Dyson's Brownian motions, intertwining and interlacing

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dc.creatorWarren, Jon
dc.date2005-09-30
dc.date.accessioned2026-07-07T06:19:56Z
dc.date.available2026-07-07T06:19:56Z
dc.descriptionA family of reflected Brownian motions is used to construct Dyson's process of non-colliding Brownian motions. A number of explicit formulae are given, including one for the distribution of a family of coalescing Brownian motions.
dc.description13 pages
dc.identifierhttps://arxiv.org/abs/math/0509720
dc.identifierhttp://arxiv.org/abs/math/0509720
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/95195
dc.subjectProbability
dc.subject60G20
dc.titleDyson's Brownian motions, intertwining and interlacing
dc.typetext

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