The hard-edge tacnode process for Brownian motion

DOI10.1214/17-EJP97zbMath1380.60013arXiv1608.00394MaRDI QIDQ2411871

Bálint Vető, Patrik Lino Ferrari

Publication date: 25 October 2017

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.00394

zbMATH Keywords

determinantal processes; tacnode process; edge scaling limit; non-colliding walks

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

60J65: Brownian motion

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)