Variations on non-intersecting Brownian motions

Variations on non-intersecting Brownian motions

Probability Seminar
Sep 29, 2010, 03:10 PM - 04:00 PM | 330 Evans Hall | Happening As Scheduled
Arno Kuijlaars, Katholieke Universiteit Leuven. visiting MSRI
It is a classical result, essentially due to Dyson, that the positions of n non-intersecting one-dimensional Brownian motions with one starting point and one ending point have the same distribution as the eigenvalues of an n x n GUE matrix. In a situation of more than one starting point and still one ending point there is a similar connection with eigenvalues of a random matrix model with...