Year: 2010
Type: preprint
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.
Source: arXiv (Cornell University)
Author: Li, Luen-Chau
Institution: Pennsylvania State University
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W1672915605