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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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Duits, Maurice (Author), Johansson, Kurt, 1960- (Author)
Format: Electronic eBook
Language:Inglés
Published: Providence, RI : American Mathematical Society, 2018.
Series:Memoirs of the American Mathematical Society ; no. 1222.
Subjects:
Brownian motion processes.
Mesoscopic phenomena (Physics)
Stochastic differential equations.
Stochastic processes.
Stochastic Processes
Processus de mouvement brownien.
Systèmes mésoscopiques.
Équations différentielles stochastiques.
Processus stochastiques.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Procesos estocásticos
Probabilidades
Ecuaciones diferenciales estocásticas
Movimientos brownianos
Brownian motion processes
Stochastic differential equations
Stochastic processes
Online Access:Texto completo
Table of Contents:
  • 1. Introduction
  • 2. Statement of results
  • 3. Proof of Theorem 2.1
  • 4. Proof of Theorem 2.3
  • 5. Asymptotic analysis of Kn and Rn
  • 6. Proof of Proposition 2.4
  • 7. Proof of Lemma 4.3
  • 8. Random initial points
  • 9. Proof of Theorem 2.6: the general case.

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