Sökning: "Stefan Israelsson"

Hittade 1 avhandling innehållade orden Stefan Israelsson.

1. 1. Asymptotics of random matrices and matrix valued processes

   Författare :Stefan Israelsson; Kurt Johansson; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Random matrices; singular interaction; spectral distribution; fluctuation limit; distribution valued processes; MATEMATIK; MATHEMATICS; MATEMATIK; matematisk statistik; Mathematical Statistics;

   Sammanfattning : This thesis contains three parts. In the first two papers we consider spectral properties of symmetric matrices with elements consisting of independent Ornstein Uhlenbeck processes. The eigenvalues behave as a particle system on the real line with singular interaction consisting of electrostatic repulsion and a linear restoring force. LÄS MER