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

König, Wolfgang; O'Connell, Neil

Electronic Communications in Probability [electronic only] (2001)

- Volume: 6, page 107-114
- ISSN: 1083-589X

## Access Full Article

top## How to cite

topKönig, 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 -

## Citations in EuDML Documents

top## NotesEmbed ?

topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.