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

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

2009-05-25

arxiv.org/abs/0905.3989v1

Electron. Comm. Probab. 14 (2009), 486-494

Mathematics

Probability

10 pages

Scientific paper

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.

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