Intertwinings for general \(\beta\)-Laguerre and \(\beta\)-Jacobi processes
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Publication:2330413
DOI10.1007/s10959-018-0842-0zbMath1480.60150arXiv1609.03764OpenAlexW2904705546MaRDI QIDQ2330413
Publication date: 22 October 2019
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.03764
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Random matrices (algebraic aspects) (15B52)
Related Items (3)
Interlacing Diffusions ⋮ Some martingales associated with multivariate Bessel processes ⋮ The boundary of the orbital beta process
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