Comment on: ``Non-intersecting Brownian bridges in the flat-to-flat geometry

DOI10.1007/S10955-022-03038-7MaRDI QIDQ2106522zbMATH OpenOpenAlexFDO

Authors Jacek Grela, Satya N. Majumdar, Grégory Schehr

Publication date 16 December 2022

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

Full work available at URL https://doi.org/10.1007/s10955-022-03038-7

zbMATH Keywords

conditioned Brownian motionseffective Langevin equationrare events

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Recommendations

• Non-intersecting Brownian bridges in the flat-to-flat geometry
• The Brownian bridge as a flat integral
• A short proof of an identity for a Brownian bridge due to Donati-Martin, Matsumoto and Yor
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• Nonintersecting Brownian bridges between reflecting or absorbing walls

Cites work

• A Brownian-Motion Model for the Eigenvalues of a Random Matrix
• Coincidence properties of birth and death processes
• Effective Langevin equations for constrained stochastic processes
• Non-intersecting Brownian bridges in the flat-to-flat geometry

Cited in

(2)

• Non-intersecting Brownian bridges and the Laguerre orthogonal ensemble
• Non-intersecting Brownian bridges in the flat-to-flat geometry

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