The beta-Hermite and beta-Laguerre processes - Mathematical PhysicsReport as inadecuate




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Abstract: In this work, we introduce matrix-valued diffusion processes which describethe non-equilibrium situation of the matrix models for the beta-Hermite and thebeta-Laguerre ensembles. We also study the corresponding spectral measureprocess and empirical-singular value process with regard to their limit laws.



Author: Luen-Chau Li

Source: https://arxiv.org/







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