WIAS Preprint No. 1998, (2014)
From Sine kernel to Poisson statistics
Authors
- Allez, Romain
- Dumaz, Laure
2010 Mathematics Subject Classification
- 15B52 60B20 37A50
Keywords
- Random matrices, Dyson Brownian motion, Langevin diffusion, non-confining potentials
DOI
Appeared in
- Electron. J. Probab., 19 (2014), pp. 114/1-114/25.
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