Advanced Studies in Pure Mathematics

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

Ryoki Fukushima, Atsushi Tanida, and Kouji Yano

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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

Source
Probabilistic Approach to Geometry, M. Kotani, M. Hino and T. Kumagai, eds. (Tokyo: Mathematical Society of Japan, 2010), 119-128

Dates
Received: 14 January 2009
Revised: 5 March 2009
First available in Project Euclid: 24 November 2018

Permanent link to this document
https://projecteuclid.org/ euclid.aspm/1543086314

Digital Object Identifier
doi:10.2969/aspm/05710119

Mathematical Reviews number (MathSciNet)
MR2605413

Zentralblatt MATH identifier
1200.60011

Subjects
Primary: 15A52 60-06: Proceedings, conferences, collections, etc. 60J65: Brownian motion [See also 58J65] 60J99: None of the above, but in this section

Keywords
Non-Markov property random matrix eigenvalue process Dyson's model beta-ensembles

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


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