High-dimensional central limit theorems for a class of particle systems
DOI10.1214/21-EJP646zbMATH Open1480.60184MaRDI QIDQ2042816FDOQ2042816
Authors: Yanyan Li 
Publication date: 21 July 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Recommendations
- High-dimensional limits of eigenvalue distributions for general Wishart process
- CENTRAL LIMIT TYPE THEOREM FOR WEIGHTED PARTICLE SYSTEMS
- Central limit theorem for a class of linear systems
- Central limit theorem for a system of Markovian particles with mean field interactions
- Global fluctuations in general \(\beta \) Dyson's Brownian motion
central limit theoremDyson's Brownian motionWishart processparticle systemmatrix-valued Ornstein-Uhlenbeck processsquared Bessel particle system
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)
Cites Work
- Title not available (Why is that?)
- An introduction to random matrices
- Title not available (Why is that?)
- Wishart processes
- Comparison theorems for stochastic differential equations in finite and infinite dimensions
- Free Random Variables
- A Brownian-Motion Model for the Eigenvalues of a Random Matrix
- Title not available (Why is that?)
- Limit laws for random matrices and free products
- Interacting Brownian particles and the Wigner law
- Diffusing particles with electrostatic repulsion
- Fluctations of the empirical law of large random matrices
- On the traces of Laguerre processes
- The Wigner semi-circle law and eigenvalues of matrix-valued diffusions
- Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies
- Functional limit theorems for trace processes in a Dyson Brownian motion
- Multidimensional Yamada-Watanabe theorem and its applications to particle systems
- Uniqueness for a weak nonlinear evolution equation and large deviations for diffusing particles with electrostatic repulsion
- On the law of large numbers for the empirical measure process of generalized Dyson Brownian motion
- On squared Bessel particle systems
- Strong solutions of non-colliding particle systems
- High-dimensional limits of eigenvalue distributions for general Wishart process
Cited In (7)
- Title not available (Why is that?)
- Eigenvalue distributions of high-dimensional matrix processes driven by fractional Brownian motion
- On the asymptotic aggregation of high dimensional systems
- Recent advances on eigenvalues of matrix-valued stochastic processes
- Gaussian fluctuation for Gaussian Wishart matrices of overall correlation
- Fluctuations of particle systems determined by Schur generating functions
- CENTRAL LIMIT TYPE THEOREM FOR WEIGHTED PARTICLE SYSTEMS
This page was built for publication: High-dimensional central limit theorems for a class of particle systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2042816)
