Corpus ID: 119142466

Laguerre and Jacobi analogues of the Warren process

  title={Laguerre and Jacobi analogues of the Warren process},
  author={Y. Sun},
  journal={arXiv: Probability},
  • Y. Sun
  • Published 2016
  • Mathematics, Physics
  • arXiv: Probability
  • We define Laguerre and Jacobi analogues of the Warren process. That is, we construct local dynamics on a triangular array of particles so that the projections to each level recover the Laguerre and Jacobi eigenvalue processes of Konig-O'Connell and Doumerc and the fixed time distributions recover the joint distribution of eigenvalues in multilevel Laguerre and Jacobi random matrix ensembles. Our techniques extend and generalize the framework of intertwining diffusions developed by Pal… CONTINUE READING
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