## Advanced Studies in Pure Mathematics

### Non-Markov property of certain eigenvalue processes analogous to Dyson's model

#### 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.

#### Article information

Dates
Revised: 5 March 2009
First available in Project Euclid: 24 November 2018

https://projecteuclid.org/ euclid.aspm/1543086314

Digital Object Identifier
doi:10.2969/aspm/05710119

Mathematical Reviews number (MathSciNet)
MR2605413

Zentralblatt MATH identifier
1200.60011

#### Citation

Fukushima, Ryoki; Tanida, Atsushi; Yano, Kouji. Non-Markov property of certain eigenvalue processes analogous to Dyson's model. Probabilistic Approach to Geometry, 119--128, Mathematical Society of Japan, Tokyo, Japan, 2010. doi:10.2969/aspm/05710119. https://projecteuclid.org/euclid.aspm/1543086314