Global fluctuations in general \(\beta \) Dyson's Brownian motion

DOI10.1016/j.spa.2007.07.010zbMath1139.60342arXivmath/0610750OpenAlexW1502550331MaRDI QIDQ927924

Martin H. Bender

Publication date: 10 June 2008

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

Full work available at URL: https://arxiv.org/abs/math/0610750

zbMATH Keywords

random matricescentral limit theoremDyson's Brownian motioninteracting diffusion

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting particle systems in time-dependent statistical mechanics (82C22) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random matrices (algebraic aspects) (15B52)

Related Items (9)

Global fluctuations for 1D log-gas dynamics ⋮ Global fluctuations for 1D log-gas dynamics. Covariance kernel and support ⋮ Perturbations of multiple Schramm-Loewner evolution with two non-colliding Dyson Brownian motions ⋮ A review of exact results for fluctuation formulas in random matrix theory ⋮ The Dyson Brownian minor process ⋮ On Mesoscopic Equilibrium for Linear Statistics in Dyson’s Brownian Motion ⋮ Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials ⋮ On the eigenvalue process of a matrix fractional Brownian motion ⋮ Fluctuations for matrix-valued Gaussian processes

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