activity
20122023
most citedEdge scaling of the β-Jacobi ensemble

16 citations · 22 across the 7 of their papers we have counts for

collaborators

8 papers

math.CA2023★ 1 cited

A double scaling limit for the d-PII equation with boundary conditions

Maurice Duits, Diane Holcomb

We study a double scaling limit for a solution of the discrete Painlevé II equation with boundary conditions. The location of the right boundary point is in the critical regime whe…

math.PR2020★ 1 cited

Evolution of the Stochastic Airy eigenvalues under a changing boundary

Angelica Gonzalez, Diane Holcomb

The Airy point process, originally introduced by Ramírez, Rider, and Virág, is defined as the spectrum of the stochastic Airy operator acting on a subspace of $…

math.PR2018★ 1 cited

The maximum deviation of the Sine counting process

Diane Holcomb, Elliot Paquette

In this paper, we consider the maximum of the counting process from its expectation. We show the leading order behavior is consistent with the predictions of log-co…

math.PR2017★ 2 cited

Tridiagonal Models for Dyson Brownian Motion

Diane Holcomb, Elliot Paquette

In this paper, we consider tridiagonal matrices the eigenvalues of which evolve according to -Dyson Brownian motion. This is the stochastic gradient flow on given…

math.PR2016

The random matrix hard edge: rare events and a transition

Diane Holcomb

We study probabilities of various rare events for the limiting point process that appears at the random matrix hard edge. We also show a transition from hard edge to bulk behavior.…

math.PR2015

Overcrowding asymptotics for the Sine_beta process

Diane Holcomb, Benedek Valkó

We give overcrowding estimates for the Sine_beta process, the bulk point process limit of the Gaussian beta-ensemble. We show that the probability of having at least n points in a…