English

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. NN Brownian particles start from the origin at time 0 and then they do not collide with each other until finite time TT. 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 NN \to \infty and the infinite time interval TT \to \infty. Depending on the scaling, two limit theorems are proved for the multitime correlation functions, which may define temporally inhomogeneous infinite particle systems.

Keywords

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

R2 v1 2026-07-22T16:51:06.384Z