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.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Annales de l'Institut Henri Poincare (B) Probability and Statistics
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
