The Wigner semi-circle law and eigenvalues of matrix-valued diffusions
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Publication:1203914
DOI10.1007/BF01195231zbMath0767.60050OpenAlexW2031256887MaRDI QIDQ1203914
Publication date: 22 March 1993
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01195231
measure-valued processinteracting particles systemsystem of stochastic differential equationsWigner semi-circle density
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- COMPLEX FOURIER--BESSEL TRANSFORMS
- Periodic Sigma Functions
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