Dynamics of the McKean-Vlasov equation (Q1323301): Difference between revisions

The author goes on studying the limiting case of Dyson's model of the motion of eigenvalues of random symmetric matrices. The resulting Wiener- Hopf type flow -- described by the McKean-Vlasov equation -- is solved without making use of Wiener-Hopf theory. In this way the author gives a deep insight into the dynamics of the McKean-Vlasov equation and especially into the role played here by the Wigner semicircle law.