Constructs a two-HCIZ Gaussian matrix ensemble whose fixed-time eigenvalue law matches the Karlin-McGregor law for non-intersecting Brownian bridges with arbitrary finite multiplicities.
Note sur une relation entre les intégrales définies des produits des fonctions
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A Two-HCIZ Gaussian Matrix Model for Non-intersecting Brownian Bridges
Constructs a two-HCIZ Gaussian matrix ensemble whose fixed-time eigenvalue law matches the Karlin-McGregor law for non-intersecting Brownian bridges with arbitrary finite multiplicities.