Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials. II: Airy random point field (Q1940235)
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English | Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials. II: Airy random point field |
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Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials. II: Airy random point field (English)
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6 March 2013
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Interacting Brownian motions in infinite dimensions are diffusions which consist of infinitely many particles moving in the \(d\)-dimensional space with the effect of the external force originating from a self-potential potential and the effect of the mutual interaction coming from an interacting symmetrical potential function. Loosely speaking, such a system can be though of as the stochastic dynamics of infinitely many particles described by an infinite-dimensional stochastic differential equation driven by Brownian motions on the one hand and the derivatives of the various potential function so involved on the other hand. In the present paper, the author gives a sufficient condition for the quasi-Gibbs property, which is later used to prove the quasi-Gibbs property of Airy random point fields. For part I, see [Ann. Probab. 41, No. 1, 1--49 (2013; Zbl 1271.60105)].
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interacting Brownian particles
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random matrices
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Coulomb potentials
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infinitely many particle systems
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diffusions
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Airy random point field
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quasi-Gibbs property
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