In a celebrated paper, Dyson shows that the spectrum of an n × n random Hermitian matrix, diffusing according to an Ornstein-Uhlenbeck process, evolves as n noncolliding Brownian motions held together ...

This is a preview. Log in through your library . Abstract We derive conditions under which a set of conditional and marginal probability distributions will uniquely specify an all-positive joint ...

Studies axioms, counting formulas, conditional probability, independence, random variables, continuous and discrete distribution, expectation, joint distributions, moment generating functions, law of ...