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zbMath1157.60089MaRDI QIDQ3533353

Victor Perez-Abreu, Constantin Tudor

Publication date: 23 October 2008


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

central limit theorempropagation of chaosWigner semicircle lawGaussian unitary ensemble, interacting diffusionsmatrix Brownian motion


Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35)


Related Items (10)

Convergence of the empirical spectral distribution of Gaussian matrix-valued processes ⋮ On the non-commutative fractional Wishart process ⋮ Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra ⋮ Gaussian fluctuations for interacting particle systems with singular kernels ⋮ A random matrix approximation for the non-commutative fractional Brownian motion ⋮ High-dimensional central limit theorems for a class of particle systems ⋮ On the eigenvalue process of a matrix fractional Brownian motion ⋮ Recent advances on eigenvalues of matrix-valued stochastic processes ⋮ Fluctuations for matrix-valued Gaussian processes ⋮ Determinantal martingales and correlations of noncolliding random walks




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