Uniqueness of Dirichlet forms related to infinite systems of interacting Brownian motions

DOI10.1007/s11118-020-09872-2zbMath1480.60227arXiv1711.07796OpenAlexW3085072699MaRDI QIDQ2067269

Yosuke Kawamoto, Hideki Tanemura, Hirofumi Osada

Publication date: 18 January 2022

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.07796

zbMATH Keywords

random matricesinfinitely many particle systemsinfinite-dimensional stochastic differential equationsinteracting Brownian motionsuniqueness of Dirichlet forms

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Probabilistic potential theory (60J45) Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21)

Related Items (8)

Interacting Brownian motions in infinite dimensions related to the origin of the spectrum of random matrices ⋮ Dynamical universality for random matrices ⋮ Partial isometries, duality, and determinantal point processes ⋮ Ergodicity of unlabeled dynamics of Dyson’s model in infinite dimensions ⋮ Stochastic analysis of infinite particle systems—A new development in classical stochastic analysis and dynamical universality of random matrices ⋮ Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields II: the IFC condition ⋮ Dyson's model in infinite dimensions is irreducible ⋮ Stochastic geometry and dynamics of infinitely many particle systems—random matrices and interacting Brownian motions in infinite dimensions

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