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Intertwinings of beta-Dyson Brownian motions of different dimensions - MaRDI portal

Intertwinings of beta-Dyson Brownian motions of different dimensions (Q1650136)

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Intertwinings of beta-Dyson Brownian motions of different dimensions
scientific article

    Statements

    title
    Intertwinings of beta-Dyson Brownian motions of different dimensions (English)
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    author
    Kavita Ramanan
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    Mykhaylo Shkolnikov
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    publication date
    29 June 2018
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    zbMATH Keywords
    Dixon-Anderson conditional probability density
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    Dyson Brownian motions
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    Dyson Ornstein-Uhlenbeck processes
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    Gaussian random matrix ensembles
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    intertwinings
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    Jack symmetric polynomials
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    cites work
    GUEs and queues
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    Macdonald processes
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    Q3574974
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    Q4002114
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    Q4399987
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    Q5710370
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    Q4226355
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    Identifiers

    DOI
    10.1214/17-AIHP835
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    Mathematics Subject Classification ID
    60H10
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    33D52
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    82C22
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    zbMATH DE Number
    6897982
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    arXiv ID
    1608.01597
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