Non‐Colliding Brownian Motions on the Circle
From MaRDI portal
Publication:4896098
DOI10.1112/blms/28.6.643zbMath0853.60060OpenAlexW2090041286MaRDI QIDQ4896098
Wendelin Werner, David G. Hobson
Publication date: 21 November 1996
Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1112/blms/28.6.643
Laplacianeigenfunction expansionreflection principleBrownian motionsasymptotic probabilityprobability transition density
Brownian motion (60J65) Applications of operator theory in probability theory and statistics (47N30)
Related Items (14)
Random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero drift absorbed at the axes ⋮ Elementary symmetric polynomials and martingales for Heckman-Opdam processes ⋮ Nonintersecting Brownian motions on the unit circle ⋮ Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited ⋮ Exit problems associated with affine reflection groups ⋮ Partial isometries, duality, and determinantal point processes ⋮ Determinantal martingales and noncolliding diffusion processes ⋮ Elliptic determinantal process of type A ⋮ β-Jacobi processes ⋮ Interlaced processes on the circle ⋮ Loop-erased walks and random matrices ⋮ Collision probability for random trajectories in two dimensions ⋮ Phase structure of XX0 spin chain and nonintersecting Brownian motion ⋮ Random walk in an alcove of an affine Weyl group, and non-colliding random walks on an interval
This page was built for publication: Non‐Colliding Brownian Motions on the Circle
