Infinite-dimensional stochastic differential equations related to Bessel random point fields
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random matricesinfinite-dimensional stochastic differential equationsBessel random point fieldsCoulomb potentialshard edge scaling limitinteracting Brownian particles
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random matrices (algebraic aspects) (15B52) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) PDEs in connection with statistical mechanics (35Q82) PDEs with randomness, stochastic partial differential equations (35R60) Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21) Interacting particle systems in time-dependent statistical mechanics (82C22) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
Abstract: We solve the infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles in interacting through the two-dimensional Coulomb potential. The equilibrium states of the associated unlabeled stochastic dynamics are Bessel random point fields. To solve these ISDEs, we calculate the logarithmic derivatives, and we prove that the random point fields are quasi-Gibbsian.
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- scientific article; zbMATH DE number 3137533 (Why is no real title available?)
- scientific article; zbMATH DE number 4104160 (Why is no real title available?)
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Cited in
(20)- Infinite dimensional stochastic differential equations for Dyson's model
- Interacting Brownian motions in infinite dimensions related to the origin of the spectrum of random matrices
- Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields
- Dyson's model in infinite dimensions is irreducible
- Stochastic analysis of infinite particle systems—A new development in classical stochastic analysis and dynamical universality of random matrices
- On the ergodicity of interacting particle systems under number rigidity
- Cores of Dirichlet forms related to random matrix theory
- Universality of the stochastic Bessel operator
- Stochastic differential equations for Infinite particle systems of jump type with long range interactions
- Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields II: the IFC condition
- Strong Markov property of determinantal processes with extended kernels
- A strong duality principle for equivalence couplings and total variation
- The logarithmic derivative for point processes with equivalent Palm measures
- Infinite-dimensional stochastic differential equations related to random matrices
- Stochastic geometry and dynamics of infinitely many particle systems -- random matrices and interacting Brownian motions in infinite dimensions
- Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials. II: Airy random point field
- Number rigidity in superhomogeneous random point fields
- On squared Bessel particle systems
- Uniqueness of Dirichlet forms related to infinite systems of interacting Brownian motions
- Ergodicity of unlabeled dynamics of Dyson’s model in infinite dimensions
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