論文

査読有り
2012年7月

Reciprocal Time Relation of Noncolliding Brownian Motion with Drift

JOURNAL OF STATISTICAL PHYSICS
  • Makoto Katori

148
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
DOI
https://doi.org/10.1007/s10955-012-0527-5
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000306126100002&DestApp=WOS_CPL
ID情報
  • DOI : 10.1007/s10955-012-0527-5
  • ISSN : 0022-4715
  • Web of Science ID : WOS:000306126100002

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