R201, 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.
