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 Electronic Communications in Probability > Vol. 14 (2009) > Paper 47 open journal systems 


Maximum of Dyson Brownian motion and non-colliding systems with a boundary

Alexei Borodin, California Institute of Technology
Patrik L Ferrari, Bonn University
Michael Prahofer, TU Munchen
Tomohiro Sasamoto, Chiba University
Jon Warren, University of Warwick


Abstract
We prove an equality-in-law relating the maximum of GUE Dyson's Brownian motion and the non-colliding systems with a wall. This generalizes the well known relation between the maximum of a Brownian motion and a reflected Brownian motion


Full text: PDF

Pages: 486-494

Published on: November 1, 2009


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Electronic Communications in Probability. ISSN: 1083-589X