A Brownian-Motion Model for the Eigenvalues of a Random Matrix

Freeman J. Dyson

Type: Article

Publication Date: 1962-11-01

Citations: 1053

DOI: https://doi.org/10.1063/1.1703862

View Publication

Locations

Journal of Mathematical Physics - View

Similar Works

Action	Title	Year	Authors
+	Brownian motion model of random matrices revisited	1998	Sudhir R. Jain Zafar Ahmed
+	Brownian motion model of random matrices revisited	1998	Sudhir R. Jain Zafar Ahmed
+	Stochastic and Quantum Dynamics of Repulsive Particles: from Random Matrix Theory to Trapped Fermions	2021	Tristan Gautié
+	Stochastic and Quantum Dynamics of Repulsive Particles: from Random Matrix Theory to Trapped Fermions	2021	Tristan Gautié
+	On the Brownian-motion model for the eigenvalues of a random matrix	1965	F. Rosenzweig
+ PDF Chat	Brownian motion model of random matrices revisited	2000	Sudhir R. Jain Zafar Ahmed
+	Quantum Separation of Variables and Multi-component Dyson Brownian Motion	2004	Igor Loutsenko
+	Random matrix theory: Dyson Brownian motion	2020	Gianluca Finocchio
+	Brownian motion model of random matrices revisited	2000	Sudhir R. Jain
+	Recent advances on eigenvalues of matrix-valued stochastic processes	2021	Jian Song Jianfeng Yao Wangjun Yuan
+ PDF Chat	Random matrix theory	2011	Yan V. Fyodorov
+	Recent advances on eigenvalues of matrix-valued stochastic processes	2021	Jian Song Jianfeng Yao Wangjun Yuan
+	Noncolliding processes, matrix-valued processes and determinantal processes	2010	Makoto Katori Hideki Tanemura
+	Infinite-dimensional stochastic differential equations related to random matrices	2010	Hirofumi Osada
+	Infinite-dimensional stochastic differential equations related to random matrices	2010	Hirofumi Osada
+	Towards Non-Hermitian Random Levy Matrices	2007	Ewa Gudowska–Nowak Andrzej Jarosz Maciej A. Nowak Gábor Papp
+	Brownian-motion ensembles of random matrix theory: A classification scheme and an integral transform method	2006	A. F. Macedo-Junior A. M. S. Macêdo
+	A Dynamical Approach to Random Matrix Theory	2017	László Erdős Horng‐Tzer Yau
+	Stochastic analysis of infinite particle systems—A new development in classical stochastic analysis and dynamical universality of random matrices	2023	Hirofumi Osada
+	Dyson Model	2015	Makoto Katori

Works That Cite This (901)

Action	Title	Year	Authors
+ PDF Chat	On the gap probability of the tacnode process	2024	Luming Yao Lun Zhang
+ PDF Chat	Riemann–Hilbert approach to multi-time processes: The Airy and the Pearcey cases	2012	Marco Bertola Mattia Cafasso
+ PDF Chat	Large deviations for sticky Brownian motions	2020	Guillaume Barraquand Mark Rychnovsky
+ PDF Chat	Elliptic Bessel processes and elliptic Dyson models realized as temporally inhomogeneous processes	2016	Makoto Katori
+	Global fluctuations for 1D log-gas dynamics	2018	Jérémie Unterberger
+	A random walk approach to linear statistics in random tournament ensembles	2018	Christopher Joyner Uzy Smilansky
+ PDF Chat	A Bound for Size Ramsey Numbers of Multi-partite Graphs	2007	Yuqin Sun Yusheng Li
+ PDF Chat	Non-Colliding Paths in the Honeycomb Dimer Model and the Dyson Process	2007	Cédric Boutillier
+ PDF Chat	Cyclic Pólya Ensembles on the Unitary Matrices and their Spectral Statistics	2023	Mario Kieburg Shi‐Hao Li Jiyuan Zhang Peter J. Forrester
+	On eigenvalues of the Brownian sheet matrix	2023	Jian Song Yimin Xiao Wangjun Yuan

Works Cited by This (2)

Action	Title	Year	Authors
+	The Threefold Way. Algebraic Structure of Symmetry Groups and Ensembles in Quantum Mechanics	1962	Freeman J. Dyson
+	Statistical Theory of the Energy Levels of Complex Systems. I	1962	Freeman J. Dyson