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  • Search: subject:"Determinantal processes"
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Determinantal processes 2 Edge scaling 1 Harmonic Doob transforms 1 Martingales 1 Matrix-valued Brownian motion 1 Noncolliding diffusion processes 1 Random matrix theory 1
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Article 2
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Katori, Makoto 1 Spohn, Herbert 1
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Physica A: Statistical Mechanics and its Applications 1 Stochastic Processes and their Applications 1
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RePEc 2
Showing 1 - 2 of 2
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Determinantal martingales and noncolliding diffusion processes
Katori, Makoto - In: Stochastic Processes and their Applications 124 (2014) 11, pp. 3724-3768
Two aspects of noncolliding diffusion processes have been extensively studied. One of them is the fact that they are realized as harmonic Doob transforms of absorbing particle systems in the Weyl chambers. Another aspect is integrability in the sense that any spatio-temporal correlation function...
Persistent link: https://www.econbiz.de/10010907050
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Exact solutions for KPZ-type growth processes, random matrices, and equilibrium shapes of crystals
Spohn, Herbert - In: Physica A: Statistical Mechanics and its Applications 369 (2006) 1, pp. 71-99
Three models from statistical physics can be analyzed by employing space-time determinantal processes: (1) crystal …
Persistent link: https://www.econbiz.de/10010874886
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