Nonintersecting Brownian motions on the unit circle
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Publication:282506
DOI10.1214/14-AOP998zbMath1342.60138arXiv1312.7390OpenAlexW3098085042MaRDI QIDQ282506
Publication date: 12 May 2016
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.7390
Riemann-Hilbert problemdeterminantal processdiscrete Gaussian orthogonal polynomialsdouble contour integral formulanonintersecting Brownian motionsPearcey processtacnode process
Gaussian processes (60G15) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Riemann-Hilbert problems in context of PDEs (35Q15)
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