  In this article, we obtain an equation for the high-dimensional limit measure
of eigenvalues of generalized Wishart processes, and the results is extended to
random particle systems that generalize SDEs of eigenvalues. We also introduce
a new set of conditions on the coefficient matrices for the existence and
uniqueness of a strong solution for the SDEs of eigenvalues. The equation of
the limit measure is further discussed assuming self-similarity on the
eigenvalues.

Probability