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Maximum of Dyson Brownian motion and non-colliding systems with a boundary


 
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1. Title Title of document Maximum of Dyson Brownian motion and non-colliding systems with a boundary
 
2. Creator Author's name, affiliation, country Alexei Borodin; California Institute of Technology
 
2. Creator Author's name, affiliation, country Patrik L Ferrari; Bonn University
 
2. Creator Author's name, affiliation, country Michael Prahofer; TU Munchen
 
2. Creator Author's name, affiliation, country Tomohiro Sasamoto; Chiba University
 
2. Creator Author's name, affiliation, country Jon Warren; University of Warwick
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Dyson Brownian motion, reflected Brownian motion, non-colliding systems with a wall
 
3. Subject Subject classification 60K35, 60J65, 60J55
 
4. Description Abstract We prove an equality-in-law relating the maximum of GUE Dyson's Brownian motion and the non-colliding systems with a wall. This generalizes the well known relation between the maximum of a Brownian motion and a reflected Brownian motion
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) NSF(US), Ministry of Education, Culture, Sports, Science and Technology(Japan)
 
7. Date (YYYY-MM-DD) 2009-11-01
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1503
 
10. Identifier Digital Object Identifier 10.1214/ECP.v14-1503
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 14
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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