Global fluctuations for 1D log-gas dynamics

DOI10.1016/j.spa.2018.01.008zbMath1417.60009arXiv1607.00760OpenAlexW2963327740MaRDI QIDQ1630663

Jérémie M. Unterberger

Publication date: 10 December 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.00760

zbMATH Keywords

entropyStieltjes transformrandom matriceshydrodynamic limitDyson's Brownian motionlog-gasbeta-ensembles

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60)

Related Items (4)

Global fluctuations for 1D log-gas dynamics. Covariance kernel and support ⋮ Limit theorems for moment processes of beta Dyson’s Brownian motions and beta Laguerre processes ⋮ Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials ⋮ Fluctuations for matrix-valued Gaussian processes

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