Beta ensembles, stochastic Airy spectrum, and a diffusion
نویسندگان
چکیده
منابع مشابه
Beta Ensembles, Stochastic Airy Spectrum, and a Diffusion
in which Z n is a normalizing constant. When β = 1, 2 or 4 this is the joint density of eigenvalues for the Gaussian orthogonal, unitary, or symplectic ensembles, G(O/U/S)E, of random matrix theory. For these special values of β, the above model is solvable: all finite-dimensional correlation functions may be computed explicitly in terms of Hermite functions, allowing for a startling collection...
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ژورنال
عنوان ژورنال: Journal of the American Mathematical Society
سال: 2011
ISSN: 0894-0347,1088-6834
DOI: 10.1090/s0894-0347-2011-00703-0