The N-scaled fluctuations of empirical eigenvalue measures of generalized Wishart processes and related particle systems converge to explicit Gaussian processes, yielding CLTs for Wishart, Dyson Brownian motion, and Ornstein-Uhlenbeck matrix eigenvalues.
W., Guionnet, A., and Zeitouni, O
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2019 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
High-dimensional central limit theorems for eigenvalue distributions of generalized Wishart processes
The N-scaled fluctuations of empirical eigenvalue measures of generalized Wishart processes and related particle systems converge to explicit Gaussian processes, yielding CLTs for Wishart, Dyson Brownian motion, and Ornstein-Uhlenbeck matrix eigenvalues.