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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
Categories: math.PR, math-ph, math.MP
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