-
1
-
-
0036850051
-
Matrix models for beta ensembles
-
I. Dumitriu and A. Edelman, Matrix models for beta ensembles. J. Math. Phys. 43(11):5830-5847 (2002).
-
(2002)
J. Math. Phys
, vol.43
, Issue.11
, pp. 5830-5847
-
-
Dumitriu, I.1
Edelman, A.2
-
2
-
-
26844510449
-
Eigenvalues of Hermite and Laguerre ensembles: Large beta asymptotics
-
I. Dumitriu and A. Edelman, Eigenvalues of Hermite and Laguerre ensembles: large beta asymptotics. Ann. Inst. H. Poincaré Probab. Statist. 41(6):1083-1099 (2005).
-
(2005)
Ann. Inst. H. Poincaré Probab. Statist
, vol.41
, Issue.6
, pp. 1083-1099
-
-
Dumitriu, I.1
Edelman, A.2
-
4
-
-
44649173035
-
The beta-Jacobi matrix model, the CS decomposition, and generalized singular value problems
-
A. Edelman and B. D. Sutton, The beta-Jacobi matrix model, the CS decomposition, and generalized singular value problems. Found. Comput. Math.
-
Found. Comput. Math
-
-
Edelman, A.1
Sutton, B.D.2
-
5
-
-
0000609652
-
The spectrum edge of random matrix ensembles
-
P. J. Forrester, The spectrum edge of random matrix ensembles. Nuclear Phys. B 402(3):709-728 (1993).
-
(1993)
Nuclear Phys. B
, vol.402
, Issue.3
, pp. 709-728
-
-
Forrester, P.J.1
-
7
-
-
2342488264
-
Density matrix of an impenetrable Bose gas and the fifth Painlevé transcendent
-
M. Jimbo, T. Miwa, Y. Môri, and M. Sato, Density matrix of an impenetrable Bose gas and the fifth Painlevé transcendent. Phys. D 1(1):80-158 (1980).
-
(1980)
Phys. D
, vol.1
, Issue.1
, pp. 80-158
-
-
Jimbo, M.1
Miwa, T.2
Môri, Y.3
Sato, M.4
-
8
-
-
0034340689
-
Shape fluctuations and random matrices
-
K. Johansson, Shape fluctuations and random matrices. Comm. Math. Phys. 209(2):437-476 (2000).
-
(2000)
Comm. Math. Phys
, vol.209
, Issue.2
, pp. 437-476
-
-
Johansson, K.1
-
9
-
-
0035641726
-
On the distribution of the largest eigenvalue in principal components analysis
-
I. M. Johnstone, On the distribution of the largest eigenvalue in principal components analysis. Ann. Statist. 29(2):295-327 (2001).
-
(2001)
Ann. Statist
, vol.29
, Issue.2
, pp. 295-327
-
-
Johnstone, I.M.1
-
10
-
-
8644242358
-
Matrix models for circular ensembles
-
R. Killip and I. Nenciu, Matrix models for circular ensembles. Int. Math. Res. Not. (50):2665-2701 (2004).
-
(2004)
Int. Math. Res. Not
, vol.50
, pp. 2665-2701
-
-
Killip, R.1
Nenciu, I.2
-
11
-
-
0036360694
-
Universality for eigenvalue correlations from the modified Jacobi unitary ensemble
-
30):1575-1600 2002
-
A. B. J. Kuijlaars and M. Vanlessen, Universality for eigenvalue correlations from the modified Jacobi unitary ensemble. Int. Math. Res. Not. (30):1575-1600 (2002).
-
Int. Math. Res. Not
-
-
Kuijlaars, A.B.J.1
Vanlessen, M.2
-
12
-
-
0004163930
-
-
2nd ed, Academic Press Inc, Boston, MA
-
M. L. Mehta, Random Matrices, 2nd ed. (Academic Press Inc., Boston, MA, 1991).
-
(1991)
Random Matrices
-
-
Mehta, M.L.1
-
13
-
-
34249871970
-
-
B. Øksendal, Stochastic Differential Equations: An Introduction with Applications, 5th ed., (Springer-Verlag, Berlin, 2000).
-
B. Øksendal, Stochastic Differential Equations: An Introduction with Applications, 5th ed., (Springer-Verlag, Berlin, 2000).
