Convergence of the empirical spectral measure of unitary Brownian motion

DOI10.5802/ahl.7zbMath1419.60007arXiv1705.03057OpenAlexW2963616826WikidataQ125678617 ScholiaQ125678617MaRDI QIDQ2323051

Tai Melcher, Elizabeth S. Meckes

Publication date: 30 August 2019

Published in: Annales Henri Lebesgue (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.03057

zbMATH Keywords

heat kernel measureconcentrationempirical spectral measureunitary Brownian motion

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items

Local law and rigidity for unitary Brownian motion, A new definition of rough paths on manifolds

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