Universality classes for general random matrix flows

DOI10.1214/21-AIHP1175zbMath1493.60119arXiv1901.02841OpenAlexW2909476624MaRDI QIDQ2155511

Yanyan Li

Publication date: 15 July 2022

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.02841

zbMATH Keywords

random matricessymmetric polynomialslimit theoremsempirical measurefree diffusionmatrix SDE

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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