English

Non-colliding system of Brownian particles as Pfaffian process

Probability 2007-05-23 v1 Mathematical Physics math.MP

Abstract

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.

Keywords

Cite

@article{arxiv.math/0506186,
  title  = {Non-colliding system of Brownian particles as Pfaffian process},
  author = {Makoto Katori},
  journal= {arXiv preprint arXiv:math/0506186},
  year   = {2007}
}

Comments

LaTeX, 14 pages, 1 figure

R2 v1 2026-07-22T17:20:30.725Z