Download this PDF file Fullscreen Fullscreen Off
References
- S. Asmussen (1987), Applied Probability and Queues, Wiley. Math. Review 89a:60208
- J. Baik (2000), Random vicious walks and random matrices, Comm. Pure Appl. Math. 53, 1385-1410. Math. Review CMP 1 773 413
- J. Baik, P. Deift and K. Johansson (1999), On the distribution of the length of the longest increasing subsequence of random permutations, J. Amer. Math. Soc. 12, no. 4, 1119-1178. Math. Review 2000e:05006
- Yu. Baryshnikov (2001), GUES and queues, Probab. Theor. Rel. Fields 119, 256-274. Math. Review 1 818 248
- Ph. Biane (1994), Quelques propriétés du mouvement brownien dans un cone. Stoch. Proc. Appl. 53, no. 2, 233-240. Math. Review 95j:60129
- Ph. Bougerol and Th. Jeulin, Paths in Weyl chambers and random matrices, In preparation, Math. Review number not available.
- P. Brémaud (1981), Point Processes and Queues: Martingale Dynamics, Springer, Berlin. Review 82m:60058
- P. Brémaud (1999), Markov Chains, Gibbs Fields, Monte-Carlo Simulation, and Queues, Texts in App. Maths., vol. 31, Springer. Review 2000k:60137
- P.J. Burke (1956), The output of a queueing system, Operations Research 4, no. 6, 699-704, Math. Review number not available.
- J.N. Darroch and E. Seneta (1965), On quasi-stationarity distributions in absorbing discrete-time finite Markov chains, J. App. Prob. 2, 88-100. Math. Review 35 #3731
- J.L. Doob (1984), Classical Potential Theory and its Probabilistic Counterpart, Springer. Math. Review 85k:31001
- F.J Dyson (1962), A Brownian-motion model for the eigenvalues of a random matrix. J. Math. Phys. 3, 1191-1198. Math. Review 26 #5904
- P.J. Forrester (1999), Random walks and random permutations, preprint, (xxx: math.CO/9907037), Math. Review number not available.
- P.W. Glynn and W. Whitt (1991), Departures from many queues in series, Ann. Appl. Prob. 1, no. 4, 546-572. Math. Review 92i:60162
- D. Grabiner (1999), Brownian motion in a Weyl chamber, non-colliding particles, and random matrices. Ann. Inst. H. Poincaré Probab. Statist. 35, no. 2, 177-204. Math. Review 2000i:60091
- J. Gravner, C.A. Tracy and H. Widom (2001), Limit theorems for height fluctuations in a class of discrete space and time growth models, J. Stat. Phys. 102, nos. 5-6, 1085-1132. Math. Review CMP 1 830 441
- J.M. Harrison and R.J. Williams (1990), On the quasireversibility of a multiclass Brownian service station, Ann. Probab. 18, 1249-1268. Math. Review 91i:60204
- D. Hobson and W. Werner (1996), Non-colliding Brownian motion on the circle, Bull. Math. Soc. 28, 643-650. Math. Review 97k:60217
- K. Johansson (2001), Discrete orthogonal polynomial ensembles and the Plancherel measure, Ann. Math. (2) 253, no. 1, 259--296. Math. Review CMP 1 826 414
- K. Johansson (2000), Shape fluctuations and random matrices, Commun. Math. Phys. 209, 437-476. Math. Review 2001h:60177
- K. Johansson (2000), Non-intersecting paths, random tilings and random matrices, preprint, Math. Review number not available.
- S.P. Karlin and G. MacGregor (1959), Coincidence probabilities, Pacif. J. Math. 9, 1141-1164. Math. Review 22:5072
- F.P. Kelly (1979), Reversibility and Stochastic Networks, Wiley. Math. Review 81j:60105
- W. König and Neil O'Connell (2001), Eigenvalues of the Laguerre process as non-colliding squared Bessel processes, ECP, Vol. 6 (2001) Paper no. 11, pages 107-114, Math. Review number not available.
- M.L. Mehta (1991), Random Matrices. Second Edition, Academic Press. Math. Review 92f:82002
- H. Minc (1988), Nonnegative Matrices, Wiley. Math. Review 89i:15001
- Neil O'Connell and Marc Yor (2001), Brownian analogues of Burke's theorem, Stoch. Proc. Appl., 96 (2001), no. 2, 285--30, Math. Review 1 865 759
- Neil O'Connell and Marc Yor (2001), A representation for non-colliding random walks, ECP, Vol. 7 (2002) Paper no. 1, pages 1-12, Math. Review number not available.
- V.V. Petrov (1975), Sums of Independent Random Variables, Springer, Berlin. Math. Review 52 #9335
- R.G. Pinsky (1985), On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes, Ann. Prob. 13:2, 363-378. Math. Review 86i:60201
- J.W. Pitman (1975), One-dimensional Brownian motion and the three-dimensional Bessel process, Adv. Appl. Probab. 7, 511-526. Math. Review 51 #11677
- J.W. Pitman and L.C.G. Rogers (1981), Markov functions, Ann. Probab. 9, 573-582. Math. Review 82j:60133
- E. Reich (1957), Waiting times when queues are in tandem, Ann. Math. Statist. 28, 768-773. Math. Review 19,1203b
- Ph. Robert (2000), Réseaux et files d'attente: méthodes probabilistes, Math. et Applications, vol. 35. Springer, Math. Review number not available.
- C.A. Tracy and H. Widom (1994), Fredholm determinants, differential equations and matrix models, Comm. Math. Phys. 163, no. 1, 33-72. Math. Review 95e:82005
- David Williams (1979), Diffusions, Markov Processes, and Martingales. Volume 1: Foundations. Wiley. Math. Review 80i:60100

This work is licensed under a Creative Commons Attribution 3.0 License.