On the largest-eigenvalue process for generalized Wishart random matrices

zbMath1276.60008arXiv0812.1504MaRDI QIDQ2865791

A. B. Dieker, Jon Warren

Publication date: 3 December 2013

Full work available at URL: https://arxiv.org/abs/0812.1504

zbMATH Keywords

random matriceschange of measureinterlacingWishart ensemblelast-passage percolationJackson series network

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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