Non-colliding system of Brownian particles as Pfaffian process

Details Non-colliding system of Brownian particles as Pfaffian process Non-colliding system of Brownian particles as Pfaffian process

2005-06-10

arxiv.org/abs/math/0506186v1

RIMS Kokyuroku 1422 (2005) 12-25

Mathematics

Probability

LaTeX, 14 pages, 1 figure

Scientific paper

In the paper [7] we studied the temporally inhomogeneous system of non-colliding Brownian motions and proved that multi-time correlation functions are generally given by the quaternion determinants in the sense of Dyson and Mehta. In this report we give another proof of the equivalent statement using Fredholm determinant and Fredholm pfaffian, and claim that the present system is a typical example of pfaffian processes.

Affiliated with

Also associated with

No associations

Rating

Non-colliding system of Brownian particles as Pfaffian process does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Non-colliding system of Brownian particles as Pfaffian process, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Non-colliding system of Brownian particles as Pfaffian process will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-730206