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Brownian motion

Thursday, January 17, 2013 - 10:15am - 11:05am
Oleg Zaboronski (University of Warwick)
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

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