Bessel Processes, Schramm–Loewner Evolution, and the Dyson Model

From MaRDI portal
Publication:3455885

DOI10.1007/978-981-10-0275-5zbMath1347.82003arXiv1103.4728OpenAlexW2403372976MaRDI QIDQ3455885

Makoto Katori

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




Related Items (31)

Gaussian free fields coupled with multiple SLEs driven by stochastic log-gasesFunctional equations solving initial-value problems of complex Burgers-type equations for one-dimensional log-gasesHigh-dimensional limits of eigenvalue distributions for general Wishart processPeriodic Airy process and equilibrium dynamics of edge fermions in a trapHitting probabilities of a Brownian flow with radial driftPartial isometries, duality, and determinantal point processesPotential kernels for radial Dunkl LaplaciansElliptic determinantal processes and elliptic Dyson modelsFreezing limits for Calogero–Moser–Sutherland particle modelsRank 1 perturbations in random matrix theory — A review of exact resultsOn the singular values of complex matrix Brownian motion with a matrix driftMacdonald denominators for affine root systems, orthogonal theta functions, and elliptic determinantal point processesConformal welding problem, flow line problem, and multiple Schramm–Loewner evolutionMay–Wigner transition in large random dynamical systemsOn squared Bessel particle systemsMalliavin calculus for non-colliding particle systemsOn the slit motion obeying chordal Komatu-Loewner equation with finite explosion timeNonintersecting Brownian bridges between reflecting or absorbing wallsHydrodynamic limit of multiple SLEIntegrable structure of products of finite complex Ginibre random matricesTwo-dimensional elliptic determinantal point processes and related systemsChordal Komatu-Loewner equation for a family of continuously growing hullsPhase transitions for products of characteristic polynomials under Dyson Brownian motionExcursion processes associated with elliptic combinatoricsNon-crossing Brownian paths and Dyson Brownian motion under a moving boundaryThe expectation value of the number of loops and the left-passage probability in the double-dimer modelSubdiffusivity of Brownian motion among a Poissonian field of moving trapsAdditive matrix convolutions of Pólya ensembles and polynomial ensemblesRecent advances on eigenvalues of matrix-valued stochastic processesIntegration by parts formulae for the laws of Bessel bridges via hypergeometric functionsThree phases of multiple SLE driven by non-colliding Dyson’s Brownian motions




This page was built for publication: Bessel Processes, Schramm–Loewner Evolution, and the Dyson Model