The following pages link to Matrix Dufresne Identities (Q5744703):
Displaying 14 items.
- Spiking the random matrix hard edge (Q682806) (← links)
- Hitting times of interacting drifted Brownian motions and the vertex reinforced jump process (Q784160) (← links)
- A matrix Bougerol identity and the Hua-Pickrell measures (Q1748555) (← links)
- Interacting diffusions on positive definite matrices (Q2041651) (← links)
- Random entire functions from random polynomials with real zeros (Q2094590) (← links)
- Laplacian and Brownian motion on positive definite matrices, revisited (Q2105362) (← links)
- Universality classes for general random matrix flows (Q2155511) (← links)
- Ergodic decomposition for inverse Wishart measures on infinite positive-definite matrices (Q2330842) (← links)
- On two-dimensional extensions of Bougerol's identity in law (Q2686011) (← links)
- On the singular values of complex matrix Brownian motion with a matrix drift (Q2692554) (← links)
- Matsumoto–Yor Process and Infinite Dimensional Hyperbolic Space (Q2798594) (← links)
- Wigner–Smith matrix, exponential functional of the matrix Brownian motion and matrix Dufresne identity (Q5870897) (← links)
- Matrix Kesten recursion, inverse-Wishart ensemble and fermions in a Morse potential (Q5874113) (← links)
- Exact solution of interacting particle systems related to random matrices (Q6135930) (← links)