Article ID Journal Published Year Pages File Type
1156163 Stochastic Processes and their Applications 2015 22 Pages PDF
Abstract

We solve the infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles in R+R+ interacting through the two-dimensional Coulomb potential. The equilibrium states of the associated unlabeled stochastic dynamics are Bessel random point fields. To solve these ISDEs, we calculate the logarithmic derivatives, and prove that the random point fields are quasi-Gibbsian.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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