2 citations · 2 across the 2 of their papers we have counts for
3 papers
math.PR2023★ 2 cited
Eigenvalues, eigenvector-overlaps, and regularized Fuglede-Kadison determinant of the non-Hermitian matrix-valued Brownian motion
Syota Esaki, Makoto Katori, Satoshi Yabuoku
The non-Hermitian matrix-valued Brownian motion is the stochastic process of a random matrix whose entries are given by independent complex Brownian motions. The bi-orthogonality r…
math.PR2022
Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble
Satoshi Yabuoku
We consider the symmetric tridiagonal matrix-valued process associated with Gaussian beta ensemble (GE) by putting independent Brownian motions and Bessel processes on the diago…
math.PR2020
Eigenvalue processes of Elliptic Ginibre Ensemble and their Overlaps
Satoshi Yabuoku
We consider the non-hermitian matrix-valued process of Elliptic Ginibre ensemble. This model includes Dyson's Brownian motion model and the time evolution model of Ginibre ensemble…