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20132023
most citedOn the Law of Large Numbers for the empirical measure process of Generalized Dyson Brownian motion

11 citations · 23 across the 5 of their papers we have counts for

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math.PR2013★ 9 cited

Generalized Dyson Brownian motion, McKean-Vlasov equation and eigenvalues of random matrices

Songzi Li, Xiang-Dong Li, Yong-Xiao Xie

Using Itô's calculus and the mass optimal transportation theory, we study the generalized Dyson Brownian motion (GDBM) and the associated McKean-Vlasov evolution equation with an e…