Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited

DOI10.1051/ps:2001109zbMath1002.60093MaRDI QIDQ4534850

Emmanuel Cépa, Dominique Lépingle

Publication date: 11 June 2002

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2001__5__203_0

zbMATH Keywords

repulsive particles; deterministic second-order partial differential equations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J65: Brownian motion

60K35: Interacting random processes; statistical mechanics type models; percolation theory

82B31: Stochastic methods applied to problems in equilibrium statistical mechanics

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