A new β-tridiagonal matrix process with OU diagonals and CIR off-diagonals has exact time-dependent eigenvalue distributions; its simultaneous stochastic resetting version has a stationary eigenvalue joint law identical to resetting Dyson Brownian motion for arbitrary β>0.
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A tridiagonal matrix-valued process with stochastic resetting for arbitrary Dyson index $\beta>0$
A new β-tridiagonal matrix process with OU diagonals and CIR off-diagonals has exact time-dependent eigenvalue distributions; its simultaneous stochastic resetting version has a stationary eigenvalue joint law identical to resetting Dyson Brownian motion for arbitrary β>0.