A spectral dominance approach to large random matrices: part II
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arXiv
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| Hauptverfasser: | , , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866913271267721216 |
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| author | Bertucci, Charles Lasry, Jean-Michel Lions, Pierre Louis |
| author_facet | Bertucci, Charles Lasry, Jean-Michel Lions, Pierre Louis |
| contents | This paper is the second of a series devoted to the study of the dynamics of the spectrum of large random matrices. We study general extensions of the partial differential equation arising to characterize the limit spectral measure of the Dyson Brownian motion. We provide a regularizing result for those generalizations. We also show that several results of part I extend to cases in which there is no spectral dominance property. We then provide several modeling extensions of such models as well as several identities for the Dyson Brownian motion. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_16376 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A spectral dominance approach to large random matrices: part II Bertucci, Charles Lasry, Jean-Michel Lions, Pierre Louis Analysis of PDEs This paper is the second of a series devoted to the study of the dynamics of the spectrum of large random matrices. We study general extensions of the partial differential equation arising to characterize the limit spectral measure of the Dyson Brownian motion. We provide a regularizing result for those generalizations. We also show that several results of part I extend to cases in which there is no spectral dominance property. We then provide several modeling extensions of such models as well as several identities for the Dyson Brownian motion. |
| title | A spectral dominance approach to large random matrices: part II |
| topic | Analysis of PDEs |
| url | https://arxiv.org/abs/2402.16376 |