FROM RANDOM MATRICES TO STOCHASTIC OPERATORS ALAN EDELMAN AND BRIAN D. SUTTON Abstract. We propose that classical random matrix models are properly viewed as finite difference schemes for stochastic differential operator - Hermitian matrix - Document - PDFSEARCH.IO

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	FROM RANDOM MATRICES TO STOCHASTIC OPERATORS ALAN EDELMAN AND BRIAN D. SUTTON Abstract. We propose that classical random matrix models are properly viewed as finite difference schemes for stochastic differential operator Add to Reading List Document Date: 2007-08-01 16:12:27 Open Document File Size: 407,21 KB Share Result on Facebook

FROM RANDOM MATRICES TO STOCHASTIC OPERATORS ALAN EDELMAN AND BRIAN D. SUTTON Abstract. We propose that classical random matrix models are properly viewed as finite difference schemes for stochastic differential operatorAdd to Reading List