41 citations · 71 across the 3 of their papers we have counts for
3 papers
math.PR2010
Extreme value distributions of noncolliding diffusion processes
Minami Izumi, Makoto Katori
Noncolliding diffusion processes reported in the present paper are -particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start f…
cond-mat.stat-mech2008★ 41 cited
Maximum distributions of bridges of noncolliding Brownian paths
Naoki Kobayashi, Minami Izumi, Makoto Katori
The one-dimensional Brownian motion starting from the origin at time , conditioned to return to the origin at time and to stay positive during time interval ,…
math.PR2007★ 30 cited
Two Bessel Bridges Conditioned Never to Collide, Double Dirichlet Series, and Jacobi Theta Function
Makoto Katori, Minami Izumi, Naoki Kobayashi
It is known that the moments of the maximum value of a one-dimensional conditional Brownian motion, the three-dimensional Bessel bridge with duration 1 started from the origin, are…