The beta-Hermite and beta-Laguerre processes
classification
🧮 math-ph
math.MPmath.PR
keywords
beta-hermitebeta-laguerreprocessprocessescorrespondingdescribediffusionempirical
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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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