Infinite-dimensional stochastic differential equations related to random matrices
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Publication:714959
DOI10.1007/s00440-011-0352-9zbMath1253.82061arXiv1004.0301OpenAlexW2962785371MaRDI QIDQ714959
Publication date: 12 October 2012
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1004.0301
random matricesinteracting Brownian particlesDyson's modelinfinite-dimensional stochastic differential equationsCoulomb potentialsGinibre random point field
Interacting particle systems in time-dependent statistical mechanics (82C22) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Random matrices (algebraic aspects) (15B52) Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21)
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