Interacting Brownian motions in infinite dimensions related to the origin of the spectrum of random matrices
DOI10.15559/21-VMSTA193zbMath1489.60155OpenAlexW4206082986MaRDI QIDQ2122925
Publication date: 7 April 2022
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15559/21-vmsta193
random matricesinfinite-dimensional stochastic differential equationsinfinite particle systemsinteracting Brownian motions
Random matrices (probabilistic aspects) (60B20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21)
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