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arXiv · 1007.3905

The beta-Hermite and beta-Laguerre processes

Luen-Chau Li
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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.

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Luen-Chau Li. 2010-07-22. The beta-Hermite and beta-Laguerre processes. https://arxiv.org/abs/1007.3905

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