Noncolliding Brownian motion and determinantal processes

DOI10.1007/S10955-007-9421-YzbMath1136.82035arXiv0705.2460OpenAlexW3103266854MaRDI QIDQ2473354

Makoto Katori, Hideki Tanemura

Publication date: 27 February 2008

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0705.2460

zbMATH Keywords

random matrix theoryspectral projectionsdeterminantal processesnoncolliding Brownian motionKarlin-McGregor formulamatrix-kernelsmultitime correlation functions

Mathematics Subject Classification ID

Brownian motion (60J65) Random matrices (algebraic aspects) (15B52) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Related Items (40)

Nonintersecting Brownian motions on the unit circle ⋮ Dynamical universality for random matrices ⋮ Brownian bridges for late time asymptotics of KPZ fluctuations in finite volume ⋮ Two-step asymptotics of scaled Dunkl processes ⋮ Critical behavior of nonintersecting Brownian motions at a tacnode ⋮ Nonintersecting random walks in the neighborhood of a symmetric tacnode ⋮ Laguerre and Meixner symmetric functions, and infinite-dimensional diffusion processes ⋮ Elliptic determinantal processes and elliptic Dyson models ⋮ Stochastic analysis of infinite particle systems—A new development in classical stochastic analysis and dynamical universality of random matrices ⋮ Non-equilibrium dynamics of Dyson's model with an infinite number of particles ⋮ Strong Markov property of determinantal processes with extended kernels ⋮ Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials ⋮ The distribution function for the maximal height of \(N\) non-intersecting Bessel paths ⋮ Noncolliding squared Bessel processes ⋮ Non-intersecting Brownian motions leaving from and going to several points ⋮ On the gap probability of the tacnode process ⋮ Non-intersecting Brownian bridges and the Laguerre orthogonal ensemble ⋮ Continuity and strict positivity of the multi-layer extension of the stochastic heat equation ⋮ Non-colliding Brownian motions and the extended tacnode process ⋮ Non-intersecting squared Bessel paths: Critical time and double scaling limit ⋮ Macdonald denominators for affine root systems, orthogonal theta functions, and elliptic determinantal point processes ⋮ Determinantal process starting from an orthogonal symmetry is a Pfaffian process ⋮ Two Bessel bridges conditioned never to collide, double Dirichlet series, and Jacobi theta function ⋮ First passage times for Slepian process with linear and piecewise linear barriers ⋮ Reciprocal time relation of noncolliding Brownian motion with drift ⋮ System of complex Brownian motions associated with the O'Connell process ⋮ Cores of Dirichlet forms related to random matrix theory ⋮ Entrance laws for annihilating Brownian motions and the continuous-space voter model ⋮ Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights ⋮ Recent advances on eigenvalues of matrix-valued stochastic processes ⋮ How to draw a correlation function ⋮ The logarithmic derivative for point processes with equivalent Palm measures ⋮ Zeros of Airy function and relaxation process ⋮ Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields ⋮ Correlation function of the Schur process with a fixed final partition ⋮ Return probability of N fermions released from a 1D confining potential ⋮ Stochastic geometry and dynamics of infinitely many particle systems—random matrices and interacting Brownian motions in infinite dimensions ⋮ Noncolliding Brownian motion with drift and time-dependent Stieltjes-Wigert determinantal point process ⋮ Dunkl jump processes: relaxation and a phase transition ⋮ Determinantal martingales and correlations of noncolliding random walks

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