Random eigenvalues from a stochastic heat equation

Carlos G. Pacheco

Statistics & Probability Letters, 2017, vol. 123, issue C, 114-121

Abstract: In this paper we prove the convergence of the eigenvalues of a random matrix that approximates a random Schrödinger operator. Originally, such random operator arises from a stochastic heat equation. The proof uses a detailed topological analysis of certain spaces of functions where the operators act.

Keywords: Stochastic heat equation; Weak stochastic operator; Random matrix; Spectrum; Eigenvalues (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:123:y:2017:i:c:p:114-121

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DOI: 10.1016/j.spl.2016.12.008

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