137 citations · 453 across the 11 of their papers we have counts for
Showing 2007 · math.PRShow all
2 papers · 2 filters
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…
math.PR2007★ 57 cited
Noncolliding Brownian Motion and Determinantal Processes
Makoto Katori, Hideki Tanemura
A system of one-dimensional Brownian motions (BMs) conditioned never to collide with each other is realized as (i) Dyson's BM model, which is a process of eigenvalues of hermitian…