Dynamics of a planar Coulomb gas
DOI10.1214/18-AAP1386zbMath1401.82022arXiv1706.08776OpenAlexW2726822844MaRDI QIDQ1617160
Djalil Chafaï, François Bolley, Joaquin Fontbona
Publication date: 7 November 2018
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.08776
Lyapunov functionPoincaré inequalityCoulomb gasinteracting particle systemGinibre ensembleMcKean-Vlasov equationCox-Ingersoll-Ross processMarkov diffusion process
Random matrices (probabilistic aspects) (60B20) Interacting particle systems in time-dependent statistical mechanics (82C22) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random matrices (algebraic aspects) (15B52) Stochastic particle methods (65C35) Vlasov equations (35Q83)
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