System of complex Brownian motions associated with the O'Connell process
DOI10.1007/s10955-012-0602-yzbMath1254.82009arXiv1206.2185MaRDI QIDQ694610
Publication date: 13 December 2012
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.2185
Fredholm determinants; quantum Toda lattice; Whittaker functions; geometric lifting; noncolliding Brownian motion; combinatorial limit; complex Brownian motions; MacDonald processes; O'Connell process
37K10: Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.)
60J65: Brownian motion
82B20: Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics
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