Noncolliding Squared Bessel Processes
نویسندگان
چکیده
منابع مشابه
Maximum Distributions of Noncolliding Bessel Bridges
The one-dimensional Brownian motion starting from the origin at time t = 0, conditioned to return to the origin at time t = 1 and to stay positive during time interval 0 < t < 1, is called the Bessel bridge with duration 1. We consider theN -particle system of such Bessel bridges conditioned never to collide with each other in 0 < t < 1, which is the continuum limit of the vicious walk model in...
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ژورنال
عنوان ژورنال: Journal of Statistical Physics
سال: 2011
ISSN: 0022-4715,1572-9613
DOI: 10.1007/s10955-011-0117-y