A representation for non-colliding random walks.

O'Connell, Neil; Yor, Marc

Electronic Communications in Probability [electronic only] (2002)

  • Volume: 7, page 1-12
  • ISSN: 1083-589X

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O'Connell, Neil, and Yor, Marc. "A representation for non-colliding random walks.." Electronic Communications in Probability [electronic only] 7 (2002): 1-12. <http://eudml.org/doc/123505>.

@article{OConnell2002,
author = {O'Connell, Neil, Yor, Marc},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {GUE; eigenvalues of random matrices; Hermitian Brownian motion; non-colliding Brownian motions; Weyl chamber; queues in series; Burke's theorem; reversibility; Pitman's representation theorem; Charlier ensemble; Poisson process; Bessel process},
language = {eng},
pages = {1-12},
publisher = {University of Washington},
title = {A representation for non-colliding random walks.},
url = {http://eudml.org/doc/123505},
volume = {7},
year = {2002},
}

TY - JOUR
AU - O'Connell, Neil
AU - Yor, Marc
TI - A representation for non-colliding random walks.
JO - Electronic Communications in Probability [electronic only]
PY - 2002
PB - University of Washington
VL - 7
SP - 1
EP - 12
LA - eng
KW - GUE; eigenvalues of random matrices; Hermitian Brownian motion; non-colliding Brownian motions; Weyl chamber; queues in series; Burke's theorem; reversibility; Pitman's representation theorem; Charlier ensemble; Poisson process; Bessel process
UR - http://eudml.org/doc/123505
ER -

Citations in EuDML Documents

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  1. Jean-Paul Ibrahim, Large deviations for directed percolation on a thin rectangle
  2. Jean-Paul Ibrahim, Large deviations for directed percolation on a thin rectangle
  3. Neil O'Connell, Random matrices, non-colliding processes and queues
  4. Irina Kurkova, Kilian Raschel, Random walks in ( ℤ + ) 2 with non-zero drift absorbed at the axes
  5. Fabrice Baudoin, Neil O’Connell, Exponential functionals of brownian motion and class-one Whittaker functions
  6. Anthony P. Metcalfe, Neil O’Connell, Jon Warren, Interlaced processes on the circle

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