Noncolliding Brownian motion and determinantal processes
From MaRDI portal
Publication:2473354
DOI10.1007/s10955-007-9421-yzbMath1136.82035arXiv0705.2460OpenAlexW3103266854MaRDI QIDQ2473354
Makoto Katori, Hideki Tanemura
Publication date: 27 February 2008
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0705.2460
random matrix theoryspectral projectionsdeterminantal processesnoncolliding Brownian motionKarlin-McGregor formulamatrix-kernelsmultitime correlation functions
Brownian motion (60J65) Random matrices (algebraic aspects) (15B52) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)
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