EIGENVALUES OF THE LAGUERRE PROCESS AS NON-COLLIDING SQUARED BESSEL PROCESSES

By Stoke Giord. 2001

50 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/e78b5893315d73348bf03b4b97c9b733b694d369

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1. L. Erdős
2. S. P'ech'e
3. Gérard Ben Arous
4. M. Katori
5. H. Tanemura
6. Jun Yin
7. Debashis Paul
8. Horng-Tzer Yau

Citations in the corpus

• Random matrices, non-colliding processes and queues (2002, unknown): “For related work on non-colliding diffusions and random matrices, see [6, 14, 30, 35], and references therein.”
• Universality of local eigenvalue statistics for some sample covariance matrices (2005, background): “Then it was also proven in [24] that, for any point z, (3.”
• Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems (2004, methodology): “König and O’Connell also showed that the eigenvalue process of the Laguerre process, which corresponds to chGUE, is realized as the noncolliding system of the squared Bessel processes [36].”