Non-intersecting Brownian motions leaving from and going to several points (Q2427996)
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English | Non-intersecting Brownian motions leaving from and going to several points |
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Non-intersecting Brownian motions leaving from and going to several points (English)
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19 April 2012
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The problem considered in the paper is to obtain concrete results about the processes describing the critical infinite-dimensional diffusions, obtained as limiting situations of the problem of \(N\) non-intersecting Brownian motions on the real line starting at \(q\) and ending at \(p\) prescribed positions, with \(p,q\geq 2\). The aim of the paper is to provide a better understanding of the finite \(N\) diffusion for two or more starting and ending positions. There are considered \(N\) non-intersecting Brownian motions \(x_1(t),\dots, x_N(t)\) on \(\mathbb{R}\), starting at time \(t=0\) in \(q\) different points, and arriving in \(t=1\) at \(p\) different points.
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non-intersecting Brownian motions
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