Limit theorems for moment processes of beta Dyson’s Brownian motions and beta Laguerre processes

DOI10.1142/s2010326323500053zbMath1523.60135arXiv2103.09980OpenAlexW3138758835WikidataQ122296780 ScholiaQ122296780MaRDI QIDQ6077689

Trinh Khanh Duy, Hoang Dung Trinh, Fumihiko Nakano

Publication date: 26 September 2023

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.09980

zbMATH Keywords

moment methodDyson's Brownian motionassociated Laguerre polynomialsassociated Hermite polynomialsbeta Laguerre process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65) Stochastic integrals (60H05)

Related Items (1)

Functional equations solving initial-value problems of complex Burgers-type equations for one-dimensional log-gases

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