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

ESAIM - Probability and Statistics

Volumn 5, Issue , 2001, Pages 203-224

  Cépa, Emmanuel ^a   Lépingle, Dominique ^a  

^a UNIVERSITÉ D'ORLÉANS   (France)

Author keywords

Empirical measure process; Multivalued stochastic differential equations; Repulsive particles

Indexed keywords

EID: 84996144282     PISSN: 12928100     EISSN: 12623318     Source Type: Journal    
DOI: 10.1051/ps:2001109     Document Type: Article

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