Abstract
We prove an equality-in-law relating the maximum of GUE Dyson's Brownian motion and the non-colliding systems with a wall. This generalizes the well known relation between the maximum of a Brownian motion and a reflected Brownian motion
Citation
Alexei Borodin. Patrik Ferrari. Michael Prahofer. Tomohiro Sasamoto. Jon Warren. "Maximum of Dyson Brownian motion and non-colliding systems with a boundary." Electron. Commun. Probab. 14 486 - 494, 2009. https://doi.org/10.1214/ECP.v14-1503
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