arXiv:0905.3989 [math.PR]AbstractReferencesReviewsResources
Maximum of Dyson Brownian motion and non-colliding systems with a boundary
Alexei Borodin, Patrik L. Ferrari, Michael Praehofer, Tomohiro Sasamoto, Jon Warren
Published 2009-05-25Version 1
We prove an equality-in-law relating the maximum of GUE Dyson's Brownian motion and the non-colliding systems with a wall. This generalizes the well known relation between the maximum of a Brownian motion and a reflected Brownian motion.
Comments: 10 pages
Journal: Electron. Comm. Probab. 14 (2009), 486-494
Keywords: dyson brownian motion, non-colliding systems, gue dysons brownian motion, reflected brownian motion, generalizes
Tags: journal article
Related articles: Most relevant | Search more
arXiv:1504.03605 [math.PR] (Published 2015-04-14)
Convergence of local statistics of Dyson Brownian motion
arXiv:1712.03881 [math.PR] (Published 2017-12-11)
Edge statistics of Dyson Brownian motion
arXiv:2009.11176 [math.PR] (Published 2020-09-23)
Edge scaling limit of Dyson Brownian motion at equilibrium for general $β\geq 1$