On the largest-eigenvalue process for generalized Wishart random matrices

被引：0

作者：

Dieker, A. B. ^{[1
]}

Warren, J. ^{[2
]}

机构：

[1] Georgia Inst Technol, Atlanta, GA 30332 USA

[2] Univ Warwick, Dept Stat, Coventry CV4 7AL, W Midlands, England

来源：

ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS | 2009年 / 6卷

关键词：

Random matrices; Jackson series network; last-passage percolation; Wishart ensemble; change of measure; interlacing;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Using a change-of-measure argument, we prove an equality in law between the process of largest eigenvalues in a generalized Wishart random-matrix process and a last-passage percolation process. This equality in law was conjectured by Borodin and Peche (2008).

引用

页码：369 / 376

页数：8

共 12 条

[1]

[Anonymous], ARXIV08010100

[2] GUEs and queues [J].