GUEs and queues

Research output: Contribution to journalArticlepeer-review


Consider the process Dk, k = 1,2, . . ., given by (equation presented) Bi 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.

Original languageEnglish (US)
Pages (from-to)256-274
Number of pages19
JournalProbability Theory and Related Fields
Issue number2
StatePublished - Feb 2001
Externally publishedYes

ASJC Scopus subject areas

  • Analysis
  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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