Finite-particle approximations for interacting Brownian particles with logarithmic potentials

DOI10.2969/jmsj/75717571zbMath1428.60016arXiv1607.06922OpenAlexW2964035880WikidataQ129679932 ScholiaQ129679932MaRDI QIDQ4961302

Hirofumi Osada, Yosuke Kawamoto

Publication date: 26 October 2018

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.06922

zbMATH Keywords

random matrix theorylogarithmic potentialinfinite-dimensional stochastic differential equationsinteracting Brownian motionsAiry point processesfinite-particle approximationsthe Ginibre point process

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (10)

Interacting Brownian motions in infinite dimensions related to the origin of the spectrum of random matrices ⋮ Dynamical universality for random matrices ⋮ Ergodicity of unlabeled dynamics of Dyson’s model in infinite dimensions ⋮ Stochastic analysis of infinite particle systems—A new development in classical stochastic analysis and dynamical universality of random matrices ⋮ Conformal welding problem, flow line problem, and multiple Schramm–Loewner evolution ⋮ Dynamical bulk scaling limit of Gaussian unitary ensembles and stochastic differential equation gaps ⋮ The logarithmic derivative for point processes with equivalent Palm measures ⋮ Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields II: the IFC condition ⋮ Dyson's model in infinite dimensions is irreducible ⋮ Stochastic geometry and dynamics of infinitely many particle systems—random matrices and interacting Brownian motions in infinite dimensions

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