The Wigner semi-circle law and eigenvalues of matrix-valued diffusions
type: Item
instance of: scholarly article
title: The Wigner semi-circle law and eigenvalues of matrix-valued diffusions
zbMATH Open document ID: 0767.60050
DOI: 10.1007/BF01195231
author: Terence Chan
publication date: 1993-03-22T00:00:00Z
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 123693
zbMATH Keywords: system of stochastic differential equations
zbMATH Keywords: interacting particles system
zbMATH Keywords: measure-valued process
zbMATH Keywords: Wigner semi-circle density
MaRDI profile type: Publication
cites work: Large deviations from the mckean-vlasov limit for weakly interacting diffusions
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cites work: Q4092717
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cites work: A martingale approach to the law of large numbers for weakly interacting stochastic processes
cites work: Q5640160
cites work: COMPLEX FOURIER--BESSEL TRANSFORMS
cites work: Periodic Sigma Functions
full work available at URL: https://doi.org/10.1007/bf01195231
OpenAlex ID: W2031256887
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
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description: scientific article; zbMATH DE number 123693