Non-equilibrium dynamics of Dyson's model with an infinite number of particles (Q625426)

In the case of one-dimensional system of Brownian motions with long-range repulsive forces acting between any pair of particles one can consider Dyson's model. In this model the strength is proportional to the inverse of distance with proportionality described by constant \(\beta/2\). This model was introduced in order to understand the statistics of eigenvalues of random matrix ensembles as distributions of particle positions in one-dimensional Coulomb gas systems. It obeys the stochastic differential equations (SDEs) (see in the paper Eq. (1)), in which, when \(\beta=1, 2, 4\), one can have a Gaussian orthogonal ensemble, a Gaussian unitary ensemble and a Gaussian symplectic ensemble respectively. In the case when the number of particles follows \(N\rightarrow\infty\) and \(\beta=2\) there is a Dyson model. In the case of this model a lot of work has been done, but the authors studied the case of non-equilibrium dynamics of the infinite-particle model with a long-range log-potential, in which the force acting on each particle is singular both for short and long distances. Firstly they showed that for any fixed configuration Dyson's model is determinantal and its correlation kernel is given by the use of multiple Hermite polynomials -- this is done in Section 2, Proposition 2.1. Because the authors were interested in continuity of the process with respect to the initial configuration, Dyson's model was defined for any initial configurations with finite particles (see Proposition 2.1). But the authors also found that the weak convergence of processes in the sense of finite dimensional distributions cannot be concluded form the convergence of initial configurations in the vague topology -- they consider a stronger topology for finite particle configurations (Definition 2.3, Theorem 2.4). The paper consists of four Sections. The first one is an introduction to the paper where the reader can find a motivation for this paper and detailed explanation of the whole problem. In the second one we have the main results of the paper. In Section 3 we have the definitions of some special functions that are used in previous Section. The proofs of results are given in Section 4.