Non-colliding Brownian motions and the extended tacnode process (Q1946829)
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English | Non-colliding Brownian motions and the extended tacnode process |
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Non-colliding Brownian motions and the extended tacnode process (English)
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9 April 2013
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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.
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non-colliding Brownian motion
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point process
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correlation kernel
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extended tacnode process
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