Stochastic geometry and dynamics of infinitely many particle systems -- random matrices and interacting Brownian motions in infinite dimensions
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Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Interacting particle systems in time-dependent statistical mechanics (82C22)
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Cites work
- A family of diffusion processes on Sierpiński carpets
- A remark on infinite-dimensional Wiener processes with interactions
- A system of infinitely many mutually reflecting Brownian balls in \(\mathbb{R}^ d\)
- Absolute continuity and singularity of palm measures of the Ginibre point process
- An introduction to random matrices
- An invariance principle for Markov processes and Brownian particles with singular interaction
- An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains
- Brownian Gibbs property for Airy line ensembles
- Collision or non-collision problem for interacting Brownian particles.
- Cores of Dirichlet forms related to random matrix theory
- Determinantal probability measures
- Determinantal random point fields
- Dirichlet form approach to infinite-dimensional Wiener processes with singular interactions
- Dirichlet forms and symmetric Markov processes.
- Discrete approximations of determinantal point processes on continuous spaces: tree representations and tail triviality
- Discrete polynuclear growth and determinantal processes
- Dynamical bulk scaling limit of Gaussian unitary ensembles and stochastic differential equation gaps
- EXOTIC BROWNIAN MOTIONS
- Finite-particle approximations for interacting Brownian particles with logarithmic potentials
- Gradient dynamics of infinite point systems
- scientific article; zbMATH DE number 4104160 (Why is no real title available?)
- scientific article; zbMATH DE number 43057 (Why is no real title available?)
- scientific article; zbMATH DE number 2174437 (Why is no real title available?)
- scientific article; zbMATH DE number 6730027 (Why is no real title available?)
- Infinite dimensional stochastic differential equations for Dyson's model
- Infinite-dimensional stochastic differential equations and tail -fields
- Infinite-dimensional stochastic differential equations related to Bessel random point fields
- Infinite-dimensional stochastic differential equations related to random matrices
- Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials
- Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials. II: Airy random point field
- Interacting Brownian motions with measurable potentials
- Introduction to the theory of (non-symmetric) Dirichlet forms
- Large deviations for the Fermion point process associated with the exponential kernel
- Local Gaussian fluctuations in the Airy and discrete PNG processes
- Log-gases and random matrices.
- Markov property of determinantal processes with extended Sine, Airy and Bessel kernels
- Non-collision and collision properties of Dyson's model in infinite dimension and other stochastic dynamics whose equilibrium states are determinantal random point fields
- Non-equilibrium dynamics of Dyson's model with an infinite number of particles
- Noncolliding Brownian motion and determinantal processes
- Noncolliding squared Bessel processes
- Positivity of the self-diffusion matrix of interacting Brownian particles with hard core
- Random matrices: universality of local eigenvalue statistics
- Random point fields associated with certain Fredholm determinants. I: Fermion, Poisson and Boson point processes.
- Rigidity and tolerance in point processes: Gaussian zeros and Ginibre eigenvalues
- Scale invariance of the PNG droplet and the Airy process
- Singular time changes of diffusions on Sierpiński carpets
- Strong Markov property of determinantal processes with extended kernels
- Superstable interactions in classical statistical mechanics
- Tagged particle processes and their non-explosion criteria
- The logarithmic derivative for point processes with equivalent Palm measures
- Unendlich-dimensionale Wienerprozesse mit Wechselwirkung
- Uniqueness of Dirichlet forms associated with systems of infinitely many Brownian balls in \({\mathbb R}^ d\)
- Uniqueness of Dirichlet forms related to infinite systems of interacting Brownian motions
- Universality at the edge of the spectrum in Wigner random matrices.
- Universality of general \(\beta\)-ensembles
- Variance of the linear statistics of the Ginibre random point field
- Zeros of Airy function and relaxation process
- Zeros of Gaussian analytic functions and determinantal point processes
Cited in
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- Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials
- Interacting diffusions on positive definite matrices
- Interacting Brownian motions in infinite dimensions related to the origin of the spectrum of random matrices
- Dynamical universality for random matrices
- Cores of Dirichlet forms related to random matrix theory
- Isotropic Brownian motions over complex fields as a solvable model for May-Wigner stability analysis
- Infinite-dimensional stochastic differential equations related to Bessel random point fields
- Finite-particle approximations for interacting Brownian particles with logarithmic potentials
- Stochastic analysis of infinite particle systems—A new development in classical stochastic analysis and dynamical universality of random matrices
- Approximate Gibbsian structure in strongly correlated point fields and generalized Gaussian zero ensembles
- Infinite-dimensional stochastic differential equations arising from Airy random point fields
- Infinite-dimensional stochastic differential equations related to random matrices
- Infinite-dimensional stochastic differential equations and tail -fields
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