Functional limit theorems for trace processes in a Dyson Brownian motion (Q3533353)
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scientific article; zbMATH DE number 5356193
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| English | Functional limit theorems for trace processes in a Dyson Brownian motion |
scientific article; zbMATH DE number 5356193 |
Statements
23 October 2008
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matrix Brownian motion
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Gaussian unitary ensemble, interacting diffusions
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propagation of chaos
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Wigner semicircle law
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central limit theorem
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0.7815018892288208
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0.779608964920044
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0.7747037410736084
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0.7738498449325562
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0.7734197974205017
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