scientific article; zbMATH DE number 2046376

zbMATH Open1041.15019arXivmath/0203176MaRDI QIDQ4451242FDOQ4451242

Authors: Neil O'Connell 

Publication date: 23 February 2004

Full work available at URL: https://arxiv.org/abs/math/0203176

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zbMATH Keywords

random matrixBrownian motionPoisson processqueueing theoryeigenvaluepercolationpolymernon-colliding process

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Statistical mechanics of polymers (82D60)

Cited In (25)

• Bi-infinite solutions for KdV- and Toda-type discrete integrable systems based on path encodings
• Directed polymers and the quantum Toda lattice
• The Wishart autoregressive process of multivariate stochastic volatility
• Random walks in \((\mathbb Z_+)^2\) with non-zero drift absorbed at the axes
• Stable Lévy processes in a cone
• A path-transformation for random walks and the Robinson-Schensted correspondence
• Discrete integrable systems and Pitman's transformation
• Batch latency analysis and phase transitions for a tandem of queues with exponentially distributed service times
• Brownian analogues of Burke's theorem.
• Multiple orthogonal polynomials of mixed type and non-intersecting Brownian motions
• Fluctuation lower bounds in planar random growth models
• A stationary model of non-intersecting directed polymers
• Last passage percolation on the complete graph
• Limiting shape for directed percolation models
• The Heckman-Opdam Markov processes
• Random walk on a building of type \(\tilde A_r\) and Brownian motion of the Weyl chamber
• Tropical combinatorics and Whittaker functions
• The Bessel line ensemble
• Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion
• Nonequilibrium Markov processes conditioned on large deviations
• Disjoint optimizers and the directed landscape
• The endpoint distribution of directed polymers
• Bulk properties of the Airy line ensemble
• A representation for non-colliding random walks
• Heavy tails in last-passage percolation

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