6 citations · 8 across the 3 of their papers we have counts for
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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★ 6 cited
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…