On collision of multiple eigenvalues for matrix-valued Gaussian processes


الملخص بالإنكليزية

For real symmetric and complex Hermitian Gaussian processes whose values are $dtimes d$ matrices, we characterize the conditions under which the probability that at least $k$ eigenvalues collide is positive for $2le kle d$, and we obtain the Hausdorff dimension of the set of collision times.

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