Brownian motion in a Weyl chamber, non-colliding particles, and random matrices (Q1283327)

The paper deals with \(n\) Brownian motion particles move in one dimension. The probability that there will be no collision up to time \(t\) is proved to have asymptotic behavior \(t^{-n(n-1)/4}\) as \(t\to \infty\). A determinant formula is presented for the density function for the particles to be at specified position at time \(t\) without having collided by time \(t\). Moreover, some analog results are obtained for more general Weyl groups. The paper is nice in the sense that the results are exact.