Brownian motion in a Weyl chamber, non-colliding particles, and random matrices

• 1 April 1999
• journal article
• Published by Elsevier in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
• Vol. 35  (2) , 177-204
• https://doi.org/10.1016/s0246-0203(99)80010-7

Abstract

Keywords

• STOCHASTIC PROCESS
• MARKOV PROCESS
• LAPLACIAN
• DENSITY FUNCTION
• RANDOM MATRICES
• BESSEL PROCESS
• BROWNIAN MOTION
• PHYSICAL MODEL
• COLLISION
• LIE ALGEBRA
• GAUSSIAN PROCESS
• SYMMETRIC GROUP
• SPHERICAL SYMMETRY
• RANDOM MATRIX
• COXETER GROUP
• WEYL GROUP
• VECTOR SPACE
• LAPLACE OPERATOR
• REPRESENTATION THEORY

All Related Versions

• Version 1, 1997-08-21, ArXiv (Unconfirmed version)