O’Connell's process as a vicious Brownian motion
نویسندگان
چکیده
منابع مشابه
O'Connell's process as a vicious Brownian motion.
Vicious Brownian motion is a diffusion scaling limit of Fisher's vicious walk model, which is a system of Brownian particles in one dimension such that if two motions meet they kill each other. We consider the vicious Brownian motions conditioned never to collide with each other and call it noncolliding Brownian motion. This conditional diffusion process is equivalent to the eigenvalue process ...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2011
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.84.061144