Brian D. Sutton
Randolph–Macon College
Journal of Statistical Physics | 2007
Alan Edelman; Brian D. Sutton
We propose that classical random matrix models are properly viewed as finite difference schemes for stochastic differential operators. Three particular stochastic operators commonly arise, each associated with a familiar class of local eigenvalue behavior. The stochastic Airy operator displays soft edge behavior, associated with the Airy kernel. The stochastic Bessel operator displays hard edge behavior, associated with the Bessel kernel. The article concludes with suggestions for a stochastic sine operator, which would display bulk behavior, associated with the sine kernel.
SIAM Journal on Matrix Analysis and Applications | 2005
Alan Edelman; Brian D. Sutton
Let
SIAM Journal on Matrix Analysis and Applications | 2008
Matthew Booth; Philip Hackney; Benjamin Harris; Charles R. Johnson; Margaret Lay; Lon H. Mitchell; Sivaram K. Narayan; Amanda Pascoe; Kelly Steinmetz; Brian D. Sutton; Wendy Wang
\kappa
Foundations of Computational Mathematics | 2008
Alan Edelman; Brian D. Sutton
be the condition number of an
SIAM Journal on Matrix Analysis and Applications | 2005
Charles R. Johnson; Brian D. Sutton
m
Linear Algebra and its Applications | 2003
Charles R. Johnson; António Leal Duarte; Carlos M. Saiago; Brian D. Sutton; Andrew J. Witt
-by-
Linear & Multilinear Algebra | 2011
Matthew Booth; Philip Hackney; Benjamin Harris; Charles R. Johnson; Margaret Lay; Terry D. Lenker; Lon H. Mitchell; Sivaram K. Narayan; Amanda Pascoe; Brian D. Sutton
n
Numerical Algorithms | 2009
Brian D. Sutton
matrix with independent standard Gaussian entries, either real (
SIAM Journal on Matrix Analysis and Applications | 2012
Brian D. Sutton
\beta = 1
Linear & Multilinear Algebra | 2009
Charles R. Johnson; Brian D. Sutton; Andrew J. Witt
) or complex (
