A tridiagonal matrix-valued process with stochastic resetting for arbitrary Dyson index $\beta>0$ (opens in new tab)

We introduce a symmetric tridiagonal matrix-valued process ($\beta$-TMP) $H(t)$ whose diagonal entries $H_{k,k}(t)$ evolve independently via an Ornstein-Uhlenbeck process starting at the origin and the off-diagonal entries $H_{k,k+1}(t)$ evolve independently via the Cox-Ingersoll-Ross process, starting at the origin and with parameters that depend on the row index $k$. We show that the joint distribution of the entries of the matrix can be compu...