Reciprocal time relation of noncolliding Brownian motion with drift
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Publication:1759694
DOI10.1007/s10955-012-0527-5zbMath1253.82058arXiv1204.5629OpenAlexW3098665896MaRDI QIDQ1759694
Publication date: 21 November 2012
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.5629
determinantal processesinfinite particle systemsDoob's \(h\)-transformcorrelation kernelsnoncolliding Brownian motiondrift transformreciprocal time relation
Interacting particle systems in time-dependent statistical mechanics (82C22) Brownian motion (60J65)
Related Items (4)
On the singular values of complex matrix Brownian motion with a matrix drift ⋮ First passage times for Slepian process with linear and piecewise linear barriers ⋮ System of complex Brownian motions associated with the O'Connell process ⋮ Noncolliding Brownian motion with drift and time-dependent Stieltjes-Wigert determinantal point process
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