Showing math.PRShow all
2 papers · 1 filter
math.PR2019
On the Convergence of Random Tridiagonal Matrices to Stochastic Semigroups
Pierre Yves Gaudreau Lamarre
We develop an improved version of the stochastic semigroup approach to study the edge of -ensembles pioneered by Gorin and Shkolnikov, and later extended to rank-one additive pe…
math.PR2017
Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions
Pierre Yves Gaudreau Lamarre, Mykhaylo Shkolnikov
We access the edge of Gaussian beta ensembles with one spike by analyzing high powers of the associated tridiagonal matrix models. In the classical cases beta=1, 2, 4, this corresp…