On the Process of the Eigenvalues of a Hermitian Lévy process (Q2956054)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Process of the Eigenvalues of a Hermitian Lévy process |
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On the Process of the Eigenvalues of a Hermitian Lévy process (English)
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16 January 2017
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Dyson-Brownian motion
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infinitely divisible random matrix
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Bercovici-Pata bijection
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matrix semimartingale
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simultaneous jumps
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non-colliding process
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rank-one perturbation
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stochastic differential equation with jumps
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