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Published November 1, 2009 | Published
Journal Article Open

Maximum of Dyson Brownian motion and non-colliding systems with a boundary

Abstract

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

Additional Information

© 2009 Institute of Mathematical Statistics. This work is licensed under aCreative Commons Attribution 3.0 License. Submitted June 2, 2009, accepted in final form October 16, 2009. Published on: November 1, 2009. PARTIALLY SUPPORTED BY NSF GRANT DMS-0707163. PARTIALLY SUPPORTED BY THE GRANT-IN-AID FOR YOUNG SCIENTISTS (B), THE MINISTRY OF EDUCATION, CULTURE, SPORTS, SCIENCE AND TECHNOLOGY, JAPAN. TS thanks S. Grosskinsky and O. Zaboronski for inviting him to a workshop at University of Warwick, and N. O'Connell and H. Spohn for useful discussions and suggestions.

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Created:
August 19, 2023
Modified:
October 19, 2023