Universal cutoff for Dyson Ornstein Uhlenbeck process
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Publication:6085097
DOI10.1007/s00440-022-01158-5zbMath1528.60081arXiv2107.14452OpenAlexW3190285696MaRDI QIDQ6085097
Jeanne Boursier, Cyril Labbé, Djalil Chafaï
Publication date: 2 December 2023
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.14452
Gaussian analysisdiffusion processMarkov processOrnstein-Uhlenbeck processstochastic calculusfunctional inequalitiesspectral analysisrandom matrix theorycutoff phenomenonCoulomb gasinteracting particle systemDyson processhigh-dimensional probabilityhigh-dimensional phenomenon
Interacting particle systems in time-dependent statistical mechanics (82C22) Diffusion processes (60J60)
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