The KPZ equation and moments of random matrices
Probability
2018-12-14 v2 Mathematical Physics
math.MP
Spectral Theory
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.
Cite
@article{arxiv.1801.02574,
title = {The KPZ equation and moments of random matrices},
author = {Vadim Gorin and Sasha Sodin},
journal= {arXiv preprint arXiv:1801.02574},
year = {2018}
}
Comments
10pp; fixed typos in eq. (1.2) and Rmk. 1.2