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Dyson's Brownian motions, intertwining and interlacing


 
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1. Title Title of document Dyson's Brownian motions, intertwining and interlacing
 
2. Creator Author's name, affiliation, country Jon Warren; University of Warwick
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) non-colliding Brownian motions; coalescing Brownian motions; intertwining; Gelfand-Tsetlin cone.
 
3. Subject Subject classification 60J65; 60J35; 60J60
 
4. Description Abstract A reflected Brownian motion in the Gelfand-Tsetlin cone is used to construct Dyson's process of non-colliding Brownian motions. The key step of the construction is to consider two interlaced families of Brownian paths with paths belonging to the second family reflected off paths belonging to the first. Such families of paths are known to arise in the Arratia flow of coalescing Brownian motions. A determinantal formula for the distribution of coalescing Brownian motions is presented.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2007-05-01
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/406
 
10. Identifier Digital Object Identifier 10.1214/EJP.v12-406
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 12
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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