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

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

2009-08-31

arxiv.org/abs/0908.4481v1

Mathematics

Probability

8 pages, To appear in Proceedings of the 1st MSJ-SI, "Probabilistic Approach to Geometry", Adv. Stud. Pure Math., Math. Soc. J

Scientific paper

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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