Consecutive minors for Dyson's Brownian motions

DOI10.1016/j.spa.2014.01.008zbMath1308.60013arXiv1007.0220OpenAlexW2085863482MaRDI QIDQ402400

Pierre van Moerbeke, Mark Adler, Eric J. G. Nordenstam

Publication date: 28 August 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.0220

zbMATH Keywords

Markov processDyson's Brownian motiondiffusions on spectra of minors

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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