Sponsored by
 
Events
News
 
[ Events ]
 
 

Activity Search
Sort out
Field
 
Year
Seminars  
 
NCTS Random Matrices Seminar
 
10:30 - 12:00, January 8, 2018 (Monday)
R440, Astronomy-Mathematics Building, NTU
(台灣大學天文數學館 440室)
Dyson's Brownian Motion
Narn-Rueih Shieh (National Taiwan University)

Abstract:

In this talk, we discuss Dyson's BM as the solution of an S.D.E. and try to clarify the notions of the weak and the strong solution. Dyson's historical remark will be discussed too.

Reference:

1. Erdos-Yau 2017 book , Section 12.3.
2. G.W. Anderson. 2010 CUP book,  Section 4.3. ( ref [8] in 1.)
http://www.wisdom.weizmann.ac.il/~zeitouni/cupbook.pdf


 

back to list  
 (C) 2021 National Center for Theoretical Sciences