Work

Beta Jacobi processes

Year: 2009
Type: preprint
Abstract: We define and study a multidimensional process that generalizes the eigenvalues of matrix Jacobi processes on the one hand and whose stationary distribution is given by the beta Jacobi ensemble on the other hand.
Author: Demni, Nizar
Language: English
Open Access status: green
OpenAlex ID: W1704497524
Cites: 12
Cited by: 2
Related to: 20