Kinetic Dyson Brownian motion
نویسندگان
چکیده
We study the spectrum of kinetic Brownian motion in space d×d Hermitian matrices, d≥2. show that eigenvalues stay distinct for all times, and process Λ is a diffusion (i.e. pair (Λ,Λ˙) its derivative Markovian) if only d=2. In large scale time limit, we converges to usual (Markovian) Dyson under suitable normalisation, regardless dimension.
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2022
ISSN: ['1083-589X']
DOI: https://doi.org/10.1214/22-ecp480