Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited
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Publication:4534850
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
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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