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- University of LjubljanaSI47 papers
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Showing 2007 · math.PRShow all
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math.PR2007★ 35 cited
On fractional Brownian motion limits in one dimensional nearest-neighbor symmetric simple exclusion
Magda Peligrad, Sunder Sethuraman
A well-known result with respect to the one dimensional nearest-neighbor symmetric simple exclusion process is the convergence to fractional Brownian motion with Hurst parameter 1/…
math.PR2007
The spectral laws of Hermitian block-matrices with large random blocks
Tamer Oraby
We are going to study the limiting spectral measure of fixed dimensional Hermitian block-matrices with large dimensional Wigner blocks. We are going also to identify the limiting s…
math.PR2007
Asymptotic normality for traces of polynomials in independent complex Wishart matrices
Wlodek Bryc
We derive a non-asymptotic expression for the moments of traces of monomials in several independent complex Wishart matrices, extending some explicit formulas available in the lite…