Bessel Processes, Schramm–Loewner Evolution, and the Dyson Model
DOI10.1007/978-981-10-0275-5zbMath1347.82003arXiv1103.4728OpenAlexW2403372976MaRDI QIDQ3455885
Publication date: 11 December 2015
Published in: SpringerBriefs in Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.4728
Brownian motionrelaxationentire functionscorrelation functionsconformal invariancecritical dimensionscritical percolationscaling limitsTracy-Widom distributioncomplex Brownian motiondeterminantal processLoewner chainAiry processinfinite particle systemsSchramm-Loewner evolution (SLE)random matrix theory (RMT)Wigner's semicircle lawcorrelation kernelsinteracting Brownian motionsCardy's formulastatistical mechanics modelsBessel processes and flowscomplexified Bessel flowdeterminantal martingale representation (DMR)Dyson's RMT modelmultivariate extension of the Bessel processnonequilibrium sine process
Random matrices (probabilistic aspects) (60B20) Probability distributions: general theory (60E05) Interacting particle systems in time-dependent statistical mechanics (82C22) Two-dimensional field theories, conformal field theories, etc. in quantum mechanics (81T40) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Research exposition (monographs, survey articles) pertaining to statistical mechanics (82-02) Percolation (82B43) Random matrices (algebraic aspects) (15B52) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Interface problems; diffusion-limited aggregation in time-dependent statistical mechanics (82C24) Stochastic (Schramm-)Loewner evolution (SLE) (60J67)
Related Items (31)
This page was built for publication: Bessel Processes, Schramm–Loewner Evolution, and the Dyson Model