{
  "abstract": "We develop a theory of generalized Wishart processes within the framework of $G$-expectation, with $G$-Dyson Brownian motion and the $G$-Wishart process as two typical examples. In contrast to the classical setting, we show that $G$-Dyson Brownian motion may exhibit collisions and provide a sufficient condition ensuring the non-collision of the eigenvalues of generalized Wishart processes. We then derive the equations governing the high-dimensional limits of the empirical spectral measures under $G$-expectation, leading to the corresponding semicircle law for $G$-Dyson Brownian motion and Marchenko--Pastur law for the $G$-Wishart process.",
  "abstract_shown": true,
  "affiliations": [],
  "article_type": null,
  "arxiv": "2611.02728",
  "author_total": 4,
  "authors": [
    {
      "name": "Xinpeng Li"
    },
    {
      "name": "Yiran Mi"
    },
    {
      "name": "Jian Song"
    },
    {
      "name": "Shuzhen Yang"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/6kxyd05b50920.bib",
  "cited_by": 0,
  "doi": "10.48550/arxiv.2611.02728",
  "fulltext_url": null,
  "id": "6kxyd05b50920",
  "issns": [],
  "landing_url": "https://arxiv.org/abs/2611.02728",
  "language": null,
  "licence": "CC-BY-4.0",
  "licence_label": "CC BY 4.0",
  "licence_source": "article",
  "licence_url": "http://creativecommons.org/licenses/by/4.0/",
  "metadata_licence": "CC0-1.0",
  "native_subjects": [
    [
      "arxiv",
      "math.PR"
    ]
  ],
  "openalex": null,
  "pdf_url": "https://arxiv.org/pdf/2611.02728",
  "pmcid": null,
  "pmid": null,
  "published": "2026-11-02",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/6kxyd05b50920.ris",
  "sources": [
    {
      "first_seen": "2026-11-03T12:21:10Z",
      "native_id": "2611.02728",
      "source": "arxiv",
      "url": "https://arxiv.org/abs/2611.02728"
    }
  ],
  "subjects": [
    {
      "field": "mathematics",
      "origin": "arxiv:math.PR",
      "subfield": "probability"
    }
  ],
  "title": "Generalized Wishart processes under nonlinear expectation",
  "title_text": "Generalized Wishart processes under nonlinear expectation",
  "type": "preprint",
  "updated_at": "2026-11-05T15:20:22Z",
  "url": "https://research.draconitic.com/paper/6kxyd05b50920",
  "venue": "arXiv",
  "versions": []
}