Infinite-dimensional stochastic differential equations related to Bessel random point fields (Q492953)
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| Language | Label | Description | Also known as |
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| English | Infinite-dimensional stochastic differential equations related to Bessel random point fields |
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Infinite-dimensional stochastic differential equations related to Bessel random point fields (English)
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21 August 2015
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The authors study a system made of infinitely many Brownian particles on the line, interacting via a two-dimensional (i.e. logarithmic) Coulomb potential. They prove that the equilibrium states of the related stochastic dynamics are Bessel random point fields (BRPF). The result is obtained by proving a quasi-Gibbs property of the BRPF and by calculating their logarithmic derivative, which both turn out to be sufficient conditions for the existence of weak solutions to the dynamics.
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interacting Brownian particles
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Bessel random point fields
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random matrices
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infinite-dimensional stochastic differential equations
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Coulomb potentials
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hard edge scaling limit
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