scientific article; zbMATH DE number 2046376

MaRDI QIDQ4451242zbMATH OpenFDO

Authors Neil O'Connell

Publication date 23 February 2004

Full work available at URL https://arxiv.org/abs/math/0203176, http://www.numdam.org/item?id=SPS_2002__36__165_0, https://eudml.org/doc/114084

zbMATH Keywords

Brownian motioneigenvaluenon-colliding processpercolationPoisson processpolymerqueueing theoryrandom matrix

Mathematics Subject Classification ID

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

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• Brownian analogues of Burke's theorem.
• Limiting shape for directed percolation models
• A representation for non-colliding random walks
• Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion
• Last passage percolation on the complete graph
• Fluctuation lower bounds in planar random growth models
• Bulk properties of the Airy line ensemble
• Stable Lévy processes in a cone
• Bi-infinite solutions for KdV- and Toda-type discrete integrable systems based on path encodings
• Discrete integrable systems and Pitman's transformation
• The endpoint distribution of directed polymers
• Tropical combinatorics and Whittaker functions
• Random walks in ( Z_+)^2 with non-zero drift absorbed at the axes
• The Wishart autoregressive process of multivariate stochastic volatility
• Directed polymers and the quantum Toda lattice
• A path-transformation for random walks and the Robinson-Schensted correspondence
• Batch latency analysis and phase transitions for a tandem of queues with exponentially distributed service times
• Nonequilibrium Markov processes conditioned on large deviations
• A stationary model of non-intersecting directed polymers
• The Bessel line ensemble
• Disjoint optimizers and the directed landscape
• Last passage percolation with bounded edge passage time on complete graph
• Title not available (Why is no real title available?)
• Random walk on a building of type \(\tilde A_r\) and Brownian motion of the Weyl chamber
• Heavy tails in last-passage percolation
• The Heckman-Opdam Markov processes
• Multiple orthogonal polynomials of mixed type and non-intersecting Brownian motions

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