A tridiagonal matrix-valued process with stochastic resetting for arbitrary Dyson index
This paper introduces a symmetric tridiagonal matrix-valued process with stochastic resetting, demonstrating that simultaneous resetting yields an analytically solvable stationary eigenvalue distribution identical to resetting Dyson Brownian motion, while independent resetting produces a distinct ensemble that is studied numerically and applied to compute the annealed partition function of a disordered quantum system.