Wyniki wyszukiwania - BazTech

Ograniczanie wyników

Powiadomienia systemowe

Sesja wygasła!
Sesja wygasła!
Sesja wygasła!

Znaleziono wyników: 4

Liczba wyników na stronie

Wyniki wyszukiwania

Wyszukiwano:
w słowach kluczowych: random matrices

Sortuj według:

Ogranicz wyniki do:

Stochastic differential equations for random matrices processes in the nonlinear framework

Stihi S., Boutabia H., Meradji S

Opuscula Mathematica

2018

Vol. 38, no. 2

261--283

In this paper, we investigate the processes of eigenvalues and eigenvectors of a symmetric matrix valued process Xt, where Xt is the solution of a general SDE driven by a G-Brownian motion matrix. Stochastic differential equations of these processes are given. This extends results obtained by P. Graczyk and J. Malecki in [Multidimensional Yamada-Watanabe theorem and its applications to particle systems, J. Math. Phys. 54 (2013), 021503].

Schwinger-Dyson equations : classical and quantum

Mingo J. A., Speicher R.

Probability and Mathematical Statistics

2013

Vol. 33, Fasc. 2

275--285

In this note we want to have another look on Schwinger-Dyson equations for the eigenvalue distributions and the fluctuations of classical unitarily invariant random matrix models. We are exclusively dealing with one-matrix models, for which the situation is quite well understood. Our point is not to add any new results to this, but to have a more algebraic point of view on these results and to understand from this perspective the universality results for fluctuations of these random matrices. We will also consider corresponding non-commutative or “quantum” random matrix models and contrast the results for fluctuations and Schwinger-Dyson equations in the quantum case with the findings from the classical case.

Between "very large" and "infinite" : The asymptotic representation theory

Vershik A.

Probability and Mathematical Statistics

2013

Vol. 33, Fasc. 2

467--476

I illustrate the historical roots of the theory which I called later “Asymptotic Representation Theory” – the theory which can be considered as a part functional analysis, representation theory, and more general – probability theory, asymptotic combinatorics, the theory of random matrices, dynamics, etc. The first and very concrete example is a remarkable (and forgotten) paper by J. von Neumann, which I try here to connect with the modern theory of random matrices; the second example is a quote of an important thought of H.Weyl about the theory of symmetric groups. In the last section I give a short review of the ideas of the asymptotic representation theory, which was developed starting from the 1970s, and now became very popular. I mention several important problems, and give a list (incomplete) of references. But the reader must remember that this is just a synopsis of the “baby talk”.

Stochastic version of the Erdos-Renyi limit theorem

Khorunzhy A.

Probability and Mathematical Statistics

2002

Vol. 22, Fasc. 2

221--230

We generalize the Erdös-Rényi limit theorem on the maximum of partial sums of random variables to the case when the number of terms in these sums in randomly distributed. Relations between this limit theorem and the spectral theory of random graphs and random matrices are discussed.