Interacting particle systems at the edge of multilevel Dyson Brownian motions

DOI10.1016/j.aim.2016.08.034zbMath1351.82047arXiv1409.2016OpenAlexW2964311904MaRDI QIDQ329475

Vadim Gorin, Mykhaylo Shkolnikov

Publication date: 21 October 2016

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.2016

zbMATH Keywords

beta random matrix modelsDyson Brownian motionsinteracting particle systems with local interactionsminors of random matricessingular stochastic differential equations

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Interacting particle systems in time-dependent statistical mechanics (82C22) Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random matrices (algebraic aspects) (15B52)

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Fluctuations of the overlap at low temperature in the 2-spin spherical SK model, Infinite dimensional stochastic differential equations for Dyson's model, The Dyson and Coulomb games, Poisson limit theorems for the Robinson-Schensted correspondence and for the multi-line Hammersley process, Eigenvalues for the minors of Wigner matrices

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