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Matrix Whittaker processes
We study a discrete-time Markov process on triangular arrays of matrices of size [Formula: see text] , driven by inverse Wishart random matrices. The components of the right edge evolve as multiplicative random walks on positive definite matrices with one-sided interactions and can be viewed as a d-...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10465476/ https://www.ncbi.nlm.nih.gov/pubmed/37655049 http://dx.doi.org/10.1007/s00440-023-01210-y |