Strong solutions of non-colliding particle systems

From MaRDI portal
Publication:2514312

DOI10.1214/EJP.v19-3842zbMath1307.60079arXiv1407.1329MaRDI QIDQ2514312

Jacek Małecki, Piotr Graczyk

Publication date: 3 February 2015

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

Full work available at URL: https://arxiv.org/abs/1407.1329




Related Items

Gaussian free fields coupled with multiple SLEs driven by stochastic log-gasesThe differential equations associated with Calogero-Moser-Sutherland particle models in the freezing regimeOn a gateway between the Laguerre process and dynamics on partitionsUniversality classes for general random matrix flowsHigh-dimensional limits of eigenvalue distributions for general Wishart processHua-Pickrell diffusions and Feller processes on the boundary of the graph of spectraStrong solutions to a beta-Wishart particle systemLimit theorems for moment processes of beta Dyson’s Brownian motions and beta Laguerre processesSemi-implicit Euler-Maruyama approximation for noncolliding particle systemsFreezing limits for Calogero–Moser–Sutherland particle modelsExact solution of interacting particle systems related to random matricesThe Dyson and Coulomb gamesOn the singular values of complex matrix Brownian motion with a matrix driftConformal welding problem, flow line problem, and multiple Schramm–Loewner evolutionOn squared Bessel particle systemsA characterization of Wishart processes and Wishart distributionsMalliavin calculus for non-colliding particle systemsBeta Jacobi ensembles and associated Jacobi polynomialsA matrix Bougerol identity and the Hua-Pickrell measuresBeta Laguerre processes in a high temperature regimeSome martingales associated with multivariate Bessel processesAsymptotic windings of the block determinants of a unitary Brownian motion and related diffusionsHigh-dimensional central limit theorems for a class of particle systemsFunctional central limit theorems for multivariate Bessel processes in the freezing regimeLimit theorems for Bessel and Dunkl processes of large dimensions and free convolutionsRecent advances on eigenvalues of matrix-valued stochastic processesSemi-implicit Milstein approximation scheme for non-colliding particle systemsIntertwinings for general \(\beta\)-Laguerre and \(\beta\)-Jacobi processes