On the largest-eigenvalue process for generalized Wishart random matrices

Details On the largest-eigenvalue process for generalized Wishart random matrices On the largest-eigenvalue process for generalized Wishart random matrices

2008-12-08

arxiv.org/abs/0812.1504v2

ALEA, 6, p. 369-376, 2009

Mathematics

Probability

Scientific paper

Using a change-of-measure argument, we prove an equality in law between the
process of largest eigenvalues in a generalized Wishart random-matrix process
and a last-passage percolation process. This equality in law was conjectured by
Borodin and Peche.

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