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math.PR2018
Gaussian fluctuations for products of random matrices
Vadim Gorin, Yi Sun
We study global fluctuations for singular values of -fold products of several right-unitarily invariant random matrix ensembles. As , we show the fluc…
math.PR2018
A stochastic telegraph equation from the six-vertex model
Alexei Borodin, Vadim Gorin
A stochastic telegraph equation is defined by adding a random inhomogeneity to the classical (second order linear hyperbolic) telegraph differential equation. The inhomogeneities w…