Non-colliding Brownian motions and the extended tacnode process (Q1946829)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Non-colliding Brownian motions and the extended tacnode process
scientific article

    Statements

    Non-colliding Brownian motions and the extended tacnode process (English)
    0 references
    0 references
    9 April 2013
    0 references
    This paper studies a process of \(n\) non-colliding Brownian particles starting at \(a_1\) at time 0 and ending at \(\nu_1,\dotsc,\nu_m\) at time 1 together with \(m\) Brownian particles starting at \(a_2\) at time 0 and ending at \(\nu_{n+1},\dotsc,\nu_{n+m}\) at time 1. The points are chosen so that the two groups of Brownian motions just touch each other, a situation that is referred to as a tacnode. The extended kernel for the determinantal point process at the tacnode is computed. The author also obtain the correlation kernel for a finite number of non-colliding Brownian motions starting at two points and ending at arbitrary points.
    0 references
    0 references
    non-colliding Brownian motion
    0 references
    point process
    0 references
    correlation kernel
    0 references
    extended tacnode process
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references