Search for dissertations about: "martin bender"

Found 1 swedish dissertation containing the words martin bender.

2. 1. Limit theorems for generalizations of GUE random matrices

   Author : Martin Bender; Kurt Johansson; Arno Kuijlaars; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Random matrices; Central limit theorem; Dyson s Brownian motion; Interacting diffusion; Point process; Non-Hermitian; Scaling limit; MATHEMATICS; MATEMATIK;

   Abstract : This thesis consists of two papers devoted to the asymptotics of random matrix ensembles and measure valued stochastic processes which can be considered as generalizations of the Gaussian unitary ensemble (GUE) of Hermitian matrices H=A+A†, where the entries of A are independent identically distributed (iid) centered complex Gaussian random variables. In the first paper, a system of interacting diffusing particles on the real line is studied; special cases include the eigenvalue dynamics of matrix-valued Ornstein-Uhlenbeck processes (Dyson's Brownian motion). READ MORE