Nonintersecting Brownian motions, integrable systems and orthogonal polynomials

MaRDI QIDQ3536020zbMATH OpenFDO

Authors Pierre van Moerbeke

Publication date 17 November 2008

Full work available at URL http://www.msri.org/communications/books/Book55/

zbMATH Keywords

integral systemorthogonal polynomialsnonintersecting Brownian motions

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65)

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Cited in

(5)

• 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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