System of complex Brownian motions associated with the O'Connell process

DOI10.1007/s10955-012-0602-yzbMath1254.82009arXiv1206.2185OpenAlexW3099013850MaRDI QIDQ694610

Makoto Katori

Publication date: 13 December 2012

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

Full work available at URL: https://arxiv.org/abs/1206.2185

zbMATH Keywords

Fredholm determinantsquantum Toda latticeWhittaker functionsgeometric liftingnoncolliding Brownian motioncombinatorial limitcomplex Brownian motionsMacDonald processesO'Connell process

Mathematics Subject Classification ID

Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10) Brownian motion (60J65) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

Related Items (2)

Determinantal structures in the O'Connell-Yor directed random polymer model ⋮ Reciprocal time relation of noncolliding Brownian motion with drift

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