Singular-values of matrix-valued Ornstein-Uhlenbeck processes
type: Item
instance of: scholarly article
title: Singular-values of matrix-valued Ornstein-Uhlenbeck processes
zbMATH Open document ID: 0997.60120
DOI: 10.1016/S0304-4149(99)00007-1
author: Huiling Le
published in: Stochastic Processes and their Applications
publication date: 2002-08-29T00:00:00Z
Mathematics Subject Classification ID: 60K35
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 1792511
zbMATH Keywords: measure-valued diffusions
zbMATH Keywords: singular-values
zbMATH Keywords: Wigner law
MaRDI profile type: Publication
cites work: The Wigner semi-circle law and eigenvalues of matrix-valued diffusions
cites work: Large deviations from the mckean-vlasov limit for weakly interacting diffusions
cites work: A Brownian-Motion Model for the Eigenvalues of a Random Matrix
cites work: Brownian motions on shape and size-and-shape spaces
cites work: Interacting Brownian particles and the Wigner law
full work available at URL: s0304-4149(99)00007-1
OpenAlex ID: W2015987201
description: scientific article; zbMATH DE number 1792511