Saved in:
Bibliographic Details
Main Authors: Bertucci, Charles, Lasry, Jean-Michel, Lions, Pierre Louis
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2402.16376
Tags: Add Tag
No Tags, Be the first to tag this record!
Table of 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.