On eigenvalues of the Brownian sheet matrix
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Publication:6144446
DOI10.1016/j.spa.2023.104231arXiv2103.07378OpenAlexW3137347757MaRDI QIDQ6144446
Wangjun Yuan, Yimin Xiao, Jian Song
Publication date: 29 January 2024
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.07378
Brownian sheetrandom matrixMcKean-Vlasov equationempirical spectral measureDyson Brownian motionhigh-dimensional limit
Random fields (60G60) Gaussian processes (60G15) Random matrices (probabilistic aspects) (60B20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Convergence of probability measures (60B10)
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