Non-Colliding System of Brownian Particles as Pfaffian Process
نویسنده
چکیده
In the paper [7] we studied the temporally inhomogeneous system of non-colliding Brownian motions and proved that multi-time correlation functions are generally given by the quaternion determinants in the sense of Dyson and Mehta. In this report we give another proof of the equivalent statement using Fredholm determinant and Fredholm pfaffian, and claim that the present system is a typical example of pfaffian processes.
منابع مشابه
Infinite systems of non-colliding Brownian particles
Non-colliding Brownian particles in one dimension is studied. N Brownian particles start from the origin at time 0 and then they do not collide with each other until finite time T . We derive the determinantal expressions for the multitime correlation functions using the self-dual quaternion matrices. We consider the scaling limit of the infinite particles N → ∞ and the infinite time interval T...
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