On the non-commutative fractional Wishart process

DOI10.1016/j.jfa.2016.10.008zbMath1362.60040arXiv1504.05079OpenAlexW2530879939MaRDI QIDQ333124

Juan Carlos Pardo, José Luis Pérez Garmendia, Victor Perez-Abreu

Publication date: 9 November 2016

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.05079

zbMATH Keywords

stochastic differential equationeigenvaluesfractional calculusfunctional limit theoremYoung integralmeasure-valued processfractional Wishart matrix process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Random matrices (probabilistic aspects) (60B20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Unnamed Item ⋮ On collision of multiple eigenvalues for matrix-valued Gaussian processes ⋮ Completely random measures and Lévy bases in free probability ⋮ Recent advances on eigenvalues of matrix-valued stochastic processes

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