Displaying similar documents to “Boundary conditions for one-dimensional biharmonic pseudo process.”

Brownian particles with electrostatic repulsion on the circle : Dyson’s model for unitary random matrices revisited

Emmanuel Cépa, Dominique Lépingle (2001)

ESAIM: Probability and Statistics

Similarity:

The brownian motion model introduced by Dyson [7] for the eigenvalues of unitary random matrices N × N is interpreted as a system of N interacting brownian particles on the circle with electrostatic inter-particles repulsion. The aim of this paper is to define the finite particle system in a general setting including collisions between particles. Then, we study the behaviour of this system when the number of particles N goes to infinity (through the empirical measure process). We prove that...