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math.PRApr 19, 2018
11
citations (OpenAlex)
authors
  • Balint Virag
arXiv abstractPDF
paper

Operator limits of random matrices

arXiv:1804.06953

Abstract

We present a brief introduction to the theory of operator limits of random matrices to non-experts. Several open problems and conjectures are given. Connections to statistics, integrable systems, orthogonal polynomials, and more, are discussed.

arXiv commentThis is from 2014

References in corpus (12)

  • Beta ensembles, stochastic Airy spectrum, and a diffusion
  • Continuum limits of random matrices and the Brownian carousel
  • High Dimensional Statistical Inference and Random Matrices
  • Edge Universality of Beta Ensembles
  • From Random Matrices to Stochastic Operators
  • Limits of spiked random matrices I
  • Diffusion at the random matrix hard edge
  • Large gaps between random eigenvalues
  • Gaussian multiplicative chaos and applications: a review
  • Transport maps for Beta-matrix models and Universality
  • Hard edge for beta-ensembles and Painlevé III
  • Large deviations for the Sine_beta and Sch_tau processes

Cited by in corpus (4)

  • Full counting statistics for interacting trapped fermions
  • The lower tail of the half-space KPZ equation
  • Semigroups for One-Dimensional Schrödinger Operators with Multiplicative Gaussian Noise
  • Dimension Results for the Spectral Measure of the Circular Beta Ensembles
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