GUEs and queues

被引：171

作者：

Baryshnikov, Y ^{[1
]}

机构：

[1] UVSQ, LAMA, F-78035 Versailles, France

来源：

PROBABILITY THEORY AND RELATED FIELDS | 2001年 / 119卷 / 02期

关键词：

Brownian Motion; Random Matrix; Large Eigenvalue; Exclusion Process; Standard Brownian Motion;

D O I：

10.1007/PL00008760

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Consider the process D-k, k = 1,2,..., given by [GRAPHICS} B-i bring independent standard Brownian motions. This process describes the limiting behavior "near the edge" in queues in series, totally asymmetric exclusion processes or oriented percolation. The problem of finding the distribution of D was posed in [GW]. The main result of this paper is that the process D, has the law of the process of the largest eigenvalues of the main miners of an infinite random matrix drawn from Gaussian Unitary Ensemble.

引用

页码：256 / 274

页数：19

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