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math.PR2009
A PDE for Nonintersecting Brownian Motions and Applications
Mark Adler, Jonathan Delepine, Pierre van Moerbeke +1
Consider non-intersecting Brownian motions on the real line, starting from the origin at t=0, with a number of particles forced to reach p distinct target points at time t=1. This…
math.PR2007★ 4 cited
Dyson's non-intersecting Brownian motions with a few outliers
Mark Adler, Jonathan Delepine, Pierre van Moerbeke
Consider n non-intersecting particles on the real line (Dyson Brownian motions), all starting from the origin at time=0, and forced to return to x=0 at time=1. For large n, the ave…