题目：On the Law of Large Numbers and Central Limit Theorem for the Wishart-Dyson Brownian motion
报告人:雷容（中国科学院 数学与系统科学研究院）
时间：6月12日（星期一），15:15-16:00
地点：明德楼B201-1
Zoom会议，会议号：886 6172 3539，密码：046381
摘要：We study the Wishart-Dyson Brownian motion with a potential F. In particular, we prove that the large N limit of the empirical measure processes (called the McKean-Vlasov equation) has a unique weak solution when F satisfies some convexity condition. This leads us to establish the Law of Large Numbers and derive the propagation of chaos for the Wishart-Dyson Brownian motion. Furthermore, we prove the Functional Central Limit Theorem for the empirical measure processes of Wishart-Dyson Brownian motion. Joint work with Prof. Xiangdong Li.
