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Dyson's Brownian motions, intertwining and interlacing

机译:Dyson的布朗运动,交织和交错

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摘要

A reflected Brownian motion in the Gelfand-Tsetlin cone is used to construct Dyson's process of non-colliding Brownian motions. The key step of the construction is to consider two interlaced families of Brownian paths with paths belonging to the second family reflected off paths belonging to the first. Such families of paths are known to arise in the Arratia flow of coalescing Brownian motions. A determinantal formula for the distribution of coalescing Brownian motions is presented.
机译:Gelfand-Tsetlin Cone中的反射布朗运动用于构建戴逊的非碰撞布朗运动的过程。建设的关键步骤是考虑两个棕色路径的两个交错家庭,其中属于第二个家庭的路径反映了属于第一家族的路径。众所周知,这些途径家庭在聚结的褐色运动的夏令时出现。提出了用于聚结棕色运动的分布的测定配方。

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