Elliptic determinantal process of type A

DOI10.1007/s00440-014-0581-9zbMath1416.60081arXiv1311.4146MaRDI QIDQ495554

Makoto Katori

Publication date: 14 September 2015

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.4146

zbMATH Keywords

determinantal process; alcove of affine Weyl group; determinantal martingale; Dyson's Brownian motion model; elliptic determinant evaluations; noncolliding diffusion process

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

82C22: Interacting particle systems in time-dependent statistical mechanics

60J65: Brownian motion

60G44: Martingales with continuous parameter

60J60: Diffusion processes

33E05: Elliptic functions and integrals