A representation for non-colliding random walks.

@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 -