Non-intersecting Brownian motions leaving from and going to several points

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Abstract

Consider n non-intersecting Brownian motions on R, depending on time t∈[0,1], with mi particles forced to leave from ai at time t=0, 1≤i≤q, and nj particles forced to end up at bj at time t=1, 1≤j≤p. For arbitrary p and q, it is not known if the distribution of the positions of the non-intersecting Brownian particles at a given time 0

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Adler, M., Van Moerbeke, P., & Vanderstichelen, D. (2012). Non-intersecting Brownian motions leaving from and going to several points. Physica D: Nonlinear Phenomena, 241(5), 443–460. https://doi.org/10.1016/j.physd.2011.10.019

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