GUEs and queues |
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| Authors: | Yu Baryshnikov |
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| Institution: | (1) LAMA, UVSQ, Batiment Fermat, 45, avenue états-Unis, 78035 Versailles, France. e-mail: yuliyb@math.uvsq.fr, FR |
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| Abstract: | 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.
Received: 17 November 1999 / Revised version: 4 April 2000 / Published online: 24 January 2000 |
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| Keywords: | |
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