Elliptic Bessel processes and elliptic Dyson models realized as temporally inhomogeneous processes

DOI10.1063/1.4964253zbMath1351.60108arXiv1605.02931OpenAlexW2365397421MaRDI QIDQ2832727

Makoto Katori

Publication date: 14 November 2016

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

Full work available at URL: https://arxiv.org/abs/1605.02931

zbMATH Keywords

interacting Brownian motionsGirsanov transformationselliptic Dyson modelselliptic Bessel processesspatio-temporal correlation kernel

Mathematics Subject Classification ID

Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Time-dependent Schrödinger equations and Dirac equations (35Q41)

Related Items (5)

Fluctuations for stationary \(q\)-TASEP ⋮ Elliptic determinantal processes and elliptic Dyson models ⋮ Macdonald denominators for affine root systems, orthogonal theta functions, and elliptic determinantal point processes ⋮ Two-dimensional elliptic determinantal point processes and related systems ⋮ Excursion processes associated with elliptic combinatorics

Uses Software

• DLMF

Cites Work

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