Minami Izumi

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One-dimensional Brownian motion starting from the origin at time t=0 , conditioned to return to the origin at time t=1 and to stay positive during time interval 0<t<1, is called the Bessel bridge with duration 1. We consider an N-particle system of such Bessel bridges conditioned never to collide with each other in 0<t<1, which is the continuum limit of the(More)
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