Eigenvalue distributions of high-dimensional matrix processes driven by fractional Brownian motion (Q6592970)

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scientific article; zbMATH DE number 7901522
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Eigenvalue distributions of high-dimensional matrix processes driven by fractional Brownian motion
scientific article; zbMATH DE number 7901522

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    Eigenvalue distributions of high-dimensional matrix processes driven by fractional Brownian motion (English)
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    26 August 2024
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    matrix-valued process
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    fractional Brownian motion
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    empirical spectral distribution
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    measure-valued process
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    tightness criterion
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