On the traces of Laguerre processes
From MaRDI portal
Publication:1039182
DOI10.1214/EJP.V14-702zbMath1190.60098MaRDI QIDQ1039182
Constantin Tudor, Victor Perez-Abreu
Publication date: 20 November 2009
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/232035
propagation of chaosfree Poisson distributioncomplex Wishart distributionfluctuations of momentslargest and smallest eigenvaluesmatrix valued processtrace processes
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) (L^p)-limit theorems (60F25)
Related Items (6)
On the non-commutative fractional Wishart process ⋮ High-dimensional central limit theorems for a class of particle systems ⋮ On the eigenvalue process of a matrix fractional Brownian motion ⋮ Recent advances on eigenvalues of matrix-valued stochastic processes ⋮ Gaussian fluctuation for Gaussian Wishart matrices of overall correlation ⋮ Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices
This page was built for publication: On the traces of Laguerre processes
