Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary

DOI10.1007/s10955-019-02388-zzbMath1439.60076arXiv1905.08378OpenAlexW2946304582WikidataQ127229466 ScholiaQ127229466MaRDI QIDQ2283145

Grégory Schehr, Satya N. Majumdar, Tristan Gautié, Pierre Le Doussal

Publication date: 30 December 2019

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.08378

zbMATH Keywords

survivalpersistenceBrownian bridgeboundaryDyson Brownian motionBrownian Motion

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Related Items (11)

Asymptotics of Muttalib-Borodin determinants with Fisher-Hartwig singularities ⋮ Analytical survival analysis of the Ornstein-Uhlenbeck process ⋮ Universality for random matrices with equi-spaced external source: a case study of a biorthogonal ensemble ⋮ Extreme value statistics of correlated random variables: a pedagogical review ⋮ Non-intersecting Brownian bridges in the flat-to-flat geometry ⋮ The local universality of Muttalib–Borodin ensembles when the parameter θ is the reciprocal of an integer ⋮ Constrained non-crossing Brownian motions, fermions and the Ferrari–Spohn distribution ⋮ A vector Riemann-Hilbert approach to the Muttalib-Borodin ensembles ⋮ Matrix Kesten recursion, inverse-Wishart ensemble and fermions in a Morse potential ⋮ Interplay between transport and quantum coherences in free fermionic systems ⋮ A stationary model of non-intersecting directed polymers

Uses Software

• DLMF

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