A spectral dominance approach to large random matrices
From MaRDI portal
Publication:2153707
DOI10.1016/j.matpur.2022.06.001zbMath1492.60013arXiv2105.08983OpenAlexW3160947467WikidataQ114148543 ScholiaQ114148543MaRDI QIDQ2153707
Mérouane Debbah, Charles Bertucci, Jean-Michel Lasry, Pierre-Louis Lions
Publication date: 13 July 2022
Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.08983
Random matrices (probabilistic aspects) (60B20) Limit theorems in probability theory (60F99) Viscosity solutions to PDEs (35D40)
Related Items (2)
On systems of particles in singular repulsive interaction in dimension one: log and Riesz gas ⋮ Duality for optimal couplings in free probability
Cites Work
- The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations
- Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
- A remark on the definitions of viscosity solutions for the integro-differential equations with Lévy operators
- Wishart processes
- The Wigner semi-circle law and eigenvalues of matrix-valued diffusions
- Stochastic calculus with respect to free Brownian motion and analysis on Wigner space
- Interacting Brownian particles and the Wigner law
- Dynamics of a planar Coulomb gas
- Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential
- Random regularization of Brown spectral measure
- Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies
- 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
- Free Random Variables
- An Introduction to Random Matrices
- Viscosity Solutions of Hamilton-Jacobi Equations
- A Brownian-Motion Model for the Eigenvalues of a Random Matrix
- Some Relations Between Nonexpansive and Order Preserving Mappings
- Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels
- User’s guide to viscosity solutions of second order partial differential equations
- Invariant β-Wishart ensembles, crossover densities and asymptotic corrections to the Marčenko–Pastur law
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
This page was built for publication: A spectral dominance approach to large random matrices