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On the Traces of Laguerre Processes

   
@article{EJP702,
	author = {Victor Perez Abreu and Constantin Tudor},
	title = {On the Traces of Laguerre Processes},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {14},
	year = {2009},
	keywords = {Matrix valued process, Complex Wishart distribution, Trace processes, Largest and smallest eigenvalues, Propagation of chaos, Fluctuations of moments, Free Poisson distribution},
	abstract = {Almost sure and $L^k$-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 fluctuations around the limiting process, 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},
	pages = {no. 76, 2241-2263},
	issn = {1083-6489},
	doi = {10.1214/EJP.v14-702},    
        url = {http://ejp.ejpecp.org/article/view/702}}