Collision of eigenvalues for matrix-valued processes

DOI10.1142/S2010326320300016zbMath1456.60021arXiv1802.05410MaRDI QIDQ3387062

Arturo Jaramillo, David Nualart

Publication date: 12 January 2021

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.05410

zbMATH Keywords

fractional Brownian motionrandom matriceshitting probabilitiesGaussian unitary ensembleGaussian orthogonal ensemble

Mathematics Subject Classification ID

Gaussian processes (60G15) Random matrices (probabilistic aspects) (60B20)

Related Items (4)

Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices ⋮ 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

Cites Work

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• An introduction to manifolds. 2nd revised ed.
• Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields
• An Introduction to Random Matrices
• Hitting probabilities and polar sets for fractional brownian motion

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