A spectral dominance approach to large random matrices: part II - Archive ouverte HAL
Journal Articles Journal de Mathématiques Pures et Appliquées Year : 2024

A spectral dominance approach to large random matrices: part II

Abstract

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.
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Dates and versions

hal-04474892 , version 1 (23-02-2024)
hal-04474892 , version 2 (19-03-2024)

Identifiers

Cite

Charles Bertucci, Jean-Michel Lasry, Pierre-Louis Lions. A spectral dominance approach to large random matrices: part II. Journal de Mathématiques Pures et Appliquées, 2024, 192, pp.103630. ⟨10.1016/j.matpur.2024.103630⟩. ⟨hal-04474892v2⟩
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