O'Connell's process as a vicious Brownian motion.

  • Makoto Katori
  • Published 2011 in
    Physical review. E, Statistical, nonlinear, and…

Abstract

Vicious Brownian motion is a diffusion scaling limit of Fisher's vicious walk model, which is a system of Brownian particles in one dimension such that if two motions meet they kill each other. We consider the vicious Brownian motions conditioned never to collide with each other and call it noncolliding Brownian motion. This conditional diffusion process is… (More)

1 Figure or Table

Topics

  • Presentations referencing similar topics