GUEs and queues

Springer Science and Business Media LLC - Tập 119 - Trang 256-274 - 2001
Yu. Baryshnikov1
1LAMA, UVSQ, Bâtiment Fermat, 45, avenue États-Unis, 78035 Versailles, France. e-mail: [email protected], , FR

Tóm tắt

Consider the process D k , k = 1,2,…, given by B i being 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 minors of an infinite random matrix drawn from Gaussian Unitary Ensemble.