Dyson’s model

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

Date(s) : 22/03/2017   iCal
14 h 30 min - 16 h 30 min

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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