500 citations · 1.4k across the 14 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2009★ 2 cited
Maximum of Dyson Brownian motion and non-colliding systems with a boundary
Alexei Borodin, Patrik L. Ferrari, Michael Praehofer +2
We prove an equality-in-law relating the maximum of GUE Dyson's Brownian motion and the non-colliding systems with a wall. This generalizes the well known relation between the maxi…
math.PR2001★ 86 cited
Scale Invariance of the PNG Droplet and the Airy Process
Michael Praehofer, Herbert Spohn
We establish that the static height fluctuations of a particular growth model, the PNG droplet, converges upon proper rescaling to a limit process, which we call the Airy process A…