# Non-Markov property of certain eigenvalue processes analogous to Dyson's model - Mathematics > Probability

Non-Markov property of certain eigenvalue processes analogous to Dyson's model - Mathematics > Probability - Download this document for free, or read online. Document in PDF available to download.

Abstract: It is proven that the eigenvalue process of Dyson-s random matrix process ofsize two becomes non-Markov if the common coefficient $1-\sqrt{2}$ in thenon-diagonal entries is replaced by a different positive number.

Author: ** Ryoki Fukushima, Atsushi Tanida, Kouji Yano**

Source: https://arxiv.org/