Finite-particle approximations for interacting Brownian particles with logarithmic potentials (Q4961302)

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scientific article; zbMATH DE number 6966967
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Finite-particle approximations for interacting Brownian particles with logarithmic potentials
scientific article; zbMATH DE number 6966967

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    Finite-particle approximations for interacting Brownian particles with logarithmic potentials (English)
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    26 October 2018
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    random matrix theory
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    infinite-dimensional stochastic differential equations
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    interacting Brownian motions
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    Airy point processes
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    the Ginibre point process
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    logarithmic potential
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    finite-particle approximations
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