Functional limit theorems for trace processes in a Dyson Brownian motion

zbMATH Open1157.60089MaRDI QIDQ3533353FDOQ3533353

Authors: Víctor Pérez-Abreu, Constantin Tudor 

Publication date: 23 October 2008

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zbMATH Keywords

central limit theorempropagation of chaosWigner semicircle lawGaussian unitary ensemble, interacting diffusionsmatrix Brownian motion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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
• Gaussian fluctuations for interacting particle systems with singular kernels
• On the non-commutative fractional Wishart process
• 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

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