A representation for non-colliding random walks

Electronic Communications in Probability

Volumn 7, Issue , 2002, Pages 1-12

  O’connell, Neil ^a   Yor, Marc ^b  

^a HEWLETT PACKARD LABORATORIES   (United Kingdom)

^b University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

Author keywords

Burke s theorem; Charlier ensemble; Eigenvalues of random matrices; GUE; Hermitian Brownian motion; Non colliding Brownian motions; Pitman s representation theorem; Queues in series; Reversibility; Weyl chamber

Indexed keywords

EID: 0041990239     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v7-1042     Document Type: Article

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