Strong Markov property of determinantal processes with extended kernels-Reference-Cited by-同舟云学术

Strong Markov property of determinantal processes with extended kernels

Published:2016-01 Issue:1 Volume:126 Page:186-208
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Osada Hirofumi,Tanemura Hideki^ORCID

Funder

Japan Society for the Promotion of Science

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference33 articles.

1. An Introduction to Random Matrices;Anderson,2010

2. A Brownian-motion model for the eigenvalues of a random matrix;Dyson;J. Math. Phys.,1962

3. Log-gases and Random Matrices;Forrester,2010

4. Dirichlet Forms and Symmetric Markov Processes;Fukushima,2010

5. R. Honda, H. Osada, Infinite-dimensional stochastic differential equations related to the Bessel random point fields. to appear in Stochastic Process. Appl.

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