Paths in Weyl chambers and random matrices

By P. Bougerol, T. Jeulin. 2002

72 citations recorded by the source corpus.

Subfields: Mathematical Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/d83cd3c4e80dde9b7900927bbc17fdfad5097110

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In Mathematical Physics

In Statistics and Probability

Citations in the corpus

PATTERNS IN EIGENVALUES: THE 70TH JOSIAH WILLARD GIBBS LECTURE (2003, methodology): “A wonderful connection between classical queuing theory, tableaux combinatorics and random matrix theory has been developed by Bougerol-Jeulin [18] and by O'Connell-Yor [74].”
Random matrices, non-colliding processes and queues (2002, unknown): “erse of this result was discovered earlier by Biane [6]. As we remarked above, the process Bˆ has the same law as the eigenvalue process associated with Hermitian Brownian motion. Bougerol and Jeulin [8] have (independently) obtained a similar representation for this process, by completely diﬀerent ”
Tropical Combinatorics and Whittaker functions (2011, unknown): “This theorem has vast generalizations [6, 10, 11, 15, 25, 37, 41, 44, 45, 46, 47, 51], many of which have been obtained via various analogues the ‘Burke property’ discussed in Remark 3.”
Combinatorial Stochastic Processes (2006, unknown): “A similar representation theorem has been obtained in [75] in a more general symmetric spaces context, using quite different methods.”
Non-Colliding Random Walks, Tandem Queues, and DiscreteOrthogonal Polynomial Ensembles (2002, background): “For related work on this identity, see [ BJ01 , OY01a].”
Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture (2003, methodology): “A wonderful connection between classical queuing theory, tableaux combinatorics and random matrix theory has been developed by Bougerol-Jeulin [ 18 ] and by O’Connell-Yor [74].”
Littelmann paths and Brownian paths (2004, unknown): “R T ] 11”
Directed polymers and the quantum Toda lattice (2009, background): “In fact [7, 43], the stochastic process (M t , t ≥ 0) has the same law as the largest eigenvalue of a”
A path-transformation for random walks and the Robinson-Schensted correspondence (2002, methodology): “MR 93a:46119 [11] Ph. Bougerol and Th. Jeulin.”