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Quasi-stationarity of the Dyson Brownian Motion With Collisions

Quasi-stationarity of the Dyson Brownian Motion With Collisions

来源:Arxiv_logoArxiv
英文摘要

In this work, we investigate the ergodic behavior of a system of particules, subject to collisions, before it exits a fixed subdomain of its state space. This system is composed of several one-dimensional ordered Brownian particules in interaction with electrostatic repulsions, which is usually referred as the (generalized) Dyson Brownian motion. The starting points of our analysis are the work [E. C{\'e}pa and D. L{\'e}pingle, 1997 Probab. Theory Relat. Fields] which provides existence and uniqueness of such a system subject to collisions via the theory of multivalued SDEs and a Krein-Rutman type theorem derived in [A. Guillin, B. Nectoux, L. Wu, 2020 J. Eur. Math. Soc.].

Arnaud Guillin、Boris Nectoux、Liming Wu

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物理学

Arnaud Guillin,Boris Nectoux,Liming Wu.Quasi-stationarity of the Dyson Brownian Motion With Collisions[EB/OL].(2025-04-11)[2025-06-06].https://arxiv.org/abs/2504.08467.点此复制

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