Bessel Processes, Schramm–Loewner Evolution, and the Dyson Model (Q3455885)

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Bessel Processes, Schramm–Loewner Evolution, and the Dyson Model
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    Bessel Processes, Schramm–Loewner Evolution, and the Dyson Model (English)
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    11 December 2015
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    Brownian motion
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    complex Brownian motion
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    conformal invariance
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    Bessel processes and flows
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    critical dimensions
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    complexified Bessel flow
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    Loewner chain
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    Schramm-Loewner evolution (SLE)
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    scaling limits
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    critical percolation
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    Cardy's formula
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    statistical mechanics models
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    multivariate extension of the Bessel process
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    random matrix theory (RMT)
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    interacting Brownian motions
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    Dyson's RMT model
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    determinantal martingale representation (DMR)
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    determinantal process
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    correlation functions
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    correlation kernels
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    Wigner's semicircle law
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    entire functions
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    infinite particle systems
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    nonequilibrium sine process
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    Airy process
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    relaxation
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    Tracy-Widom distribution
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