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arXiv · 0908.4481

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

Ryoki Fukushima·Atsushi Tanida·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.

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Ryoki Fukushima, Atsushi Tanida, Kouji Yano. 2009-08-31. Non-Markov property of certain eigenvalue processes analogous to Dyson's model. https://doi.org/10.1142/e025

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