Displaying similar documents to “On the duality between coalescing Brownian particles and the heat equation driven by Fisher-Wright noise.”

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

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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...

Interacting brownian particles and Gibbs fields on pathspaces

David Dereudre (2003)

ESAIM: Probability and Statistics

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In this paper, we prove that the laws of interacting brownian particles are characterized as Gibbs fields on pathspace associated to an explicit class of hamiltonian functionals. More generally, we show that a large class of Gibbs fields on pathspace corresponds to brownian diffusions. Some applications to time reversal in the stationary and non stationary case are presented.