Survival probability of mutually killing Brownian motions and the O'Connell process

DOI10.1007/s10955-012-0472-3zbMath1245.82046arXiv1112.4009OpenAlexW2013811703MaRDI QIDQ425183

Makoto Katori

Publication date: 7 June 2012

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

Full work available at URL: https://arxiv.org/abs/1112.4009

zbMATH Keywords

survival probabilityquantum Toda latticeWhittaker functionsDyson modelmutually killing Brownian motions

Mathematics Subject Classification ID

Interacting particle systems in time-dependent statistical mechanics (82C22) Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10) Brownian motion (60J65) Statistical mechanics of polymers (82D60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60)

Related Items (6)

Determinantal structures in the O'Connell-Yor directed random polymer model ⋮ KPZ line ensemble ⋮ Integral kernels on complex symmetric spaces and for the Dyson Brownian Motion ⋮ Reciprocal time relation of noncolliding Brownian motion with drift ⋮ 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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