scientific article; zbMATH DE number 193384
matrix groupsstochastic differential equationsStieltjes transformspectral theory of random matricesspectral functionssemicircle lawresolventrandom Jacobi matricesmonographmatrix random processes with additive independent incrementscovariant matrixlimit theoremsKolmogorov equationsKolmogorov conditionintegral transforms of random determinantsHermitian covariance matricesHaar measureelliptic laweigenvectorsdistribution of the eigenvalues
Research exposition (monographs, survey articles) pertaining to linear algebra (15-02) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov processes (60J99)
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