-
-
-
-
14
-
-
34249863921
-
Beta ensembles, stochastic airy spectrum, and a diffusion
-
Preprint
-
J. A. Ramírez, B. Rider, and Bálint Virág, Beta ensembles, stochastic airy spectrum, and a diffusion. Preprint.
-
-
-
Ramírez, J.A.1
Rider, B.2
Virág, B.3
-
15
-
-
0001629248
-
The smallest eigenvalue of a large-dimensional Wishart matrix
-
J. W. Silverstein, The smallest eigenvalue of a large-dimensional Wishart matrix. Ann. Probab. 13(4):1364-1368 (1985).
-
(1985)
Ann. Probab
, vol.13
, Issue.4
, pp. 1364-1368
-
-
Silverstein, J.W.1
-
17
-
-
34249895348
-
-
G. Szego, Orthogonal Polynomials, XXIII, 4th ed. (American Mathematical Society, Providence, R.I., 1975. American Mathematical Society, Colloquium Publications).
-
G. Szego, Orthogonal Polynomials, vol. XXIII, 4th ed. (American Mathematical Society, Providence, R.I., 1975. American Mathematical Society, Colloquium Publications).
-
-
-
-
18
-
-
0000649044
-
Introduction to random matrices
-
Geometric and Quantum Aspects of Integrable Systems Scheveningen, 1992, of, Springer, Berlin
-
C. A. Tracy and H. Widom, Introduction to random matrices. In Geometric and Quantum Aspects of Integrable Systems (Scheveningen, 1992), volume 424 of Lecture Notes in Phys., pp. 103-130. (Springer, Berlin 1993).
-
(1993)
Lecture Notes in Phys
, vol.424
, pp. 103-130
-
-
Tracy, C.A.1
Widom, H.2
-
19
-
-
13844256077
-
Level-spacing distributions and the Airy kernel
-
C. A. Tracy and H. Widom, Level-spacing distributions and the Airy kernel. Phys. Lett. B 305:115-118 (1993).
-
(1993)
Phys. Lett. B
, vol.305
, pp. 115-118
-
-
Tracy, C.A.1
Widom, H.2
-
20
-
-
27644532196
-
Level-spacing distributions and the Airy kernel
-
C. A. Tracy and H. Widom, Level-spacing distributions and the Airy kernel. Comm. Math. Phys. 159(1):151-174 (1994).
-
(1994)
Comm. Math. Phys
, vol.159
, Issue.1
, pp. 151-174
-
-
Tracy, C.A.1
Widom, H.2
-
21
-
-
0342395256
-
Level spacing distributions and the Bessel kernel
-
C. A. Tracy and H. Widom, Level spacing distributions and the Bessel kernel. Comm. Math. Phys. 161(2):289-309 (1994).
-
(1994)
Comm. Math. Phys
, vol.161
, Issue.2
, pp. 289-309
-
-
Tracy, C.A.1
Widom, H.2
-
22
-
-
0030545965
-
On orthogonal and symplectic matrix ensembles
-
C. A. Tracy and H. Widom, On orthogonal and symplectic matrix ensembles. Comm. Math. Phys. 177(3):727-754 (1996).
-
(1996)
Comm. Math. Phys
, vol.177
, Issue.3
, pp. 727-754
-
-
Tracy, C.A.1
Widom, H.2
-
23
-
-
34249867462
-
-
C. A. Tracy and H. Widom, The distribution of the largest eigenvalue in the Gaussian ensembles: β = 1, 2, 4. In Calogero-Moser-Sutherland Models (Montréal, QC, 1997), CRM Ser. Math. Phys., pp. 461-472. (Springer, New York, 2000).
-
C. A. Tracy and H. Widom, The distribution of the largest eigenvalue in the Gaussian ensembles: β = 1, 2, 4. In Calogero-Moser-Sutherland Models (Montréal, QC, 1997), CRM Ser. Math. Phys., pp. 461-472. (Springer, New York, 2000).
-
-
-
-
24
-
-
0011438216
-
Eigenvalue distributions of large Hermitian matrices; Wigner's semicircle law and a theorem of Kac, Murdock, and Szegǒ
-
H. F. Trotter, Eigenvalue distributions of large Hermitian matrices; Wigner's semicircle law and a theorem of Kac, Murdock, and Szegǒ. Adv. Math. 54(1):67-82 (1984).
-
(1984)
Adv. Math
, vol.54
, Issue.1
, pp. 67-82
-
-
Trotter, H.F.1
|