243 citations · 573 across the 28 of their papers we have counts for
29 papers
Universality of the Stochastic Bessel Operator
Brian Rider, Patrick Waters
We establish universality at the hard edge for general beta ensembles provided that the background potential V is a polynomial such that x -> V(x^2) is uniformly convex and beta is…
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…
Matrix Dufresne Identity
Brian Rider, Benedek Valko
We prove a version of the classical Dufresne identity for matrix processes. In particular, we show that the inverse Wishart laws on the space of positive definite r x r matrices ca…
Universality of the Stochastic Airy Operator
Manjunath Krishnapur, Brian Rider, Balint Virag
We introduce a new method for studying universality of random matrices. Let T_n be the Jacobi matrix associated to the Dyson beta ensemble with uniformly convex polynomial potentia…
Extremal laws for the real Ginibre ensemble
Brian Rider, Christopher D. Sinclair
The real Ginibre ensemble refers to the family of matrices in which each entry is an independent Gaussian random variable of mean zero and variance one. Our main result…
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…