2021/12/27 by Jeffrey Kuan, Kuan, Jeffrey, Zhengye Zhou +1
Mathematics · #Advanced Combinatorial Mathematics #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications
paper · pdf · doi:10.48550/arxiv.2112.13728
openalex publication_date 2021/12/27 · openalex created_date 2022/10/08 · openalex updated_date 2026/07/28
In arXiv:1410.7268v3, the authors consider eigenvalues of overlapping Wishart matrices and prove that its fluctuations asymptotically convergence to the Gaussian free field. In this brief note, their result is extended to show that when the matrix entries undergo stochastic evolution, the fluctuations asymptotically converge to a three-dimensional Gaussian field, which has an explicit contour integral formula. This is analogous to the result of arXiv:1011.3544 for stochastic Wigner matrices.