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Aix-Marseille Université
Institut de Mathématiques de Marseille (I2M) - UMR 7373
Site Saint-Charles : 3 place Victor Hugo, Case 19, 13331 Marseille Cedex 3
Site Luminy : Campus de Luminy - Case 907 - 13288 Marseille Cedex 9

Séminaire

Dyson’s model

Alexander Bufetov
I2M, CNRS, Marseille
/user/alexander.bufetov/

Date(s) : 22/03/2017   iCal
14h30 - 16h30

I will present Dyson’s model, a system of stochastic differential equations with an uncommon repulsive drift. I will start from the basics (interpretations in terms of non-colliding brownian motions, and in terms of a random matrix model) and show how it leads to a space-time determinantal point process. If time permits, I will explain how this allows to consider the system with an infinite number of particles, which has the sine-process as reversible measure.

 

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