On collision of multiple eigenvalues for matrix-valued Gaussian processes
Probability
2020-06-30 v1
Abstract
For real symmetric and complex Hermitian Gaussian processes whose values are matrices, we characterize the conditions under which the probability that at least eigenvalues collide is positive for , and we obtain the Hausdorff dimension of the set of collision times.
Keywords
Cite
@article{arxiv.2006.15839,
title = {On collision of multiple eigenvalues for matrix-valued Gaussian processes},
author = {Jian Song and Yimin Xiao and Wangjun Yuan},
journal= {arXiv preprint arXiv:2006.15839},
year = {2020}
}
Comments
20 pages