Infinite-dimensional stochastic differential equations related to Bessel random point fields (Q492953)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Infinite-dimensional stochastic differential equations related to Bessel random point fields |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Infinite-dimensional stochastic differential equations related to Bessel random point fields |
scientific article |
Statements
Infinite-dimensional stochastic differential equations related to Bessel random point fields (English)
0 references
21 August 2015
0 references
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.
0 references
interacting Brownian particles
0 references
Bessel random point fields
0 references
random matrices
0 references
infinite-dimensional stochastic differential equations
0 references
Coulomb potentials
0 references
hard edge scaling limit
0 references
0 references
0 references
0 references
0.8899168372154236
0 references
0.840923547744751
0 references
0.7972756624221802
0 references
0.7697660326957703
0 references
