On collision of multiple eigenvalues for matrix-valued Gaussian processes

DOI10.1016/j.jmaa.2021.125261OpenAlexW3157114897MaRDI QIDQ2033127

Yanyan Li

Publication date: 14 June 2021

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.15839

zbMATH Keywords

random matricesHausdorff dimensionhitting probabilitiesGaussian unitary ensembleGaussian random fieldDyson's Brownian motionGaussian orthogonal ensemblecollision of eigenvalues

Mathematics Subject Classification ID

Gaussian processes (60G15) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (3)

Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices ⋮ On eigenvalues of the Brownian sheet matrix ⋮ Recent advances on eigenvalues of matrix-valued stochastic processes

Cites Work

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• A Brownian-Motion Model for the Eigenvalues of a Random Matrix
• Diffusion with “collisions” between particles

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