Free Wishart processes
DOI10.1007/S10959-005-3511-ZzbMATH Open1084.46051OpenAlexW2028247827MaRDI QIDQ1780932FDOQ1780932
Authors: Mireille Capitaine, Catherine Donati-Martin 
Publication date: 14 June 2005
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-005-3511-z
Recommendations
Random matrices (algebraic aspects) (15B52) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Free probability and free operator algebras (46L54) Quantum stochastic calculus (81S25)
Cites Work
- Wishart processes
- Free Random Variables
- Title not available (Why is that?)
- On the multiplication of free N -tuples of noncommutative random variables
- Limit laws for random matrices and free products
- On the free convolution with a semi-circular distribution
- Stochastic calculus with respect to free Brownian motion and analysis on Wigner space
- Large deviation bounds for matrix Brownian motion
- Free diffusions, free entropy and free Fisher information
- Computation of some examples of Brown's spectral measure in free probability
Cited In (16)
- On the rough-paths approach to non-commutative stochastic calculus
- Title not available (Why is that?)
- Wigner chaos and the fourth moment
- A characterization of Wishart processes and Wishart distributions
- Itô's formula for noncommutative \(C^2\) functions of free Itô processes
- Functional equations solving initial-value problems of complex Burgers-type equations for one-dimensional log-gases
- Universality classes for general random matrix flows
- The Brown measure of a family of free multiplicative Brownian motions
- Infinite-dimensional Wishart processes
- The Cℓ‐free process
- Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws
- Free Jacobi process
- On the non-commutative fractional Wishart process
- Strong solutions to a beta-Wishart particle system
- On free stochastic differential equations
- Matrix-valued Bessel processes
This page was built for publication: Free Wishart processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1780932)
