The Dyson Brownian Minor Process

Author:

Adler Mark,Nordenstam Eric,Van Moerbeke Pierre

Publisher

Cellule MathDoc/CEDRAM

Subject

Geometry and Topology,Algebra and Number Theory

Reference39 articles.

1. [1] Adler, Mark; Van Moerbeke, Pierre PDEs for the joint distributions of the Dyson, Airy and sine processes, Ann. Probab., Tome 33 (2005) no. 4, pp. 1326-1361

2. [2] Adler, Mark; Nordenstam, Eric; Van Moerbeke, Pierre Dyson’s Brownian motions on the spectra of consecutive minors, Stoch. Processes and their Appl., Tome 124 (2014), pp. 2023-2051

3. [3] Baryshnikov, Yu. GUEs and queues, Probab. Theory Related Fields, Tome 119 (2001) no. 2, pp. 256-274

4. [4] Bender, Martin Global fluctuations in general β Dyson’s Brownian motion, Stochastic Process. Appl., Tome 118 (2008) no. 6, pp. 1022-1042

5. [5] Borodin, Alexei Determinantal point processes, The Oxford handbook of random matrix theory, Oxford University Press, Oxford (2011), pp. 231-249

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