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dc.contributor.authorAllez, Romain
dc.contributor.authorGuionnet, Alice
dc.date.accessioned2013-01-29T13:57:38Z
dc.date.available2013-01-29T13:57:38Z
dc.date.issued2013
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/10912
dc.language.isoenen
dc.subjectStatistical Mechanicsen
dc.subject.ddc519en
dc.titleA diffusive matrix model for invariant Beta ensemblesen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe define a new diffusive matrix model converging towards the $\beta$-Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the orthogonal/unitary group. We also describe the eigenvector dynamics of the limiting matrix process; we show that when $\beta< 1$ and that two eigenvalues collide, the eigenvectors of these two colliding eigenvalues fluctuate very fast and take the uniform measure on the orthocomplement of the eigenvectors of the remaining eigenvalues.en
dc.relation.isversionofjnlnameElectronic Journal of Probability
dc.relation.isversionofjnlvol18
dc.relation.isversionofjnldate2013
dc.relation.isversionofjnlpagesart.62
dc.relation.isversionofdoihttp://dx.doi.org/10.1214/EJP.v18-2073
dc.identifier.urlsitehttp://arxiv.org/abs/1206.1460en
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.description.submittednonen


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