The Beta-Hermite and Beta-Laguerre Processes
Wed, October 13, 2010 2:00PM - 3:00PM
Tags:
Scientific
Abstract: In 2002, Dumitriu and Edelman discovered matrix models for the beta-Hermite and the beta-Laguerre ensembles for general values of $\beta.$ Prior to this development, matrix models for these ensembles were only known for $\beta =1, 2, 4.$ In this talk, I will discuss how to construct matrix-valued diffusion processes which describe the non-equilibrium situation of these static matrix models. I will also present some results on the associated spectral measure processes and empirical eigenvalue/singular value processes. |
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