Convergence of the empirical spectral distribution of Gaussian matrix-valued processes
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Publication:2631835
DOI10.1214/18-EJP203zbMath1427.15037arXiv1801.02111MaRDI QIDQ2631835
Arturo Jaramillo, José Luis Pérez Garmendia, Juan Carlos Pardo
Publication date: 16 May 2019
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.02111
Stochastic calculus of variations and the Malliavin calculus (60H07) Random matrices (algebraic aspects) (15B52) Numerical solutions to stochastic differential and integral equations (65C30) Convergence of probability measures (60B10)
Related Items (3)
On collision of multiple eigenvalues for matrix-valued Gaussian processes ⋮ Recent advances on eigenvalues of matrix-valued stochastic processes ⋮ Fluctuations for matrix-valued Gaussian processes
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