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

DOI10.1016/j.spa.2023.07.004zbMath1527.60008arXiv2204.00736OpenAlexW4383822668MaRDI QIDQ6072903

Satoshi Yabuoku

Publication date: 15 September 2023

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

Full work available at URL: https://arxiv.org/abs/2204.00736

zbMATH Keywords

Bessel processDyson's Brownian motionGaussian beta ensemblenon-colliding processesminor eigenvalueseigenvalue processes

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A diffusive matrix model for invariant \(\beta\)-ensembles
• Consecutive minors for Dyson's Brownian motions
• Multilevel Dyson Brownian motions via Jack polynomials
• Brownian motion in a Weyl chamber, non-colliding particles, and random matrices
• Interacting Brownian particles and the Wigner law
• Diffusing particles with electrostatic repulsion
• A Brownian-Motion Model for the Eigenvalues of a Random Matrix
• Matrix models for beta ensembles
• Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems
• Eigenvalue processes of Elliptic Ginibre Ensemble and their overlaps
• Non-Markov property of certain eigenvalue processes analogous to Dyson's model

This page was built for publication: Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble