On the largest-eigenvalue process for generalized Wishart random matrices
Probability
2011-07-18 v2 Mathematical Physics
math.MP
Abstract
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.
Cite
@article{arxiv.0812.1504,
title = {On the largest-eigenvalue process for generalized Wishart random matrices},
author = {A. B. Dieker and J. Warren},
journal= {arXiv preprint arXiv:0812.1504},
year = {2011}
}