Matches in SemOpenAlex for { <https://semopenalex.org/work/W2039093867> ?p ?o ?g. }
Showing items 1 to 87 of
87
with 100 items per page.
- W2039093867 abstract "In this paper, we study complex Wishart processes or the so-called Laguerre processes $(X_t)_{t≥0}$. We are interested in the behaviour of the eigenvalue process; we derive some useful stochastic differential equations and compute both the infinitesimal generator and the semi-group. We also give absolute-continuity relations between different indices. Finally, we compute the density function of the so-called generalized Hartman–Watson law as well as the law of $T_0:=inf {t, det (X_t)=0}$ when the size of the matrix is $2$." @default.
- W2039093867 created "2016-06-24" @default.
- W2039093867 creator A5066962638 @default.
- W2039093867 date "2007-05-01" @default.
- W2039093867 modified "2023-10-12" @default.
- W2039093867 title "The Laguerre process and generalized Hartman–Watson law" @default.
- W2039093867 cites W1974637548 @default.
- W2039093867 cites W1977136767 @default.
- W2039093867 cites W1984449349 @default.
- W2039093867 cites W1994360393 @default.
- W2039093867 cites W2013632439 @default.
- W2039093867 cites W2021630281 @default.
- W2039093867 cites W2035570153 @default.
- W2039093867 cites W2041440630 @default.
- W2039093867 cites W4232304958 @default.
- W2039093867 cites W4248658188 @default.
- W2039093867 cites W4298248278 @default.
- W2039093867 cites W4362230038 @default.
- W2039093867 doi "https://doi.org/10.3150/07-bej6048" @default.
- W2039093867 hasPublicationYear "2007" @default.
- W2039093867 type Work @default.
- W2039093867 sameAs 2039093867 @default.
- W2039093867 citedByCount "17" @default.
- W2039093867 countsByYear W20390938672013 @default.
- W2039093867 countsByYear W20390938672014 @default.
- W2039093867 countsByYear W20390938672019 @default.
- W2039093867 countsByYear W20390938672020 @default.
- W2039093867 countsByYear W20390938672021 @default.
- W2039093867 countsByYear W20390938672022 @default.
- W2039093867 countsByYear W20390938672023 @default.
- W2039093867 crossrefType "journal-article" @default.
- W2039093867 hasAuthorship W2039093867A5066962638 @default.
- W2039093867 hasBestOaLocation W20390938671 @default.
- W2039093867 hasConcept C105795698 @default.
- W2039093867 hasConcept C108408018 @default.
- W2039093867 hasConcept C121332964 @default.
- W2039093867 hasConcept C134306372 @default.
- W2039093867 hasConcept C158693339 @default.
- W2039093867 hasConcept C161584116 @default.
- W2039093867 hasConcept C202444582 @default.
- W2039093867 hasConcept C204321447 @default.
- W2039093867 hasConcept C2776608531 @default.
- W2039093867 hasConcept C28826006 @default.
- W2039093867 hasConcept C33923547 @default.
- W2039093867 hasConcept C33962027 @default.
- W2039093867 hasConcept C41008148 @default.
- W2039093867 hasConcept C51955184 @default.
- W2039093867 hasConcept C62520636 @default.
- W2039093867 hasConcept C91229774 @default.
- W2039093867 hasConceptScore W2039093867C105795698 @default.
- W2039093867 hasConceptScore W2039093867C108408018 @default.
- W2039093867 hasConceptScore W2039093867C121332964 @default.
- W2039093867 hasConceptScore W2039093867C134306372 @default.
- W2039093867 hasConceptScore W2039093867C158693339 @default.
- W2039093867 hasConceptScore W2039093867C161584116 @default.
- W2039093867 hasConceptScore W2039093867C202444582 @default.
- W2039093867 hasConceptScore W2039093867C204321447 @default.
- W2039093867 hasConceptScore W2039093867C2776608531 @default.
- W2039093867 hasConceptScore W2039093867C28826006 @default.
- W2039093867 hasConceptScore W2039093867C33923547 @default.
- W2039093867 hasConceptScore W2039093867C33962027 @default.
- W2039093867 hasConceptScore W2039093867C41008148 @default.
- W2039093867 hasConceptScore W2039093867C51955184 @default.
- W2039093867 hasConceptScore W2039093867C62520636 @default.
- W2039093867 hasConceptScore W2039093867C91229774 @default.
- W2039093867 hasIssue "2" @default.
- W2039093867 hasLocation W20390938671 @default.
- W2039093867 hasLocation W20390938672 @default.
- W2039093867 hasLocation W20390938673 @default.
- W2039093867 hasLocation W20390938674 @default.
- W2039093867 hasOpenAccess W2039093867 @default.
- W2039093867 hasPrimaryLocation W20390938671 @default.
- W2039093867 hasRelatedWork W2240075870 @default.
- W2039093867 hasRelatedWork W2244083478 @default.
- W2039093867 hasRelatedWork W2314314355 @default.
- W2039093867 hasRelatedWork W2560584003 @default.
- W2039093867 hasRelatedWork W2608190357 @default.
- W2039093867 hasRelatedWork W2902037120 @default.
- W2039093867 hasRelatedWork W3123777414 @default.
- W2039093867 hasRelatedWork W3174693904 @default.
- W2039093867 hasRelatedWork W4239406214 @default.
- W2039093867 hasRelatedWork W2151363515 @default.
- W2039093867 hasVolume "13" @default.
- W2039093867 isParatext "false" @default.
- W2039093867 isRetracted "false" @default.
- W2039093867 magId "2039093867" @default.
- W2039093867 workType "article" @default.