| Título: | Dyson's Brownian motions, intertwining and interlacing |
| Autores: | Warren, Jon; University of Warwick |
| Fecha: | 2007-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
non-colliding Brownian motions; coalescing Brownian motions; intertwining; Gelfand-Tsetlin cone. 60J65; 60J35; 60J60 |
| Descripción: | A reflected Brownian motion in the Gelfand-Tsetlin cone is used to construct Dyson's process of non-colliding Brownian motions. The key step of the construction is to consider two interlaced families of Brownian paths with paths belonging to the second family reflected off paths belonging to the first. Such families of paths are known to arise in the Arratia flow of coalescing Brownian motions. A determinantal formula for the distribution of coalescing Brownian motions is presented. |
| Idioma: | No aplica |
1 Lévy Classes and Self-Normalization por Khoshnevisan, Davar; University of Utah | 6 Time-Space Analysis of the Cluster-Formation in Interacting Diffusions por Fleischmann, Klaus; Weierstrass Institute for Applied Analysis and Stochastics,Greven, Andreas; Universitat Erlangen-Nurnberg |
2 Hausdorff Dimension of Cut Points for Brownian Motion por Lawler, Gregory F.; Duke University and Cornell University | 7 Conditional Moment Representations for Dependent Random Variables por Bryc, Wlodzimierz; University of Cincinnati |
3 Eigenvalue Expansions for Brownian Motion with an Application to Occupation Times por Bass, Richard F.; University of Washington,Burdzy, Krzysztof; University of Washington | 8 Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations por Liao, Xiao Xin; University of Strathclyde,Mao, Xuerong; University of Strathclyde |
4 Random Discrete Distributions Derived from Self-Similar Random Sets por Pitman, Jim; University of California, Berkeley,Yor, Marc; Université Pierre et Marie Curie | 9 Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes por Roberts, Gareth O.; University of Cambridge,Rosenthal, Jeffrey S.; University of Toronto |
5 A Microscopic Model for the Burgers Equation and Longest Increasing Subsequences por Seppäläinen, Timo; Iowa State University | 10 Metastability of the Three Dimensional Ising Model on a Torus at Very Low Temperatures por Ben Arous, Gérard; Ecole Normale Supérieure,Cerf, Raphaël; Université Paris Sud |