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2009 On the Traces of Laguerre Processes
Victor Perez Abreu, Constantin Tudor
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Electron. J. Probab. 14: 2241-2263 (2009). DOI: 10.1214/EJP.v14-702


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


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Victor Perez Abreu. Constantin Tudor. "On the Traces of Laguerre Processes." Electron. J. Probab. 14 2241 - 2263, 2009.


Accepted: 17 September 2009; Published: 2009
First available in Project Euclid: 1 June 2016

zbMATH: 1190.60098
MathSciNet: MR2550298
Digital Object Identifier: 10.1214/EJP.v14-702

Primary: 60K35
Secondary: 60F05

Keywords: Complex Wishart distribution , Fluctuations of moments , free Poisson distribution , Largest and smallest eigenvalues , Matrix valued process , propagation of chaos , Trace processes

Vol.14 • 2009
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