Non-crossing Brownian Paths and Dyson Brownian Motion Under a Moving Boundary
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Statistical Physics"
DOI: 10.1007/s10955-019-02388-z
Abstract: We compute analytically the probability $S(t)$ that a set of $N$ Brownian paths do not cross each other and stay below a moving boundary $g(\tau)= W \sqrt{\tau}$ up to time $t$. We show that for… read more here.
Keywords: tau; dyson brownian; tau sqrt; moving boundary ... See more keywords