Non‐Colliding Brownian Motions on the Circle

DOI10.1112/blms/28.6.643zbMath0853.60060OpenAlexW2090041286MaRDI QIDQ4896098

Wendelin Werner, David G. Hobson

Publication date: 21 November 1996

Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/blms/28.6.643

zbMATH Keywords

Laplacianeigenfunction expansionreflection principleBrownian motionsasymptotic probabilityprobability transition density

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of operator theory in probability theory and statistics (47N30)

Related Items (14)

Random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero drift absorbed at the axes ⋮ Elementary symmetric polynomials and martingales for Heckman-Opdam processes ⋮ Nonintersecting Brownian motions on the unit circle ⋮ Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited ⋮ Exit problems associated with affine reflection groups ⋮ Partial isometries, duality, and determinantal point processes ⋮ Determinantal martingales and noncolliding diffusion processes ⋮ Elliptic determinantal process of type A ⋮ β-Jacobi processes ⋮ Interlaced processes on the circle ⋮ Loop-erased walks and random matrices ⋮ Collision probability for random trajectories in two dimensions ⋮ Phase structure of XX0 spin chain and nonintersecting Brownian motion ⋮ Random walk in an alcove of an affine Weyl group, and non-colliding random walks on an interval

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