On the Process of the Eigenvalues of a Hermitian Lévy process (Q2956054)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Process of the Eigenvalues of a Hermitian Lévy process |
scientific article |
Statements
On the Process of the Eigenvalues of a Hermitian Lévy process (English)
0 references
16 January 2017
0 references
Dyson-Brownian motion
0 references
infinitely divisible random matrix
0 references
Bercovici-Pata bijection
0 references
matrix semimartingale
0 references
simultaneous jumps
0 references
non-colliding process
0 references
rank-one perturbation
0 references
stochastic differential equation with jumps
0 references
