Beta Jacobi processes
Probability
2009-07-13 v3 Statistics Theory
Statistics Theory
Abstract
We define and study a multidimensional process that generalizes the eigenvalues of matrix Jacobi processes on the one hand and whose stationary distribution is given by the beta Jacobi ensemble on the other hand.
Cite
@article{arxiv.0901.0324,
title = {Beta Jacobi processes},
author = {Nizar Demni},
journal= {arXiv preprint arXiv:0901.0324},
year = {2009}
}
Comments
the paper is accepted for publication in APAM