A diffusive matrix model for invariant \(\beta\)-ensembles (Q388940)

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A diffusive matrix model for invariant \(\beta\)-ensembles
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    A diffusive matrix model for invariant \(\beta\)-ensembles (English)
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    17 January 2014
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    random matrices
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    stochastic calculus
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    interacting particles system
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    Dyson Brownian motion
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