ar X iv : 0 90 1 . 03 24 v 2 [ m at h . PR ] 6 J an 2 00 9 β - JACOBI PROCESSES


We define and study a [0, 1] m-valued process depending on three positive real parameters p, q, β that specializes for β = 1, 2 to the eigenvalues process of the real and complex matrix Jacobi processes on the one hand and that has the distribution of the β-Jacobi ensemble as stationary distribution on the other hand. We first prove that this process… (More)


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