Search Results - "Izumi, Minami"

Maximum distributions of bridges of noncolliding Brownian paths by Kobayashi, Naoki, Izumi, Minami, Katori, Makoto

“…One-dimensional Brownian motion starting from the origin at time t=0 , conditioned to return to the origin at time t=1 and to stay positive during time…”
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Two Bessel Bridges Conditioned Never to Collide, Double Dirichlet Series, and Jacobi Theta Function by Katori, Makoto, Izumi, Minami, Kobayashi, Naoki

“…It is known that the moments of the maximum value of a one-dimensional conditional Brownian motion, the three-dimensional Bessel bridge with duration 1 started…”
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Maximum distributions of bridges of noncolliding Brownian paths by Kobayashi, Naoki, Izumi, Minami, Katori, Makoto

“…Phys. Rev. E 78 (2008) 051102/1-15 The one-dimensional Brownian motion starting from the origin at time $t=0$, conditioned to return to the origin at time…”
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Two Bessel Bridges Conditioned Never to Collide, Double Dirichlet Series, and Jacobi Theta Function by Katori, Makoto, Izumi, Minami, Kobayashi, Naoki

“…J.Stat.Phys.131:1067-1083,2008 It is known that the moments of the maximum value of a one-dimensional conditional Brownian motion, the three-dimensional Bessel…”
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Extreme value distributions of noncolliding diffusion processes by Izumi, Minami, Katori, Makoto

“…RIMS Kokyuroku Bessatsu B27:45-65,2011 Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in…”
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