On collision of multiple eigenvalues for matrix-valued Gaussian processes
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Publication:2033127
DOI10.1016/j.jmaa.2021.125261OpenAlexW3157114897MaRDI QIDQ2033127
Publication date: 14 June 2021
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.15839
random matricesHausdorff dimensionhitting probabilitiesGaussian unitary ensembleGaussian random fieldDyson's Brownian motionGaussian orthogonal ensemblecollision of eigenvalues
Gaussian processes (60G15) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)
Related Items (3)
Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices ⋮ On eigenvalues of the Brownian sheet matrix ⋮ Recent advances on eigenvalues of matrix-valued stochastic processes
Cites Work
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