On the largest-eigenvalue process for generalized Wishart random matrices
classification
🧮 math.PR
math-phmath.MP
keywords
processequalitygeneralizedwishartargumentborodinchange-of-measureconjectured
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Using a change-of-measure argument, we prove an equality in law between the process of largest eigenvalues in a generalized Wishart random-matrix process and a last-passage percolation process. This equality in law was conjectured by Borodin and Peche.
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