Vadim Gorin, Sasha Sodin, “The KPZ equation and moments of random matrices”, Журн. матем. физ., анал., геом., 2018, том 14, номер 3,страницы 286

Эта публикация цитируется в 3 статьях

The KPZ equation and moments of random matrices

Vadim Gorin^ab, Sasha Sodin^cd

^a Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, MA, 02139-4307, USA
^b Institute for Information Transmission Problems of Russian Academy of Sciences, Bolshoy Karetny per. 19, build. 1, Moscow 127051, Russia
^c School of Mathematical Sciences, Tel Aviv University, Tel Aviv, 69978, Israel
^d School of Mathematical Sciences, Queen Mary University of London, London E1 4NS, United Kingdom

Аннотация: The logarithm of the diagonal matrix element of a high power of a random matrix converges to the Cole–Hopf solution of the Kardar–Parisi–Zhang equation in the sense of one-point distributions.

Ключевые слова и фразы: KPZ equation, Cole–Hopf solution, Airy process, random matrices.

MSC: 60B20, 60H15

Поступила в редакцию: 29.01.2018

Язык публикации: английский

DOI: 10.15407/mag14.03.286