On Hermitian matrices diffusion and Dyson Brownian motion with general potential

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：luxiliang

【摘要】

：

We consider diffusion processes on Hermitian matrices ensemble and the corresponding eigenvalues processes,the so-called Dyson Brownian motion.

【作者】

：

Xiang-Dong Li

【机构】

：

AMSS,Chinese Academy of Sciences,Beijing,100190,China

【出处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

Hermitian matrices diffusion Dyson Brownian motion Bakry-Emery Ricci curvature

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　　We consider diffusion processes on Hermitian matrices ensemble and the corresponding eigenvalues processes,the so-called Dyson Brownian motion.

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On Hermitian matrices diffusion and Dyson Brownian motion with general potential

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