Non-Markov property of certain eigenvalue processes analogous to Dyson's model
Probability
2018-11-27 v1
Abstract
It is proven that the eigenvalue process of Dyson's random matrix process of size two becomes non-Markov if the common coefficient in the non-diagonal entries is replaced by a different positive number.
Keywords
Cite
@article{arxiv.0908.4481,
title = {Non-Markov property of certain eigenvalue processes analogous to Dyson's model},
author = {Ryoki Fukushima and Atsushi Tanida and Kouji Yano},
journal= {arXiv preprint arXiv:0908.4481},
year = {2018}
}
Comments
8 pages, To appear in Proceedings of the 1st MSJ-SI, "Probabilistic Approach to Geometry", Adv. Stud. Pure Math., Math. Soc. Japan