Dyson's non-intersecting Brownian motions with a few outliers

Details Dyson's non-intersecting Brownian motions with a few outliers Dyson's non-intersecting Brownian motions with a few outliers

2007-07-03

arxiv.org/abs/0707.0442v2

Communication on Pure and Applied Mathematics, 62, issue 3, 334-395 (2009)

Mathematics

Probability

66 pages. This new version contains an improved statement of Theorem 0.1. It also corrects a number of minor misprints

Scientific paper

Consider n non-intersecting particles on the real line (Dyson Brownian motions), all starting from the origin at time=0, and forced to return to x=0 at time=1. For large n, the average mean density of particles has its support, for each 0

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