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On the Traces of Laguerre Processes


 
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1. Title Title of document On the Traces of Laguerre Processes
 
2. Creator Author's name, affiliation, country Victor Perez Abreu; Centro de Investigacion en Matematicas; Mexico
 
2. Creator Author's name, affiliation, country Constantin Tudor; University of Bucharest; Romania
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Matrix valued process, Complex Wishart distribution, Trace processes, Largest and smallest eigenvalues, Propagation of chaos, Fluctuations of moments, Free Poisson distribution
 
3. Subject Subject classification 60K35, 60F05
 
4. Description 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
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2009-09-17
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/702
 
10. Identifier Digital Object Identifier 10.1214/EJP.v14-702
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 14
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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