The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  1. Baik, Jinho; Deift, Percy; Johansson, Kurt. On the distribution of the length of the longest increasing subsequence of random permutations. J. Amer. Math. Soc. 12 (1999), no. 4, 1119--1178. MR1682248 (2000e:05006)
  2. Baryshnikov, Yu. GUEs and queues. Probab. Theory Related Fields 119 (2001), no. 2, 256--274. MR1818248 (2002a:60165)
  3. ben-Avraham, Daniel. Complete Exact Solution of Diffusion-Limited Coalescence, A+A -> A, Phys. Rev. Lett. 81, (1998), no. 21, 4756--4759.
  4. Bougerol, Philippe; Jeulin, Thierry. Paths in Weyl chambers and random matrices. Probab. Theory Related Fields 124 (2002), no. 4, 517--543. MR1942321 (2004d:15033)
  5. Biane, Philippe; Bougerol, Philippe; O'Connell, Neil. Littelmann paths and Brownian paths. Duke Math. J. 130 (2005), no. 1, 127--167. MR2176549 (2006g:60119)
  6. Carmona, Philippe; Petit, Frédérique; Yor, Marc. Beta-gamma random variables and intertwining relations between certain Markov processes. Rev. Mat. Iberoamericana 14 (1998), no. 2, 311--367. MR1654531 (2000b:60173)
  7. Dai, J. G.; Williams, R. J. Existence and uniqueness of semimartingale reflecting Brownian motions in convex polyhedra. (Russian) Translated from the English by L. V. Bogachev. Teor. Veroyatnost. i Primenen. , 40 , (1995), no. 1, 3--53; translation in Theory Probab. Appl. 40 (1995), no. 1, 1--40 (1996) MR1346729 (96k:60109)
  8. DeBlassie, R. Dante. The adjoint process of killed reflected Brownian motion in a cone and applications. Ann. Probab. 27 (1999), no. 4, 1679--1737. MR1742885 (2001g:60185)
  9. Donnelly, Peter; Evans, Steven N.; Fleischmann, Klaus; Kurtz, Thomas G.; Zhou, Xiaowen. Continuum-sites stepping-stone models, coalescing exchangeable partitions and random trees. Ann. Probab. 28 (2000), no. 3, 1063--1110. MR1797304 (2001j:60183)
  10. Doumerc, Yan. A note on representations of eigenvalues of classical Gaussian matrices. Séminaire de Probabilités XXXVII , 370--384, Lecture Notes in Math., 1832, Springer, Berlin, 2003. MR2053054 (2005c:60025)
  11. Dubédat, Julien. Reflected planar Brownian motions, intertwining relations and crossing probabilities. Ann. Inst. H. Poincaré Probab. Statist. 40 (2004), no. 5, 539--552. MR2086013 (2006d:60126)
  12. Dyson, Freeman J. A Brownian-motion model for the eigenvalues of a random matrix. J. Mathematical Phys. 3 1962 1191--1198. MR0148397(26 #5904)
  13. Evans, Steven N. and Zhou, Xiaowen. Balls-in-boxes duality for coalescing random walks and coalescing Brownian motions. (2004) math.PR/0406336
  14. Fontes, L. R. G.; Isopi, M.; Newman, C. M.; Ravishankar, K. The Brownian web: characterization and convergence. Ann. Probab. 32 (2004), no. 4, 2857--2883. MR2094432 (2006i:60128)
  15. Gravner, Janko; Tracy, Craig A.; Widom, Harold. Limit theorems for height fluctuations in a class of discrete space and time growth models. J. Statist. Phys. 102 (2001), no. 5-6, 1085--1132. MR1830441 (2002d:82065)
  16. Harrison, J. M.; Williams, R. J. Multidimensional reflected Brownian motions having exponential stationary distributions. Ann. Probab. 15 (1987), no. 1, 115--137. MR0877593 (88e:60091)
  17. Karlin, Samuel; McGregor, James. Coincidence probabilities. Pacific J. Math. 9 1959 1141--1164. MR0114248 (22 #5072)
  18. König, Wolfgang. Orthogonal polynomial ensembles in probability theory. Probab. Surv. 2 (2005), 385--447 (electronic). MR2203677 (2007e:60007)
  19. Johansson, Kurt. Shape fluctuations and random matrices. Comm. Math. Phys. 209 (2000), no. 2, 437--476. MR1737991 (2001h:60177)
  20. Munasinghe, Ranjiva; Rajesh, R.; Tribe, Roger; Zaboronski, Oleg. Multi-scaling of the n-point density function for coalescing Brownian motions. Comm. Math. Phys. 268 (2006), no. 3, 717--725. MR2259212
  21. O'Connell, Neil; Yor, Marc. A representation for non-colliding random walks. Electron. Comm. Probab. 7 (2002), 1--12 (electronic). MR1887169 (2003e:60189)
  22. O'Connell, Neil. A path-transformation for random walks and the Robinson-Schensted correspondence. Trans. Amer. Math. Soc. 355 (2003), no. 9, 3669--3697 (electronic). MR1990168 (2004f:60109)
  23. Revuz, Daniel; Yor, Marc. Continuous martingales and Brownian motion. Third edition. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 293. Springer-Verlag, Berlin, 1999. xiv+602 pp. ISBN: 3-540-64325-7 MR1725357 (2000h:60050)
  24. Rogers, L. C. G.; Pitman, J. W. Markov functions. Ann. Probab. 9 (1981), no. 4, 573--582. MR0624684 (82j:60133)
  25. Schütz, Gunter M. Exact solution of the master equation for the asymmetric exclusion process. J. Statist. Phys. 88 (1997), no. 1-2, 427--445. MR1468391 (99e:82062)
  26. Soucaliuc, Florin; Tóth, Bálint; Werner, Wendelin. Reflection and coalescence between independent one-dimensional Brownian paths. Ann. Inst. H. Poincaré Probab. Statist. 36 (2000), no. 4, 509--545. MR1785393 (2002a:60139)
  27. Soucaliuc, Florin; Werner, Wendelin. A note on reflecting Brownian motions. Electron. Comm. Probab. 7 (2002), 117--122 (electronic). MR1917545(2003j:60115)
  28. Tóth, Bálint; Werner, Wendelin. The true self-repelling motion. Probab. Theory Related Fields 111 (1998), no. 3, 375--452. MR1640799 (99i:60092)
Bookmark and Share


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.