The KPZ equation and moments of random matrices

Vadim Gorin   ; Sasha Sodin

Žurnal matematičeskoj fiziki, analiza, geometrii, Tome 14 (2018) no. 3, pp. 286-296

Résumé

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.

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