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Random Matrices and Brownian Motion
Journal article   Peer reviewed

Random Matrices and Brownian Motion

William M. Y. Goh and Eric Schmutz
Combinatorics, probability & computing, v 2(2), pp 157-180
Jun 1993

Abstract

For T ∈ GLn (Fq), let Ωn (t, T) be the number of irreducible factors of degree less than or equal to nt in the characteristic polynomial of T. Let and suppose T is chosen from G Ln(Fq) at random uniformly. We prove that the stochastic process ≺Zn(t)≻t∈[0, 1] converges to the standard Brownian motion process W(t), as n → ∞.

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