Convergence of the empirical spectral distribution of Gaussian matrix-valued processes

DOI10.1214/18-EJP203zbMath1427.15037arXiv1801.02111MaRDI QIDQ2631835

Arturo Jaramillo, José Luis Pérez Garmendia, Juan Carlos Pardo

Publication date: 16 May 2019

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.02111

zbMATH Keywords

free probabilitySkorokhod integralmeasure valued processGaussian matrix-valued processes

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Random matrices (algebraic aspects) (15B52) Numerical solutions to stochastic differential and integral equations (65C30) Convergence of probability measures (60B10)

Related Items (3)

On collision of multiple eigenvalues for matrix-valued Gaussian processes ⋮ Recent advances on eigenvalues of matrix-valued stochastic processes ⋮ Fluctuations for matrix-valued Gaussian processes

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