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arxiv: 0812.1504 · v2 · pith:OMZZGCVPnew · submitted 2008-12-08 · 🧮 math.PR · math-ph· math.MP

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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