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math.PR2014
Interacting particle systems at the edge of multilevel Dyson Brownian motions
Vadim Gorin, Mykhaylo Shkolnikov
We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the glob…
math.PR2014★ 4 cited
Multilevel Dyson Brownian motions via Jack polynomials
Vadim Gorin, Mykhaylo Shkolnikov
We introduce multilevel versions of Dyson Brownian motions of arbitrary parameter , generalizing the interlacing reflected Brownian motions of Warren for . Such processes…