Constrained Brownian motion: fluctuations away from circular and parabolic barriers

DOI10.1214/009117905000000125zbMath1082.60071arXivmath/0308242OpenAlexW2121211958MaRDI QIDQ2569220

Herbert Spohn, Patrik Lino Ferrari

Publication date: 18 October 2005

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0308242

zbMATH Keywords

limiting diffusion processconditioned Brownian bridge

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

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Cites Work

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• On asymptotics for the Airy process
• Scale invariance of the PNG droplet and the Airy process
• PDEs for the joint distributions of the Dyson, Airy and Sine processes
• On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary
• Exact statistical properties of the Burgers equation

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