Spectra of overlapping Wishart matrices and the Gaussian free field
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Publication:4568315
DOI10.1142/S201032631850003XzbMath1392.60010arXiv1410.7268OpenAlexW2962681875MaRDI QIDQ4568315
Elliot Paquette, Ioana Dumitriu
Publication date: 19 June 2018
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.7268
Related Items (9)
Interlacing adjacent levels of \(\beta\)-Jacobi corners processes ⋮ Fluctuations of \(\beta\)-Jacobi product processes ⋮ Gaussian fluctuations for products of random matrices ⋮ Bridges and random truncations of random matrices ⋮ Three-dimensional Gaussian fluctuations of spectra of overlapping stochastic Wishart matrices ⋮ A review of exact results for fluctuation formulas in random matrix theory ⋮ The random transposition dynamics on random regular graphs and the Gaussian free field ⋮ Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices ⋮ Discrete derivative asymptotics of the β-Hermite eigenvalues
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