Random Matrices and Annihilating Brownian Motions
Presenter
January 17, 2013
Keywords:
- Brownian motion
MSC:
- 60J65
Abstract
Consider the system of annihilating Brownian motions (ABM's) on the real line
under the maximal entrance law. It turns out that the law of particles' positions at a given time is a Pfaffian point process equivalent to the law of real eigenvalues for the real Ginibre ensemble. Moreover, multi-time intensities for the system of ABM's are an extended Pfaffian point process. Is there a characterisation of the evolution of real eigenvalues in the real Ginibre ensemble in terms of a simple interacting particle system?
Joint work with Roger Tribe