Dynamics of the McKean-Vlasov equation (Q1323301): Difference between revisions
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Revision as of 03:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamics of the McKean-Vlasov equation |
scientific article |
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Dynamics of the McKean-Vlasov equation (English)
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24 October 1994
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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.
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eigenvalues of random matrices
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McKean-Vlasov equation
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Wiener-Hopf theory
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Wigner semicircle law
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