In a celebrated paper, Dyson shows that the spectrum of an n × n random Hermitian matrix, diffusing according to an Ornstein-Uhlenbeck process, evolves as n noncolliding Brownian motions held together ...

Consider the first exit time and position from small geodesic balls for Brownian motion on Riemannian manifolds. We establish a smooth Besselization technique and calculate the asymptotic expansion ...

Studies axioms, counting formulas, conditional probability, independence, random variables, continuous and discrete distribution, expectation, joint distributions, moment generating functions, law of ...