High-dimensional central limit theorems for a class of particle systems
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Publication:2042816
DOI10.1214/21-EJP646zbMath1480.60184MaRDI QIDQ2042816
Publication date: 21 July 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
central limit theoremparticle systemDyson's Brownian motionWishart processmatrix-valued Ornstein-Uhlenbeck processsquared Bessel particle system
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (2)
Recent advances on eigenvalues of matrix-valued stochastic processes ⋮ Gaussian fluctuation for Gaussian Wishart matrices of overall correlation
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