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20062016
most citedBeta ensembles, stochastic Airy spectrum, and a diffusion

243 citations · 330 across the 10 of their papers we have counts for

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Showing math.PRShow all

6 papers · 1 filter

math.PR2015★ 3 cited

Spiking the random matrix hard edge

Jose A. Ramirez, Brian Rider

We characterize the limiting smallest eigenvalue distributions (or hard edge laws) for sample covariance type matrices drawn from a spiked population. In the case of a single spike…

math.PR2011

Hard edge tail asymptotics

Jose A. Ramirez, Brian Rider, Ofer Zeitouni

Let be the limiting smallest eigenvalue in the general (β, a)-Laguerre ensemble of random matrix theory. Here β>0, a >-1; for β=1,2,4 and integer a, this object governs the sin…

math.PR2009

Bulk universality for Wigner hermitian matrices with subexponential decay

Laszlo Erdos, Jose Ramirez, Benjamin Schlein +3

We consider the ensemble of Wigner hermitian matrices that generalize the Gaussian unitary ensemble (GUE). The matrix element…

math.PR2008★ 53 cited

Diffusion at the random matrix hard edge

Jose A. Ramirez, Brian Rider

We show that the limiting minimal eigenvalue distributions for a natural generalization of Gaussian sample-covariance structures (the "beta ensembles") are described by the spectru…

math.PR2006

Shape of the ground state energy density of Hill's equation with nice Gaussian potential

Jose A. Ramirez, Brian Rider

Consider Hill's operator Q = -D^2 + q(x) in which the potential q(x) is an almost surely continuous and rotation invariant Gaussian process on the circle of perimeter one. Viewing…

math.PR2006★ 243 cited

Beta ensembles, stochastic Airy spectrum, and a diffusion

Jose Ramirez, Brian Rider, Balint Virag

We prove that the largest eigenvalues of the beta ensembles of random matrix theory converge in distribution to the low-lying eigenvalues of the random Schroedinger operator -d^2/d…