A representation for non-colliding random walks

DOI10.1214/ECP.v7-1042zbMath1037.15019OpenAlexW2075303759WikidataQ104455069 ScholiaQ104455069MaRDI QIDQ1860576

Publication date: 25 February 2003

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/123505

zbMATH Keywords

Bessel process eigenvalues of random matrices Poisson process reversibility Burke's theorem GUE Weyl chamber queues in series Charlier ensemble Hermitian Brownian motion non-colliding Brownian motions Pitman's representation theorem

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Probabilistic potential theory (60J45) Random matrices (algebraic aspects) (15B52) Continuous-time Markov processes on discrete state spaces (60J27)

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