Maximum of Dyson Brownian motion and non-colliding systems with a boundary.
Borodin, Alexei; Ferrari, Patrik L.; Prahofer, Michael; Sasamoto, Tomohiro; Warren, Jon
Electronic Communications in Probability [electronic only] (2009)
- Volume: 14, page 486-494
- ISSN: 1083-589X
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topBorodin, Alexei, et al. "Maximum of Dyson Brownian motion and non-colliding systems with a boundary.." Electronic Communications in Probability [electronic only] 14 (2009): 486-494. <http://eudml.org/doc/225067>.
@article{Borodin2009,
author = {Borodin, Alexei, Ferrari, Patrik L., Prahofer, Michael, Sasamoto, Tomohiro, Warren, Jon},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {dyson Brownian motion; reflected Brownian motion; non-colliding systems with a wall},
language = {eng},
pages = {486-494},
publisher = {University of Washington},
title = {Maximum of Dyson Brownian motion and non-colliding systems with a boundary.},
url = {http://eudml.org/doc/225067},
volume = {14},
year = {2009},
}
TY - JOUR
AU - Borodin, Alexei
AU - Ferrari, Patrik L.
AU - Prahofer, Michael
AU - Sasamoto, Tomohiro
AU - Warren, Jon
TI - Maximum of Dyson Brownian motion and non-colliding systems with a boundary.
JO - Electronic Communications in Probability [electronic only]
PY - 2009
PB - University of Washington
VL - 14
SP - 486
EP - 494
LA - eng
KW - dyson Brownian motion; reflected Brownian motion; non-colliding systems with a wall
UR - http://eudml.org/doc/225067
ER -
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