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8 - Addition of Random Variables and Brownian Motion

from Part II - Sums and Products of Random Matrices

Published online by Cambridge University Press:  12 November 2020

Marc Potters  and
Jean-Philippe Bouchaud
Marc Potters
Affiliation:
Capital Fund Management, Paris
Jean-Philippe Bouchaud
Affiliation:
Capital Fund Management, Paris
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A First Course in Random Matrix Theory
for Physicists, Engineers and Data Scientists
 , pp. 111 - 120
Publisher: Cambridge University Press
Print publication year: 2020

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