In a celebrated paper, Dyson shows that the spectrum of an n × n random Hermitian matrix, diffusing according to an Ornstein-Uhlenbeck process, evolves as n noncolliding Brownian motions held together ...
Consider the first exit time and position from small geodesic balls for Brownian motion on Riemannian manifolds. We establish a smooth Besselization technique and calculate the asymptotic expansion ...
Perold, André, and D. M. Hawkins. "On the Joint Distribution of Left- and Right-sided Outliner Statistics." Utilitas mathematica 12 (1977): 129–143.
Some results have been hidden because they may be inaccessible to you
Show inaccessible results