On the shuffling algorithm for domino tilings.
The Dyson Brownian Minor Process
Consider an Hermitean matrix valued stochastic process where the elements evolve according to Ornstein-Uhlenbeck processes. It is well known that the eigenvalues perform a so called Dyson Brownian motion, that is they behave as Ornstein-Uhlenbeck processes conditioned never to intersect. In this paper we study not only the eigenvalues of the full matrix, but also the eigenvalues of all the principal minors. That is, the eigenvalues of the minors in the upper left corner of . Projecting...
Eigenvalues of GUE minors.
Erratum to “Eigenvalues of GUE minors" [Electron. J. Probab. 11, 1342–1371 (2006; Zbl 1127.60047)].
Page 1