Strong Markov property of determinantal processes with extended kernels

DOI10.1016/j.spa.2015.08.003zbMath1333.60208arXiv1412.8678OpenAlexW2099780989MaRDI QIDQ898405

Hideki Tanemura, Hirofumi Osada

Publication date: 8 December 2015

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

Full work available at URL: https://arxiv.org/abs/1412.8678

zbMATH Keywords

stochastic differential equationsentire functionsdiffusion processesrandom matrix theorystrong Markov propertydeterminantal processesinfinite particle systemscorrelation kernels

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting particle systems in time-dependent statistical mechanics (82C22) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Zeros of polynomials, rational functions, and other analytic functions of one complex variable (e.g., zeros of functions with bounded Dirichlet integral) (30C15) Random matrices (algebraic aspects) (15B52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (13)

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