Eigenvalues of the Laguerre process as non-colliding squared Bessel processes (Q1860574)
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scientific article; zbMATH DE number 1873750
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| English | Eigenvalues of the Laguerre process as non-colliding squared Bessel processes |
scientific article; zbMATH DE number 1873750 |
Statements
Eigenvalues of the Laguerre process as non-colliding squared Bessel processes (English)
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25 February 2003
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Wishart ensemble
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eigenvalues as diffusions
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non-colliding squared Bessel processes
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random matrices
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Laguerre ensemble
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Laguerre process
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Doob \(h\)-transform
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Brownian motions
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Wishart process
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Ornstein-Uhlenbeck processes
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0.801460862159729
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0.7881612777709961
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0.7486068606376648
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0.7454092502593994
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0.7333897948265076
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