Diffusions interacting through a random matrix: universality via stochastic Taylor expansion

DOI10.1007/s00440-021-01027-7zbMath1472.60137arXiv2006.13167OpenAlexW3128413959MaRDI QIDQ2041658

Amir Dembo, Reza Gheissari

Publication date: 23 July 2021

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.13167

zbMATH Keywords

random matricesdisordered systemsLangevin dynamicsgradient flows

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44) Transition functions, generators and resolvents (60J35)

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