The Wigner semi-circle law and eigenvalues of matrix-valued diffusions
From MaRDI portal
Publication:1203914
DOI10.1007/BF01195231zbMath0767.60050OpenAlexW2031256887MaRDI QIDQ1203914
Publication date: 22 March 1993
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01195231
measure-valued processinteracting particles systemsystem of stochastic differential equationsWigner semi-circle density
Related Items
Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies, Large deviations for empirical measures with degenerate limiting distribution, Interacting Brownian particles and the Wigner law, Singular-values of matrix-valued Ornstein-Uhlenbeck processes, Nonlinear martingale problems involving singular integrals, Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited, Asymptotic fluctuations of a particle system with singular interaction., Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential, A spectral dominance approach to large random matrices, On the non-commutative fractional Wishart process, Universality classes for general random matrix flows, Functional equations solving initial-value problems of complex Burgers-type equations for one-dimensional log-gases, High-dimensional limits of eigenvalue distributions for general Wishart process, On the law of large numbers for the empirical measure process of generalized Dyson Brownian motion, Determinantal martingales and noncolliding diffusion processes, On the Process of the Eigenvalues of a Hermitian Lévy process, On eigenvalues of the Brownian sheet matrix, On systems of particles in singular repulsive interaction in dimension one: log and Riesz gas, Dyson Brownian motion for general \(\beta\) and potential at the edge, Global fluctuations in general \(\beta \) Dyson's Brownian motion, On fluctuations of eigenvalues of random Hermitian matrices., Tightness results for infinite-slit limits of the chordal Loewner equation, Hydrodynamic limit of multiple SLE, Approximating and Simulating Multivalued Stochastic Differential Equations, Uniqueness for a weak nonlinear evolution equation and large deviations for diffusing particles with electrostatic repulsion, Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials, Phase transitions for products of characteristic polynomials under Dyson Brownian motion, High-dimensional central limit theorems for a class of particle systems, On the eigenvalue process of a matrix fractional Brownian motion, Recent advances on eigenvalues of matrix-valued stochastic processes, Multiple SLE and the complex Burgers equation, Isomorphisms of \(\beta\)-Dyson's Brownian motion with Brownian local time, Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles, A nonlinear stochastic differential equation involving the Hilbert transform, Random regularization of Brown spectral measure
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A martingale approach to the law of large numbers for weakly interacting stochastic processes
- A Brownian-Motion Model for the Eigenvalues of a Random Matrix
- Large deviations from the mckean-vlasov limit for weakly interacting diffusions
- COMPLEX FOURIER--BESSEL TRANSFORMS
- Periodic Sigma Functions
