Infinite-dimensional stochastic differential equations related to Bessel random point fields
type: Item
instance of: scholarly article
title: Infinite-dimensional stochastic differential equations related to Bessel random point fields
zbMATH Open document ID: 1327.82052
author: Ryuichi Honda
author: Hirofumi Osada
published in: Stochastic Processes and their Applications
publication date: 2015-08-21T00:00:00Z
full work available at URL: https://arxiv.org/abs/1405.0523
review text: The authors study a system made of infinitely many Brownian particles on the line, interacting via a two-dimensional (i.e. logarithmic) Coulomb potential. They prove that the equilibrium states of the related stochastic dynamics are Bessel random point fields (BRPF). The result is obtained by proving a quasi-Gibbs property of the BRPF and by calculating their logarithmic derivative, which both turn out to be sufficient conditions for the existence of weak solutions to the dynamics.
reviewed by: Silvia Caprino
Mathematics Subject Classification ID: 82C22
Mathematics Subject Classification ID: 15B52
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60K35
Mathematics Subject Classification ID: 82B21
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 82C31
Mathematics Subject Classification ID: 35Q82
zbMATH DE Number: 6474642
zbMATH Keywords: interacting Brownian particles
zbMATH Keywords: Bessel random point fields
zbMATH Keywords: random matrices
zbMATH Keywords: infinite-dimensional stochastic differential equations
zbMATH Keywords: Coulomb potentials
zbMATH Keywords: hard edge scaling limit
MaRDI profile type: Publication
OpenAlex ID: W1556432209
arXiv ID: 1405.0523
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DOI: 10.1016/J.SPA.2015.05.005
description: scientific article