Non-Markov property of certain eigenvalue processes analogous to Dyson's model
classification
🧮 math.PR
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dysoneigenvaluenon-markovprocessanalogousbecomescertaincoefficient
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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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