Evi Daems
(Katholieke Universiteit Leuven)
A Riemann-Hilbert problem associated with non-intersecting Brownian motions
By the Karlin-McGregor theorem it is possible to express the joint probability density function of non-intersecting Brownian motions by means of a kernel built out of certain biorthogonal functions. This kernel can be expressed by a Riemann-Hilbert problem for these functions. This gives a method to do asymptotic analysis of the non-intersecting Brownian motions when the number of Brownian motions tends to infinity.