Complex Brownian motion representation of the Dyson model

DOI10.1214/ECP.v18-2554zbMath1306.60119arXiv1008.2821OpenAlexW3104630410MaRDI QIDQ742963

Makoto Katori, Hideki Tanemura

Publication date: 22 September 2014

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

Full work available at URL: https://arxiv.org/abs/1008.2821

zbMATH Keywords

entire functionstightness\(h\)-transformdeterminantal processDyson modelcomplex Brownian motionsconformal martingalesnoncolliding property

Mathematics Subject Classification ID

Interacting particle systems in time-dependent statistical mechanics (82C22) Martingales with continuous parameter (60G44) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Entire functions of several complex variables (32A15)

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