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math.PR2005★ 1 cited
Non-colliding system of Brownian particles as Pfaffian process
Makoto Katori
In the paper [7] we studied the temporally inhomogeneous system of non-colliding Brownian motions and proved that multi-time correlation functions are generally given by the quater…
math.PR2005★ 9 cited
Nonintersecting Paths, Noncolliding Diffusion Processes and Representation Theory
Makoto Katori, Hideki Tanemura
The system of one-dimensional symmetric simple random walks, in which none of walkers have met others in a given time period, is called the vicious walker model. It was introduced…