Infinite-dimensional stochastic differential equations related to Bessel random point fields

DOI10.1016/j.spa.2015.05.005zbMath1327.82052arXiv1405.0523MaRDI QIDQ492953

Hirofumi Osada, Ryuichi Honda

Publication date: 21 August 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.0523

zbMATH Keywords

random matrices; interacting Brownian particles; infinite-dimensional stochastic differential equations; Bessel random point fields; Coulomb potentials; hard edge scaling limit

Mathematics Subject Classification ID

82C22: Interacting particle systems in time-dependent statistical mechanics

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

60J60: Diffusion processes

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

15B52: Random matrices (algebraic aspects)

35R60: PDEs with randomness, stochastic partial differential equations

82B21: Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics

35Q82: PDEs in connection with statistical mechanics

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