4 citations · 4 across the 2 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
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…
math.PR2005
PDE's for the Gaussian ensemble with external source and the Pearcey distribution
Mark Adler, Pierre van Moerbeke
The present paper studies a Gaussian Hermitian random matrix ensemble with external source, given by a fixed diagonal matrix with two eigenvalues a and -a. As a first result, the p…