Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble
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Publication:6072903
DOI10.1016/j.spa.2023.07.004zbMath1527.60008arXiv2204.00736OpenAlexW4383822668MaRDI QIDQ6072903
Publication date: 15 September 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2204.00736
Bessel processDyson's Brownian motionGaussian beta ensemblenon-colliding processesminor eigenvalueseigenvalue processes
Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
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