Functional limit theorems for trace processes in a Dyson Brownian motion
From MaRDI portal
Publication:3533353
Recommendations
- Limit theorems for moment processes of beta Dyson’s Brownian motions and beta Laguerre processes
- Convergence of the empirical spectral distribution of Gaussian matrix-valued processes
- Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies
- The spectral edge of unitary Brownian motion
- Convergence of the empirical spectral measure of unitary Brownian motion
Cited in
(16)- Kinetic Dyson Brownian motion
- Determinantal martingales and correlations of noncolliding random walks
- Limit theorems for moment processes of beta Dyson’s Brownian motions and beta Laguerre processes
- Convergence of local statistics of Dyson Brownian motion
- High-dimensional central limit theorems for a class of particle systems
- On the non-commutative fractional Wishart process
- Gaussian fluctuations for interacting particle systems with singular kernels
- Convergence of the empirical spectral distribution of Gaussian matrix-valued processes
- Fluctuations for matrix-valued Gaussian processes
- On the eigenvalue process of a matrix fractional Brownian motion
- Recent advances on eigenvalues of matrix-valued stochastic processes
- Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra
- On the traces of Laguerre processes
- A random matrix approximation for the non-commutative fractional Brownian motion
- Convergence of the empirical spectral measure of unitary Brownian motion
- The spectral edge of unitary Brownian motion
This page was built for publication: Functional limit theorems for trace processes in a Dyson Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3533353)
