Three-dimensional Gaussian fluctuations of spectra of overlapping stochastic Wishart matrices

DOI10.1142/S2010326322500484zbMath1517.60012arXiv2112.13728WikidataQ114071580 ScholiaQ114071580MaRDI QIDQ6163575

Jeffrey Kuan, Zhengye Zhou

Publication date: 26 June 2023

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

Full work available at URL: https://arxiv.org/abs/2112.13728

zbMATH Keywords

integrabilityGaussian free fieldWishart matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Cites Work

• Three-dimensional Gaussian fluctuations of non-commutative random surfaces along time-like paths
• Anisotropic growth of random surfaces in \({2+1}\) dimensions
• The Gaussian free field in interlacing particle systems
• Asymptotics of Plancherel measures for the infinite-dimensional unitary group
• CLT for spectra of submatrices of Wigner random matrices
• Random surface growth with a wall and Plancherel measures for O (∞)
• Spectra of overlapping Wishart matrices and the Gaussian free field

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