Dyson’s Brownian motions, intertwining and interlacing
نویسنده
چکیده
A family of reflected Brownian motions is used to construct Dyson’s process of non-colliding Brownian motions. A number of explicit formulae are given, including one for the distribution of a family of coalescing Brownian motions.
منابع مشابه
Noncolliding Brownian motions and Harish-Chandra formula
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