Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields II: the IFC condition

DOI10.2969/jmsj/85118511zbMath1484.82031arXiv2007.03214OpenAlexW3202917455WikidataQ115224871 ScholiaQ115224871MaRDI QIDQ2073685

Yosuke Kawamoto, Hideki Tanemura, Hirofumi Osada

Publication date: 7 February 2022

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.03214

zbMATH Keywords

random matricesinfinite-dimensional stochastic differential equationsinteracting Brownian motions

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 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) Dynamic critical phenomena in statistical mechanics (82C27) Strong solutions to PDEs (35D35)

Related Items (4)

Interacting Brownian motions in infinite dimensions related to the origin of the spectrum of random matrices ⋮ Dynamical universality for random matrices ⋮ Ergodicity of unlabeled dynamics of Dyson’s model in infinite dimensions ⋮ Dyson's model in infinite dimensions is irreducible

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Infinite dimensional stochastic differential equations for Dyson's model
• Infinite-dimensional stochastic differential equations related to Bessel random point fields
• Dirichlet forms and symmetric Markov processes.
• Infinite-dimensional stochastic differential equations related to random matrices
• Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields
• Gradient dynamics of infinite point systems
• Introduction to the theory of (non-symmetric) Dirichlet forms
• Dynamical bulk scaling limit of Gaussian unitary ensembles and stochastic differential equation gaps
• Discrete approximations of determinantal point processes on continuous spaces: tree representations and tail triviality
• Dirichlet form approach to infinite-dimensional Wiener processes with singular interactions
• A system of infinitely many mutually reflecting Brownian balls in \(\mathbb{R}^ d\)
• Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials. II: Airy random point field
• Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials
• A note on tail triviality for determinantal point processes
• Kernels of conditional determinantal measures and the Lyons-Peres completeness conjecture
• Uniqueness of Dirichlet forms related to infinite systems of interacting Brownian motions
• Superstable interactions in classical statistical mechanics
• Random Measures, Theory and Applications
• Unendlich-dimensionale Wienerprozesse mit Wechselwirkung
• Unendlich-dimensionale Wienerprozesse mit Wechselwirkung
• Finite-particle approximations for interacting Brownian particles with logarithmic potentials
• Tagged particle processes and their non-explosion criteria

This page was built for publication: Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields II: the IFC condition