Kinetic Dyson Brownian motion

DOI10.1214/22-ECP480zbMath1498.60331arXiv2101.10426MaRDI QIDQ2675983

Pierre Perruchaud

Publication date: 26 September 2022

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.10426

zbMATH Keywords

Markov processesrandom Hermitian matriceskinetic Dyson Brownian motionsvelocity spherical Brownian motions

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Feller processes (60G53)

Cites Work

• Random perturbation to the geodesic equation
• Kinetic Brownian motion on Riemannian manifolds
• Projections of spherical Brownian motion
• Remarks on eigenvalues and eigenvectors of Hermitian matrices, Berry phase, adiabatic connections and quantum Hall effect
• Homogenisation for anisotropic kinetic random motions
• On the geometry of the set of symmetric matrices with repeated eigenvalues
• Hypocoercive estimates on foliations and velocity spherical Brownian motion
• J. J. Thomson
• A Brownian-Motion Model for the Eigenvalues of a Random Matrix

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