2 citations · 2 across the 2 of their papers we have counts for
2 papers
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.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…