Borodin, Alexei; Ferrari, Patrik L.; Prahofer, Michael; Sasamoto, Tomohiro; Warren, Jon Maximum of Dyson Brownian motion and non-colliding systems with a boundary. (English) Zbl 1189.60169 Electron. Commun. Probab. 14, 486-494 (2009). Summary: We prove an equality-in-law relating the maximum of GUE Dyson’s Brownian motion and the non-colliding systems with a wall. This generalizes the well known relation between the maximum of a Brownian motion and a reflected Brownian motion Cited in 16 Documents MSC: 60K35 Interacting random processes; statistical mechanics type models; percolation theory 60J65 Brownian motion 60J55 Local time and additive functionals Keywords:dyson Brownian motion; reflected Brownian motion; non-colliding systems with a wall PDFBibTeX XMLCite \textit{A. Borodin} et al., Electron. Commun. Probab. 14, 486--494 (2009; Zbl 1189.60169) Full Text: DOI arXiv EuDML EMIS