Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble (Q6072903)
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scientific article; zbMATH DE number 7738469
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| English | Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble |
scientific article; zbMATH DE number 7738469 |
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Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble (English)
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15 September 2023
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Gaussian beta ensemble
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Dyson's Brownian motion
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eigenvalue processes
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minor eigenvalues
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non-colliding processes
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Bessel process
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0.8675444
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0.8633098
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0.8618016
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0.85547704
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0.8548219
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