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On mesoscopic equilibrium for linear statistics in Dyson's Brownian motion /

"In this paper we study mesoscopic fluctuations for Dyson's Brownian motion with [beta] = 2. Dyson showed that the Gaussian Unitary Ensemble (GUE) is the invariant measure for this stochastic evolution and conjectured that, when starting from a generic configuration of initial points, the...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Duits, Maurice (Autor), Johansson, Kurt, 1960- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Providence, RI : American Mathematical Society, 2018.
Colección:Memoirs of the American Mathematical Society ; no. 1222.
Temas:
Acceso en línea:Texto completo