Eigenvalues of the Laguerre process as non-colliding squared Bessel processes.

König, Wolfgang, and O'Connell, Neil. "Eigenvalues of the Laguerre process as non-colliding squared Bessel processes.." Electronic Communications in Probability [electronic only] 6 (2001): 107-114. <http://eudml.org/doc/122610>.

@article{König2001,
author = {König, Wolfgang, O'Connell, Neil},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Wishart ensemble; eigenvalues as diffusions; non-colliding squared Bessel processes; random matrices; Laguerre ensemble; Laguerre process; Doob -transform; Brownian motions; Wishart process; Ornstein-Uhlenbeck processes; Doob -transform},
language = {eng},
pages = {107-114},
publisher = {University of Washington},
title = {Eigenvalues of the Laguerre process as non-colliding squared Bessel processes.},
url = {http://eudml.org/doc/122610},
volume = {6},
year = {2001},
}

TY - JOUR
AU - König, Wolfgang
AU - O'Connell, Neil
TI - Eigenvalues of the Laguerre process as non-colliding squared Bessel processes.
JO - Electronic Communications in Probability [electronic only]
PY - 2001
PB - University of Washington
VL - 6
SP - 107
EP - 114
LA - eng
KW - Wishart ensemble; eigenvalues as diffusions; non-colliding squared Bessel processes; random matrices; Laguerre ensemble; Laguerre process; Doob -transform; Brownian motions; Wishart process; Ornstein-Uhlenbeck processes; Doob -transform
UR - http://eudml.org/doc/122610
ER -