Fluctuations for matrix-valued Gaussian processes

Mario Diaz, Arturo Jaramillo, Juan Carlos Pardo

We consider a symmetric matrix-valued Gaussian process $Y^{(n)}=(Y^{(n)}(t);t\ge 0)$ and its empirical spectral measure process ${\mu }^{(n)}=({\mu }_t^{(n)};t\ge 0)$. Under some mild condit…