Interacting Brownian particles and the Wigner law
- 1 December 1993
- journal article
- research article
- Published by Springer Science and Business Media LLC in Probability Theory and Related Fields
- Vol. 95 (4), 555-570
- https://doi.org/10.1007/bf01196734
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- The Wigner semi-circle law and eigenvalues of matrix-valued diffusionsProbability Theory and Related Fields, 1992
- Skew-product decompositions of Brownian motionsContemporary Mathematics, 1988
- Markov ProcessesWiley Series in Probability and Statistics, 1986
- Brownian motions of ellipsoidsTransactions of the American Mathematical Society, 1986
- A Brownian-Motion Model for the Eigenvalues of a Random MatrixJournal of Mathematical Physics, 1962