Infinite systems of non-colliding Brownian particles

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dc.creatorKatori, Makoto
dc.creatorNagao, Taro
dc.creatorTanemura, Hideki
dc.date2003-01-14
dc.date2003-05-28
dc.date.accessioned2026-07-07T04:54:26Z
dc.date.available2026-07-07T04:54:26Z
dc.descriptionNon-colliding Brownian particles in one dimension is studied. $N$ Brownian particles start from the origin at time 0 and then they do not collide with each other until finite time $T$. 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 $N \to \infty$ and the infinite time interval $T \to \infty$. Depending on the scaling, two limit theorems are proved for the multitime correlation functions, which may define temporally inhomogeneous infinite particle systems.
dc.descriptionAMS-LaTeX, 20 pages, v2: minor corrections made for publication in Advanced Studies in Pure Mathematics
dc.identifierhttps://arxiv.org/abs/math/0301143
dc.identifierhttp://arxiv.org/abs/math/0301143
dc.identifierAdvanced Studies in Pure Mathematics 39 ``Stochastic Analysis on Large Scale Interacting Systems", pp. 283-306 (Mathematical Society of Japan, 2004).
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/66252
dc.subjectProbability
dc.subjectMathematical Physics
dc.titleInfinite systems of non-colliding Brownian particles
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