The beta-Hermite and beta-Laguerre processes

Details The beta-Hermite and beta-Laguerre processes The beta-Hermite and beta-Laguerre processes

2010-07-22

arxiv.org/abs/1007.3905v1

Physics

Mathematical Physics

Scientific paper

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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