Non-Markov property of certain eigenvalue processes analogous to Dyson's model

zbMath1200.60011arXiv0908.4481MaRDI QIDQ5748022

Ryoki Fukushima, Kouji Yano, Atsushi Tanida

Publication date: 14 September 2010

Full work available at URL: https://arxiv.org/abs/0908.4481

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Random matrices (algebraic aspects) (15B52)

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Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble

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