The spectral edge of unitary Brownian motion
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Publication:681517
DOI10.1007/s00440-016-0753-xzbMath1384.15009arXiv1502.06186OpenAlexW3101832959MaRDI QIDQ681517
Antoine Dahlqvist, Todd Kemp, Benoit Collins
Publication date: 12 February 2018
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1502.06186
convergenceeigenvaluesBrownian motionJacobi processrandom unitary matrixunitary Brownian motionspectral edge
Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Brownian motion (60J65) Free probability and free operator algebras (46L54) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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