Bessel process, Schramm-Loewner evolution, and the Dyson model (Q3455885)
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scientific article; zbMATH DE number 6520095
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| English | Bessel process, Schramm-Loewner evolution, and the Dyson model |
scientific article; zbMATH DE number 6520095 |
Statements
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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0.7362750768661499
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0.7241749167442322
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0.7232598662376404
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0.718335747718811
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