Brownian motion in a truncated Weyl chamber
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Publication:2906173
zbMath1260.60167arXiv1008.3142MaRDI QIDQ2906173
Patrick Schmid, Wolfgang König
Publication date: 5 September 2012
Full work available at URL: https://arxiv.org/abs/1008.3142
eigenvalue expansion; Weyl chamber; non-colliding probability; réduite; Karlin-McGregor formula; non-exit probability; non-colliding Brownian motions
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