کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155696 958759 2013 26 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials II: Airy random point field
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials II: Airy random point field
چکیده انگلیسی

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 Airyβ RPF with β=1,2,4β=1,2,4.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 123, Issue 3, March 2013, Pages 813–838
نویسندگان
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