Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials II: Airy random point field

研究成果: Contribution to journalArticle査読

15 被引用数 (Scopus)

抄録

We give a new sufficient condition of the quasi-Gibbs property. This result is a refinement of one given in a previous paper (Osada (in press) [18]), and will be used in a forthcoming paper to prove the quasi-Gibbs property of Airy random point fields (RPFs) and other RPFs appearing under soft-edge scaling. The quasi-Gibbs property of RPFs is one of the key ingredients to solve the associated infinite-dimensional stochastic differential equation (ISDE). Because of the divergence of the free potentials and the interactions of the finite particle approximation under soft-edge scaling, the result of the previous paper excludes the Airy RPFs, although Airy RPFs are the most significant RPFs appearing in random matrix theory. We will use the result of the present paper to solve the ISDE for which the unlabeled equilibrium state is the Airy β RPF with β=1,2,4.

本文言語英語
ページ(範囲)813-838
ページ数26
ジャーナルStochastic Processes and their Applications
123
3
DOI
出版ステータス出版済み - 2013

All Science Journal Classification (ASJC) codes

  • 統計学および確率
  • モデリングとシミュレーション
  • 応用数学

フィンガープリント

「Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials II: Airy random point field」の研究トピックを掘り下げます。これらがまとまってユニークなフィンガープリントを構成します。

引用スタイル