On collision of multiple eigenvalues for matrix-valued Gaussian processes
نویسندگان
چکیده
For real symmetric and complex Hermitian Gaussian processes whose values are d×d matrices, we characterize the conditions under which probability that at least k eigenvalues collide is positive for 2?k?d, obtain Hausdorff dimension of set collision times.
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2021
ISSN: ['0022-247X', '1096-0813']
DOI: https://doi.org/10.1016/j.jmaa.2021.125261