Non-colliding Brownian bridges and the asymmetric tacnode process
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Publication:428666
DOI10.1214/EJP.v17-1811zbMath1258.60011arXiv1112.5002MaRDI QIDQ428666
Bálint Vető, Patrik Lino Ferrari
Publication date: 22 June 2012
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.5002
60B20: Random matrices (probabilistic aspects)
60J65: Brownian motion
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)