On the singular values of complex matrix Brownian motion with a matrix drift
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Publication:2692554
DOI10.3150/22-BEJ1517MaRDI QIDQ2692554
Publication date: 22 March 2023
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.05028
singular valuesinteracting diffusionsnon-intersecting pathsinterlacing arraysmatrix Brownian motion with driftsquared Bessel diffusions in wide sense
Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) Stochastic processes (60Gxx) Special matrices (15Bxx)
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