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Markov property of determinantal processes with extended sine, Airy, and Bessel kernels
Determinantal processes Correlation kernels Random matrix theory Infinite particle systems Markov property
2011/7/28
Abstract: When the number of particles is finite, the noncolliding Brownian motion (the Dyson model) and the noncolliding squared Bessel process are determinantal diffusion processes for any determini...