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Infinite-dimensional stochastic differential equations related to random matrices - MaRDI portal

Infinite-dimensional stochastic differential equations related to random matrices (Q714959)

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Infinite-dimensional stochastic differential equations related to random matrices
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    Infinite-dimensional stochastic differential equations related to random matrices (English)
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    12 October 2012
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    interacting Brownian particles
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    Coulomb potentials
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    random matrices
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    Ginibre random point field
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    Dyson's model
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    infinite-dimensional stochastic differential equations
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