Non-intersecting squared Bessel processes

来源 :2016随机微分方程和随机过程研讨会(Workshop on SDEs and Stochastic Processes | 被引量 : 0次 | 上传用户：adamadama

【摘要】

：

　　The model of non-intersecting squared Bessel processes is an interesting example of determinantal point processes,and can also be treated as a noncentral co

【作者】

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Dangzheng Liu

【机构】

：

UniversityofScienceandTechnologyofChina

【出处】

：

2016随机微分方程和随机过程研讨会(Workshop on SDEs and Stochastic Processes

【发表日期】

：

2016年4期

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　　The model of non-intersecting squared Bessel processes is an interesting example of determinantal point processes,and can also be treated as a noncentral complex Wishart distribution in Random Matrix Theory.We will prove a phase transition of the smallest eigenvalues for this model.

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Non-intersecting squared Bessel processes

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