirac operators and the \(\operatorname{Sine}_{\beta}\) process ⋮ Local laws and a mesoscopic CLT for β‐ensembles ⋮ Mesoscopic central limit theorem for the circular \(\beta\)-ensembles and applications ⋮ The many faces of the stochastic zeta function ⋮ Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions ⋮ Random entire functions from random polynomials with real zeros ⋮ Power spectrum of the circular unitary ensemble

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