A random matrix model for the Gaussian distribution

DOI10.1007/S10998-006-0005-4MaRDI QIDQ858123zbMATH OpenOpenAlexFDO

Authors Víctor Pérez-Abreu

Publication date 8 January 2007

Published in Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10998-006-0005-4

zbMATH Keywords

confluent hypergeometric functionWigner lawmatrix valued Brownian motionmixture of measuretype G, semicircle lawmatrix valued Lévy process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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Cited in

(3)

• Stable probability of reduced matrix obtained by Gaussian random projection
• Various equations for gap probabilities of coupled Gaussian matrices
• Random matrices with complex Gaussian entries

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