Noncolliding system of continuous-time random walks
DOI10.1186/s40736-014-0011-zzbMath1327.60187arXiv1407.0505OpenAlexW2091245807WikidataQ59396757 ScholiaQ59396757MaRDI QIDQ890588
Publication date: 10 November 2015
Published in: Pacific Journal of Mathematics for Industry (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.0505
determinantal point processcontinuous-time random walkharmonic transformdeterminantal martingale representationfundamental martingale polynomialsnoncolliding system
Sums of independent random variables; random walks (60G50) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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Cites Work
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