Can I read On the largest-eigenvalue process for generalized Wishart random matrices on EtoBox?

On the largest-eigenvalue process for generalized Wishart random matrices by Dieker, A. B.; Warren, J. is a scholarly article available to read on EtoBox.

What is On the largest-eigenvalue process for generalized Wishart random matrices about?

Using a change-of-measure argument, we prove an equality in law between the process of largest eigenvalues in a generalized Wishart random-matrix process and a last-passage percolation process. This equality in law was conjectured by Borodin and Peche.

Author

Dieker, A. B.; Warren, J.

Published

2008

Language

EN