Maximum of dyson brownian motion and non-colliding systems with a boundary

Electronic Communications in Probability

Volumn 14, Issue , 2009, Pages 486-494

  Borodin, Alexei ^a   Ferrari, Patrik L ^b   Prähofer, Michael ^c   Sasamoto, Tomohiro ^d   Warren, Jon ^e  

^a CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

^b UNIVERSITY OF BONN   (Germany)

^c TECHNICAL UNIVERSITY OF MUNICH   (Germany)

^d CHIBA UNIVERSITY   (Japan)

^e UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Dyson Brownian motion; Non colliding systems with a wall; Reflected Brownian motion

Indexed keywords

EID: 76649137828     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v14-1503     Document Type: Article

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