On the Traces of Laguerre Processes
Almost sure and -convergence of the traces of Laguerre processes to the family of dilations of the standard free Poisson distribution are established. We also prove that the fl uctuations around the limiting proces s, converge weakly to a continuous centered Gaussian process. The almost sure con...
| Autor: | |
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| Tipo de recurso: | informe técnico |
| Estado: | Versión publicada |
| Fecha de publicación: | 2009 |
| País: | México |
| Institución: | Centro de Investigación en Matemáticas |
| Repositorio: | Repositorio Institucional CIMAT |
| Idioma: | inglés |
| OAI Identifier: | oai:cimat.repositorioinstitucional.mx:1008/612 |
| Acceso en línea: | http://cimat.repositorioinstitucional.mx/jspui/handle/1008/612 |
| Access Level: | acceso abierto |
| Palabra clave: | info:eu-repo/classification/MSC/Matrices info:eu-repo/classification/cti/1 info:eu-repo/classification/cti/12 info:eu-repo/classification/cti/1208 info:eu-repo/classification/cti/120803 |
| Sumario: | Almost sure and -convergence of the traces of Laguerre processes to the family of dilations of the standard free Poisson distribution are established. We also prove that the fl uctuations around the limiting proces s, converge weakly to a continuous centered Gaussian process. The almost sure convergence on compact time intervals of the largest and smallest eigenvalues processes is also established. |
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