Nonintersecting Brownian excursions
نویسندگان
چکیده
منابع مشابه
Nonintersecting Brownian Excursions
We consider the process of n Brownian excursions conditioned to be nonintersecting. We show the distribution functions for the top curve and the bottom curve are equal to Fredholm determinants whose kernel we give explicitly. In the simplest case, these determinants are expressible in terms of Painlevé V functions. We prove that as n→∞, the distributional limit of the bottom curve is the Bessel...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2007
ISSN: 1050-5164
DOI: 10.1214/105051607000000041