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The beta-Hermite and beta-Laguerre processes

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.

preprint2010arXivOpen access
Luen-Chau Li
math-phmath.PRmath.MP
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Open access1 author3 topics
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Luen-Chau Li

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