Perturbed GUE minor process and Warren's process with drifts

DOI10.1007/s10955-013-0887-5zbMath1296.82037arXiv1212.5534MaRDI QIDQ2016526

Patrik Lino Ferrari, René Frings

Publication date: 20 June 2014

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.5534

zbMATH Keywords

random matrices; reflected diffusions; interacting particles systems

Mathematics Subject Classification ID

82C22: Interacting particle systems in time-dependent statistical mechanics

60J65: Brownian motion

60J60: Diffusion processes

15B52: Random matrices (algebraic aspects)