Singular-values of matrix-valued Ornstein-Uhlenbeck processes (Q1613604)
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scientific article; zbMATH DE number 1792511
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| English | Singular-values of matrix-valued Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 1792511 |
Statements
Singular-values of matrix-valued Ornstein-Uhlenbeck processes (English)
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29 August 2002
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measure-valued diffusions
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singular-values
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Wigner law
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0.8040930032730103
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0.8040930032730103
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0.7571629881858826
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0.7496476769447327
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