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math.PR2008★ 43 cited
Edge scaling limits for a family of non-Hermitian random matrix ensembles
Martin Bender
A family of random matrix ensembles interpolating between the GUE and the Ginibre ensemble of matrices with iid centered complex Gaussian entries is considered. The asy…
math.PR2006
Global Fluctuations in General Beta Dyson Brownian Motion
Martin Bender
We consider a system of diffusing particles on the real line in a quadratic external potential and with repulsive electrostatic interaction. The empirical measure process is known…