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
Keywords:
beta-ensembles
,
Dyson's model
,
eigenvalue process
,
Non-Markov property
,
Random matrix
Rights: Copyright © 2010 Mathematical Society of Japan
