GUEs and queues

GUEs and queues
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DOI:
10.1007/pl00008760
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发表时间:
2001-02-01
影响因子:
2
通讯作者:
Baryshnikov, Y
Baryshnikov, Y
中科院分区:
数学1区
文献类型:
--
作者:
Baryshnikov, Y

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考虑过程D-k,k = 1,2,.,由[GRAPHICS}给出的B-i带来独立的标准布朗运动。该过程描述了串联排队系统中“边缘附近”的极限行为,完全非对称排斥过程或定向渗流。在[GW]中提出了求D的分布的问题。本文的主要结果是:过程D_i具有高斯酉包络中抽取的无限随机矩阵的主矿工的最大特征值的过程的规律。
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.