vix.ing · top · new · best · stats · spec

Beta Jacobi processes

2009/01/03 by Nizar Demni, Demni, Nizar
Mathematics · #33C50 #33C80 #60H10 #FOS: Mathematics #Mathematical functions and polynomials #Probability (math.PR) #Random Matrices and Applications #Spectral Theory in Mathematical Physics #Statistics Theory (math.ST) #math.PR #math.ST #msc:33C50 #msc:33C80 #msc:60H10 #stat.TH

paper · pdf · doi:10.48550/arxiv.0901.0324

the paper is accepted for publication in APAM

openalex publication_date 2009/01/03 · arxiv created 2009/07/13 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We define and study a multidimensional process that generalizes the eigenvalues of matrix Jacobi processes on the one hand and whose stationary distribution is given by the beta Jacobi ensemble on the other hand.

Citations

Related