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We introduce an elliptic extension of Dyson's Brownian motion model, which is a temporally inhomogeneous diffusion process of noncolliding particles defined on a circle. Using elliptic determinant evaluations related to the reduced affine…

Probability · Mathematics 2015-08-18 Makoto Katori

Noncolliding Brownian motion (Dyson's Brownian motion model with parameter $\beta=2$) and noncolliding Bessel processes are determinantal processes; that is, their space-time correlation functions are represented by determinants. Under a…

Probability · Mathematics 2015-02-13 Hirofumi Osada , Hideki Tanemura

We introduce seven families of stochastic systems of interacting particles in one-dimension corresponding to the seven families of irreducible reduced affine root systems. We prove that they are determinantal in the sense that all…

Probability · Mathematics 2017-10-05 Makoto Katori

When the number of particles is finite, the noncolliding Brownian motion (the Dyson model) and the noncolliding squared Bessel process are determinantal diffusion processes for any deterministic initial configuration $\xi=\sum_{j \in…

Probability · Mathematics 2011-12-07 Makoto Katori , Hideki Tanemura

Dyson's Brownian motion model with the parameter $\beta=2$, which we simply call the Dyson model in the present paper, is realized as an $h$-transform of the absorbing Brownian motion in a Weyl chamber of type A. Depending on initial…

Probability · Mathematics 2013-01-16 Makoto Katori , Hideki Tanemura

Dyson's model in infinite dimensions is a system of Brownian particles that interact via a logarithmic potential with an inverse temperature of $ \beta = 2$. The stochastic process can be represented by the solution to an…

Probability · Mathematics 2023-04-26 Hirofumi Osada , Shota Osada

For some discrete parameters $k\ge0$, multivariate (Dunkl-)Bessel processes on Weyl chambers $C$ associated with root systems appear as projections of Brownian motions without drift on Euclidean spaces $V$, and the associated transition…

Probability · Mathematics 2025-12-12 Michael Voit

A system of one-dimensional Brownian motions (BMs) conditioned never to collide with each other is realized as (i) Dyson's BM model, which is a process of eigenvalues of hermitian matrix-valued diffusion process in the Gaussian unitary…

Probability · Mathematics 2007-11-29 Makoto Katori , Hideki Tanemura

Dyson's model is a one-dimensional system of Brownian motions with long-range repulsive forces acting between any pair of particles with strength proportional to the inverse of distances with proportionality constant $\beta/2$. We give…

Probability · Mathematics 2009-11-20 Makoto Katori , Hideki Tanemura

Bessel process is defined as the radial part of the Brownian motion (BM) in the $D$-dimensional space, and is considered as a one-parameter family of one-dimensional diffusion processes indexed by $D$, BES$^{(D)}$. It is well-known that…

Probability · Mathematics 2011-03-25 Makoto Katori

Determinantal process is a dynamical extension of a determinantal point process such that any spatio-temporal correlation function is given by a determinant specified by a single continuous function called the correlation kernel.…

Probability · Mathematics 2013-07-10 Makoto Katori

A noncolliding diffusion process is a conditional process of $N$ independent one-dimensional diffusion processes such that the particles never collide with each other. This process realizes an interacting particle system with long-ranged…

Probability · Mathematics 2011-10-21 Makoto Katori , Hideki Tanemura

Motivated by a common Mathematical Finance topic, we discuss the reciprocal of the exit time from a cone of planar Brownian motion which also corresponds to the exponential functional of an associated Brownian motion. We prove a conjecture…

Probability · Mathematics 2018-07-09 Wissem Jedidi , Stavros Vakeroudis

The purpose of this work is to build a framework that allows for an in-depth study of various generalisations to inhomogeneous space of models of Borodin-Ferrari, Dieker-Warren, Nordenstam, Warren-Windridge of interacting particles in…

Probability · Mathematics 2023-11-09 Theodoros Assiotis

A new stochastic process is introduced and considered - squared Bessel process with special stochastic time. The analogues of fundamental properties for Brownian motion are deduced for squared Bessel process. In particular an analogue of…

Probability · Mathematics 2014-10-14 Maciej Wiśniewolski

Dyson's model in infinite dimensions is a system of Brownian particles interacting via a logarithmic potential with an inverse temperature of $ \beta = 2$. The stochastic process is given as a solution to an infinite-dimensional stochastic…

Probability · Mathematics 2022-01-03 Hirofumi Osada , Ryosuke Tsuboi

Two families of stochastic interacting particle systems, the interacting Brownian motions and Bessel processes, are defined as extensions of Dyson's Brownian motion models and the eigenvalue processes of the Wishart and Laguerre processes…

Mathematical Physics · Physics 2014-06-09 Sergio Andraus

We extend results on time-rescaled occupation time fluctuation limits of the $(d,\alpha, \beta)$-branching particle system $(0<\alpha \leq 2, 0<\beta \leq 1)$ with Poisson initial condition. The earlier results in the homogeneous case…

Probability · Mathematics 2012-03-14 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…

Probability · Mathematics 2016-05-05 Alexander I. Bufetov

The Ray--Knight theorems show that the local time processes of various path fragments derived from a one-dimensional Brownian motion $B$ are squared Bessel processes of dimensions $0$, $2$, and $4$. It is also known that for various…

Probability · Mathematics 2018-04-23 Jim Pitman , Matthias Winkel
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