FROM RANDOM MATRICES TO STOCHASTIC OPERATORS.pdf
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FROM RANDOM MATRICES TO STOCHASTIC OPERATORS arXiv:math-ph/0607038v2 7 Sep 2006 ALAN EDELMAN AND BRIAN D. SUTTON Abstract. We propose that classical random matrix models are properly viewed as finite difference schemes for stochastic differen- tial operators. Three particular stochastic operators commonly arise,…
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