The beta-Hermite and beta-Laguerre processes
Mathematical Physics
2010-07-23 v1 math.MP
Probability
Abstract
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.
Cite
@article{arxiv.1007.3905,
title = {The beta-Hermite and beta-Laguerre processes},
author = {Luen-Chau Li},
journal= {arXiv preprint arXiv:1007.3905},
year = {2010}
}