Maximum of Dyson Brownian motion and non-colliding systems with a boundary
Probability
2010-03-03 v1 Mathematical Physics
math.MP
Abstract
We prove an equality-in-law relating the maximum of GUE Dyson's Brownian motion and the non-colliding systems with a wall. This generalizes the well known relation between the maximum of a Brownian motion and a reflected Brownian motion.
Keywords
Cite
@article{arxiv.0905.3989,
title = {Maximum of Dyson Brownian motion and non-colliding systems with a boundary},
author = {Alexei Borodin and Patrik L. Ferrari and Michael Praehofer and Tomohiro Sasamoto and Jon Warren},
journal= {arXiv preprint arXiv:0905.3989},
year = {2010}
}
Comments
10 pages