Stochastic integral and covariation representations for rectangular Lévy process ensembles (Q5038264)
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scientific article; zbMATH DE number 7594930
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| English | Stochastic integral and covariation representations for rectangular Lévy process ensembles |
scientific article; zbMATH DE number 7594930 |
Statements
Stochastic Integral and Covariation Representations for Rectangular Lévy Process Ensembles (English)
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30 September 2022
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random matrices
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rectangular random matrix model
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complex matrix semimartingales
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complex matrix Lévy processes
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Lévy measures
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Ornstein-Uhlenbeck rectangular type processes
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infinitely divisible distribution
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free infinitely divisible distribution
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Bercovici-Pata bijection
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0.8567252159118652
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0.839126706123352
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0.7912390232086182
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0.7765446901321411
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