2 papers
math.PR2021
Functional Equations Solving Initial-Value Problems of Complex Burgers-Type Equations for One-Dimensional Log-Gases
Taiki Endo, Makoto Katori, Noriyoshi Sakuma
We study the hydrodynamic limits of three kinds of one-dimensional stochastic log-gases known as Dyson's Brownian motion model, its chiral version, and the Bru-Wishart process stud…
math.PR2019
Three-Parametric Marcenko-Pastur Density
Taiki Endo, Makoto Katori
The complex Wishart ensemble is the statistical ensemble of complex random matrices with such that the real and imaginary parts of each element are given by…