Large deviations for the largest eigenvalue of an Hermitian Brownian motion (Q2863821)
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scientific article; zbMATH DE number 6235599
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for the largest eigenvalue of an Hermitian Brownian motion |
scientific article; zbMATH DE number 6235599 |
Statements
4 December 2013
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large deviations
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Dyson Brownian motion
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random matrices
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stochastic calculus
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math.PR
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Large deviations for the largest eigenvalue of an Hermitian Brownian motion (English)
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