2012年7月
Reciprocal Time Relation of Noncolliding Brownian Motion with Drift
JOURNAL OF STATISTICAL PHYSICS
- 巻
- 148
- 号
- 1
- 開始ページ
- 38
- 終了ページ
- 52
- 記述言語
- 英語
- 掲載種別
- 研究論文(学術雑誌)
- DOI
- 10.1007/s10955-012-0527-5
- 出版者・発行元
- SPRINGER
We consider an N-particle system of noncolliding Brownian motion starting from x (1)a parts per thousand currency signx (2)a parts per thousand currency signaEuro broken vertical bar a parts per thousand currency signx (N) with drift coefficients nu (j) , 1a parts per thousand currency signja parts per thousand currency signN satisfying nu (1)a parts per thousand currency sign nu (2)a parts per thousand currency signaEuro broken vertical bar a parts per thousand currency sign nu (N) . When all of the initial points are degenerated to be zero, x (j) =0, 1a parts per thousand currency signja parts per thousand currency signN, the equivalence is proved between a dilatation with factor 1/t of this drifted process and the noncolliding Brownian motion starting from nu (1)a parts per thousand currency sign nu (2)a parts per thousand currency signaEuro broken vertical bar a parts per thousand currency sign nu (N) without drift observed at reciprocal time 1/t, for arbitrary t > 0. Using this reciprocal time relation, we study the determinantal property of the noncolliding Brownian motion with drift having finite and infinite numbers of particles.
- リンク情報
- ID情報
-
- DOI : 10.1007/s10955-012-0527-5
- ISSN : 0022-4715
- Web of Science ID : WOS:000306126100002