The beta-Hermite and beta-Laguerre processes

Published 22 Jul 2010 in math-ph, math.MP, and math.PR | (1007.3905v1)

Abstract: In this work, we introduce matrix-valued diffusion processes which describe the non-equilibrium situation of the matrix models for the beta-Hermite and the beta-Laguerre ensembles. We also study the corresponding spectral measure process and empirical/singular value process with regard to their limit laws.

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Authors (1)

Luen-Chau Li

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