A spectral dominance approach to large random matrices: part II
Analysis of PDEs
2024-03-20 v2
Abstract
This paper is the second of a series devoted to the study of the dynamics of the spectrum of large random matrices. We study general extensions of the partial differential equation arising to characterize the limit spectral measure of the Dyson Brownian motion. We provide a regularizing result for those generalizations. We also show that several results of part I extend to cases in which there is no spectral dominance property. We then provide several modeling extensions of such models as well as several identities for the Dyson Brownian motion.
Keywords
Cite
@article{arxiv.2402.16376,
title = {A spectral dominance approach to large random matrices: part II},
author = {Charles Bertucci and Jean-Michel Lasry and Pierre Louis Lions},
journal= {arXiv preprint arXiv:2402.16376},
year = {2024}
}