Published November 1, 2009
| Published
Journal Article
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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.Attached Files
Published - Borodin2009p6779Electron_Commun_Prob.pdf
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Borodin2009p6779Electron_Commun_Prob.pdf
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Additional details
- Eprint ID
- 17203
- Resolver ID
- CaltechAUTHORS:20100115-141743624
- DMS-0707163
- NSF
- Ministry of Education, Culture, Sports, Science and Technology (MEXT)
- Created
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2010-01-26Created from EPrint's datestamp field
- Updated
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2021-11-08Created from EPrint's last_modified field