Palm measures for Dirac operators and the Sineβ process

Benedek Valkó and Bálint Virág

Stochastic Processes and their Applications, 2023, vol. 163, issue C, 106-135

Abstract: We characterize the Palm measure of the Sineβ process as the eigenvalues of an associated operator with a specific boundary condition.

Keywords: random matrices; Palm measure; beta-ensemble; Verblunsky coefficients (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:163:y:2023:i:c:p:106-135

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DOI: 10.1016/j.spa.2023.05.011

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