Brownian motion in a truncated Weyl chamber

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zbMath1260.60167arXiv1008.3142MaRDI QIDQ2906173

Patrick Schmid, Wolfgang König

Publication date: 5 September 2012

Full work available at URL: https://arxiv.org/abs/1008.3142

zbMATH Keywords

eigenvalue expansion Weyl chamber non-colliding probability réduite Karlin-McGregor formula non-exit probability non-colliding Brownian motions

Mathematics Subject Classification ID

Brownian motion (60J65) Large deviations (60F10)

Related Items (1)

Dyson Ferrari-Spohn diffusions and ordered walks under area tilts

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