Eigenvalues of the Laguerre process as non-colliding squared Bessel processes
type: Item
instance of: scholarly article
title: Eigenvalues of the Laguerre process as non-colliding squared Bessel processes
zbMATH Open document ID: 1011.15012
author: Neil O'Connell
author: W. König
published in: Electronic Communications in Probability
publication date: 2003-02-25T00:00:00Z
full work available at URL: https://eudml.org/doc/122610
full work available at URL: paper11.abs.html
Mathematics Subject Classification ID: 15B52
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 15A18
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 1873750
zbMATH Keywords: Wishart ensemble
zbMATH Keywords: eigenvalues as diffusions
zbMATH Keywords: non-colliding squared Bessel processes
zbMATH Keywords: random matrices
zbMATH Keywords: Laguerre ensemble
zbMATH Keywords: Laguerre process
zbMATH Keywords: Doob \(h\)-transform
zbMATH Keywords: Brownian motions
zbMATH Keywords: Wishart process
zbMATH Keywords: Ornstein-Uhlenbeck processes
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1873750