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NCTS Random Matrices Seminar
 
10:30 - 12:00, January 15, 2018 (Monday)
Room 201, Astronomy-Mathematics Building, NTU
(台灣大學天文數學館 201室)
Strong Existence and Uniqueness of N Points Dyson Brownian Motion
Fu-Hsuan Ho (Academia Sinica)

Abstract:

We will prove the strong existence and uniqueness of N points Dyson Brownian Motion, for . The proof is based on Lemma 4.3.3 of [AGZ, 2010].
 
[AGZ, 2010] An Introduction to Random Matrices, Greg W. Anderson, Alice Guionnet, Ofer Zeitouni.


 

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