A spectral dominance approach to large random matrices. II

DOI10.1016/J.MATPUR.2024.103630MaRDI QIDQ6652103zbMATH OpenFDO

Authors Charles Bertucci, J.-M. Lasry, P.-L. Lions

Publication date 12 December 2024

Published in Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.MATPUR.2024.103630

zbMATH Keywords

mean field limitspartial differential equationsrandom matrix

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Viscosity solutions to PDEs (35D40) Random matrices (probabilistic aspects) (60B20) Limit theorems in probability theory (60F99) Brownian motion (60J65)

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Cites work

• A spectral dominance approach to large random matrices
• An introduction to random matrices
• Dynamics of a rank-one perturbation of a Hermitian matrix
• Homogenization of First Order Equations with (u/ε)-Periodic Hamiltonians Part II: Application to Dislocations Dynamics
• Homogenization of first-order equations with \((u/\varepsilon)\)-periodic Hamiltonians. I: Local equations
• Homogenization of some particle systems with two-body interactions and of the dislocation dynamics
• scientific article; zbMATH DE number 3734892 (Why is no real title available?)
• Interacting Brownian particles and the Wigner law
• Nonlinear diffusion of dislocation density and self-similar solutions
• On the free convolution with a semi-circular distribution
• Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
• Stochastic differential equations with reflecting boundary conditions
• The Wigner semi-circle law and eigenvalues of matrix-valued diffusions

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(1)

• On clogged and fast diffusions in porous media with fractional pressure

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