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math.PR2023
Asymptotics of noncolliding q-exchangeable random walks
Leonid Petrov, Mikhail Tikhonov
We consider a process of noncolliding -exchangeable random walks on making steps (straight) and (down). A single random walk is called -exchangeable if…
math.PR2019★ 1 cited
Parameter symmetry in perturbed GUE corners process and reflected drifted Brownian motions
Leonid Petrov, Mikhail Tikhonov
The perturbed GUE corners ensemble is the joint distribution of eigenvalues of all principal submatrices of a matrix , where is the random matrix f…