Fluctuations of \(\beta\)-Jacobi product processes

DOI10.1007/S00440-022-01109-0zbMath1489.60124arXiv1910.00743OpenAlexW2977503922MaRDI QIDQ2139996

Andrew Ahn

Publication date: 20 May 2022

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.00743

zbMATH Keywords

singular valuesproducts of random matricesbeta ensembleMacdonald processes

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Basic orthogonal polynomials and functions associated with root systems (Macdonald polynomials, etc.) (33D52)

Related Items (2)

Lyapunov exponent, universality and phase transition for products of random matrices ⋮ Random neural networks in the infinite width limit as Gaussian processes

Uses Software

• DLMF

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