Stochastic differential equations related to random matrix theory

zbMath1367.60071arXiv1605.04417MaRDI QIDQ5267642

Hirofumi Osada, Hideki Tanemura

Publication date: 13 June 2017

Full work available at URL: https://arxiv.org/abs/1605.04417

zbMATH Keywords

stochastic differential equationsrandom matricesinteracting Brownian motions

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting particle systems in time-dependent statistical mechanics (82C22) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random matrices (algebraic aspects) (15B52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra ⋮ A note on tail triviality for determinantal point processes ⋮ Cores of Dirichlet forms related to random matrix theory ⋮ The logarithmic derivative for point processes with equivalent Palm measures ⋮ Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields

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