The stochastic operator approach to random matrix theory

By Brian D. Sutton. 2005

47 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/ce4867b06ebc6435cbdeaba0032ceb22db66f685

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Citations in the corpus

From Random Matrices to Stochastic Operators (2006, unknown): “ar X iv :m at h- ph /0 60 70 38 v2 7 S ep 2”
Random matrix theory in statistics: A review (2014, background): “Ramírez et al. (2011) described such limit laws in terms of the eigenstates of a stochastic Airy operator introduced by Edelman and Sutton (2007) and Sutton (2005).”
Limits of spiked random matrices I (2010, methodology): “We would also like to thank Jinho Baik, Alexei Borodin, Peter Forrester, Arno Kuijlaars, Eric Rains, Brian Rider, Brian Sutton, Dong Wang and Ofer Zeitouni for discussions, as well as AIM and MSRI for providing stimulating environments in December 2009 and September 2010 workshops.”
Beta ensembles, stochastic Airy spectrum, and a diffusion (2006, background): “ Our main result makes this wonderful idea rigorous. The presence of the White Noise should cause no concern: The eigenvalue problem Hψ= λψreads dψ′(x) = 2 √ β ψ(x)db(x) +(x−λ)ψ(x)dx, (1.5) 1[10] and [18] also contain interesting conjectures as to what should be the appropriate continuum limit opera”
GLOBAL FLUCTUATIONS FOR LINEAR STATISTICS OF β-JACOBI ENSEMBLES (2012, methodology): “We give the model below (hereafter referred to as the Edelman-Sutton model, as it appears most clearly in their work [18]).”
Universality of the Stochastic Airy Operator (2013, background): “The heuristic behind the Edelman-Sutton conjecture can then be gleaned from the asymptotic assessment: in distribution, n k p n C k=2n C 1= p 2g for a standard Gaussian random variable g.”