Dyson's Brownian motions, intertwining and interlacing.
Electronic Journal of Probability [electronic only] (2007)
- Volume: 12, page 573-590
- ISSN: 1083-589X
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topWarren, Jon. "Dyson's Brownian motions, intertwining and interlacing.." Electronic Journal of Probability [electronic only] 12 (2007): 573-590. <http://eudml.org/doc/128215>.
@article{Warren2007,
author = {Warren, Jon},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {Gelfand-Tsetlin cone; non-colliding Brownian motions; coalescing Brownian motions},
language = {eng},
pages = {573-590},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Dyson's Brownian motions, intertwining and interlacing.},
url = {http://eudml.org/doc/128215},
volume = {12},
year = {2007},
}
TY - JOUR
AU - Warren, Jon
TI - Dyson's Brownian motions, intertwining and interlacing.
JO - Electronic Journal of Probability [electronic only]
PY - 2007
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 12
SP - 573
EP - 590
LA - eng
KW - Gelfand-Tsetlin cone; non-colliding Brownian motions; coalescing Brownian motions
UR - http://eudml.org/doc/128215
ER -
Citations in EuDML Documents
top- A. B. Dieker, J. Warren, Determinantal transition kernels for some interacting particles on the line
- Manon Defosseux, Orbit measures, random matrix theory and interlaced determinantal processes
- Anthony P. Metcalfe, Neil O’Connell, Jon Warren, Interlaced processes on the circle
- Mark Adler, Eric Nordenstam, Pierre Van Moerbeke, The Dyson Brownian Minor Process
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