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VOL. 57 | 2010 Non-Markov property of certain eigenvalue processes analogous to Dyson's model
Ryoki Fukushima, Atsushi Tanida, Kouji Yano

Editor(s) Motoko Kotani, Masanori Hino, Takashi Kumagai

Abstract

It is proven that the eigenvalue process of Dyson's random matrix process of size two becomes non-Markov if the common coefficient $1/\sqrt{2}$ in the non-diagonal entries is replaced by a different positive number.

Information

Published: 1 January 2010
First available in Project Euclid: 24 November 2018

zbMATH: 1200.60011
MathSciNet: MR2605413

Digital Object Identifier: 10.2969/aspm/05710119

Subjects:
Primary: 15A52, 60-06, 60J65, 60J99

Rights: Copyright © 2010 Mathematical Society of Japan

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