Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited (Q4534850): Difference between revisions

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scientific article; zbMATH DE number 1754232

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English	Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited	scientific article; zbMATH DE number 1754232

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instance of

scholarly article

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title

Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited (English)

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ESAIM: Probability and Statistics

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publication date

11 June 2002

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full work available at URL

http://www.numdam.org/item?id=PS_2001__5__203_0

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https://eudml.org/doc/104274

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zbMATH Keywords

repulsive particles

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deterministic second-order partial differential equations

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MaRDI profile type

MaRDI publication profile

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cites work

A nonlinear stochastic differential equation involving the Hilbert transform

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Q4854277

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Multivalued Skorohod problem

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Diffusing particles with electrostatic repulsion

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The Wigner semi-circle law and eigenvalues of matrix-valued diffusions

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Q4694300

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A Brownian-Motion Model for the Eigenvalues of a Random Matrix

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Diffusion Processes in One Dimension

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Brownian motion in a Weyl chamber, non-colliding particles, and random matrices

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Non‐Colliding Brownian Motions on the Circle

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Q4039796

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Stochastic differential equations with reflecting boundary conditions

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Q5585820

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Q4001740

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Q3759673

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A diffusion process in a singular mean-drift-field

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On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes

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Q3997782

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Interacting Brownian particles and the Wigner law

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Q4328337

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Stochastic differential equations for multi-dimensional domain with reflecting boundary

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Q4237946

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Q3358031

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Stochastic differential equations with reflecting boundary condition in convex regions

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Q4511092

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Identifiers

zbMATH Open document ID

1002.60093

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DOI

10.1051/ps:2001109

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+Stochastic differential equations with reflecting boundary conditions
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+A diffusion process in a singular mean-drift-field
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+On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes
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+Q3997782
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+Q3358031
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+Stochastic differential equations with reflecting boundary condition in convex regions
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