Nonintersecting Brownian motions, integrable systems and orthogonal polynomials
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Publication:3536020
zbMATH Open1153.60045MaRDI QIDQ3536020FDOQ3536020
Authors: Pierre van Moerbeke
Publication date: 17 November 2008
Full work available at URL: http://www.msri.org/communications/books/Book55/
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- Non-intersecting Brownian bridges and the Laguerre orthogonal ensemble
- Analysis of the large-\(n\) limit of multiple orthogonal polynomials and non-intersecting Brownian motions
- System of complex Brownian motions associated with the O'Connell process
- Orthogonal intertwiners for infinite particle systems in the continuum
- Random matrix theory and integrable systems
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