Infinite-dimensional stochastic differential equations related to Bessel random point fields

DOI10.1016/j.spa.2015.05.005zbMath1327.82052arXiv1405.0523OpenAlexW1556432209MaRDI QIDQ492953

Hirofumi Osada, Ryuichi Honda

Publication date: 21 August 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.0523

zbMATH Keywords

random matricesinteracting Brownian particlesinfinite-dimensional stochastic differential equationsBessel random point fieldsCoulomb potentialshard edge scaling limit

Mathematics Subject Classification ID

Interacting particle systems in time-dependent statistical mechanics (82C22) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random matrices (algebraic aspects) (15B52) PDEs with randomness, stochastic partial differential equations (35R60) Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21) PDEs in connection with statistical mechanics (35Q82)

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