On the Process of the Eigenvalues of a Hermitian Lévy process
DOI10.1007/978-3-319-25826-3_11zbMath1354.60050arXiv1505.05125OpenAlexW2124752503MaRDI QIDQ2956054
Alfonso Rocha-Arteaga, Victor Perez-Abreu
Publication date: 16 January 2017
Published in: The Fascination of Probability, Statistics and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.05125
rank-one perturbationBercovici-Pata bijectioninfinitely divisible random matrixmatrix semimartingalestochastic differential equation with jumpssimultaneous jumpsDyson-Brownian motionnon-colliding process
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