Constrained non-crossing Brownian motions, fermions and the Ferrari–Spohn distribution
Constrained non-crossing Brownian motions, fermions and the Ferrari–Spohn distribution
Abstract A conditioned stochastic process can display a very different behavior from the unconditioned process. In particular, a conditioned process can exhibit non-Gaussian fluctuations even if the unconditioned process is Gaussian. In this work, we revisit the Ferrari–Spohn model of a Brownian bridge conditioned to avoid a moving wall, which …