Stochastic Airy semigroup through tridiagonal matrices
We determine the operator limit for large powers of random symmetric tridiagonal matrices as the size of the matrix grows. The result provides a novel expression in terms of functionals of Brownian motions for the Laplace transform of the Airy β process, which describes the largest eigenvalues in th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematical Statistics
2020
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| Subjects: | |
| Online Access: | https://hdl.handle.net/1721.1/123482 |