Infinite systems of non-colliding Brownian particles
Probability
2007-05-23 v2 Mathematical Physics
math.MP
Abstract
Non-colliding Brownian particles in one dimension is studied. Brownian particles start from the origin at time 0 and then they do not collide with each other until finite time . 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 and the infinite time interval . Depending on the scaling, two limit theorems are proved for the multitime correlation functions, which may define temporally inhomogeneous infinite particle systems.
Cite
@article{arxiv.math/0301143,
title = {Infinite systems of non-colliding Brownian particles},
author = {Makoto Katori and Taro Nagao and Hideki Tanemura},
journal= {arXiv preprint arXiv:math/0301143},
year = {2007}
}
Comments
AMS-LaTeX, 20 pages, v2: minor corrections made for publication in Advanced Studies in Pure Mathematics