Abstract
The empirical laws of the eigenvalues of Wigner's and Wishart's matrices converge to deterministic laws when the size goes to infinity. Our purpose is to study the fluctuations around these limits with the help of stochastic calculus. This allows us to deal with the non-commutative case of two independent Wigner's matrices.
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Schedule a callMore From: Annales de l?Institut Henri Poincare (B) Probability and Statistics
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