From sine kernel to Poisson statistics

DOI10.1214/EJP.v19-3742zbMath1334.60078arXiv1407.5402OpenAlexW2101710361MaRDI QIDQ2514306

Laure Dumaz, Romain Allez

Publication date: 3 February 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.5402

zbMATH Keywords

weak convergencerandom matricespoint processesdiffusionsPoisson processexit time problem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Diffusion processes (60J60) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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