Dynamical bulk scaling limit of Gaussian unitary ensembles and stochastic differential equation gaps

DOI10.1007/s10959-018-0816-2zbMath1481.60109arXiv1610.05969OpenAlexW2537781980WikidataQ115382042 ScholiaQ115382042MaRDI QIDQ1741891

Yosuke Kawamoto, Hirofumi Osada

Publication date: 7 May 2019

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.05969

zbMATH Keywords

infinite-dimensional stochastic differential equationDyson's modelbulk scaling limitinteracting Brownian motionGaussian unitary ensembles

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Random matrices (algebraic aspects) (15B52) Functional limit theorems; invariance principles (60F17)

Related Items (5)

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 ⋮ Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields II: the IFC condition ⋮ Stochastic geometry and dynamics of infinitely many particle systems—random matrices and interacting Brownian motions in infinite dimensions

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