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Maximum of Dyson Brownian motion and non-colliding systems with a boundary. (English) Zbl 1189.60169

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

MSC:

60K35 Interacting random processes; statistical mechanics type models; percolation theory
60J65 Brownian motion
60J55 Local time and additive functionals
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