The KPZ equation and moments of random matrices

Vadim Gorin, Sasha Sodin

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

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.

Original languageEnglish
Pages (from-to)286-296
Number of pages11
JournalJournal of Mathematical Physics, Analysis, Geometry
Volume14
Issue number3
DOIs
StatePublished - 2018
Externally publishedYes

Bibliographical note

Publisher Copyright:
© Vadim Gorin and Sasha Sodin, 2018.

Keywords

  • Airy process
  • Cole-Hopf solution
  • KPZ equation
  • Random matrices

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