Reciprocal time relation of noncolliding Brownian motion with drift
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Publication:1759694
DOI10.1007/s10955-012-0527-5zbMath1253.82058arXiv1204.5629MaRDI QIDQ1759694
Publication date: 21 November 2012
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.5629
determinantal processes; infinite particle systems; Doob's \(h\)-transform; correlation kernels; noncolliding Brownian motion; drift transform; reciprocal time relation
Related Items
System of complex Brownian motions associated with the O'Connell process, First passage times for Slepian process with linear and piecewise linear barriers, Noncolliding Brownian motion with drift and time-dependent Stieltjes-Wigert determinantal point process
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