Boundary asymptotics of non-intersecting Brownian motions: Pearcey, Airy and a transition
Work
Year: 2024
Type: article
Abstract: We study n non-intersecting Brownian motions, corresponding to the eigenvalues of an n × n Hermitian Brownian motion. At the boundary of their limit shape we find that only three universal processes ... more
Source: Nonlinearity
Authors Thorsten Neuschel, Martin Venker
Institution Dublin City University
Cites: 44
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Related to: 10
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Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid