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

DOI10.1214/ECP.v14-1503zbMath1189.60169arXiv0905.3989OpenAlexW2104454175MaRDI QIDQ1038994

Tomohiro Sasamoto, Jon Warren, Alexei Borodin, Michael Prähofer, Patrik Lino Ferrari

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.3989

zbMATH Keywords

reflected Brownian motiondyson Brownian motionnon-colliding systems with a wall

Mathematics Subject Classification ID

Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Local time and additive functionals (60J55)

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