A random matrix model for the Gaussian distribution

DOI10.1007/S10998-006-0005-4zbMATH Open1121.60005OpenAlexW2041146537MaRDI QIDQ858123

Víctor Pérez-Abreu

Publication date: 8 January 2007

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10998-006-0005-4

zbMATH Keywords

confluent hypergeometric functionWigner lawmatrix valued Brownian motionmatrix valued Lévy processmixture of measuretype G, semicircle law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (3)

Stable probability of reduced matrix obtained by Gaussian random projection ⋮ Random matrices with complex Gaussian entries ⋮ Various equations for gap probabilities of coupled Gaussian matrices

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