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Titlebook: Bessel Processes, Schramm–Loewner Evolution, and the Dyson Model; Makoto Katori Book 2016 The Author(s) 2016 Itô’s formula and Stochastic

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发表于 2025-3-21 17:55:17 | 显示全部楼层 |阅读模式
期刊全称Bessel Processes, Schramm–Loewner Evolution, and the Dyson Model
影响因子2023Makoto Katori
视频video
发行地址Discusses the new trend in which complex analysis is applied, in contrast to original probability theory and statistical mechanics.Includes new topics such as the Schramm–Loewner evolution and the ran
学科分类SpringerBriefs in Mathematical Physics
图书封面Titlebook: Bessel Processes, Schramm–Loewner Evolution, and the Dyson Model;  Makoto Katori Book 2016 The Author(s) 2016 Itô’s formula and Stochastic
影响因子The purpose of this book is to introduce two recent topics in mathematical physics and probability theory: the Schramm–Loewner evolution (SLE) and interacting particle systems related to random matrix theory. A typical example of the latter systems is Dyson‘s Brownian motion (BM) model. The SLE and Dyson‘s BM model may be considered as "children" of the Bessel process with parameter .D., BES(.D.), and the SLE and Dyson‘s BM model as "grandchildren" of BM. In Chap. 1 the parenthood of BM in diffusion processes is clarified and BES(.D.) is defined for any .D. ≥ 1. Dependence of the BES(.D.) path on its initial value is represented by the Bessel flow. In Chap. 2 SLE is introduced as a complexification of BES(.D.). Rich mathematics and physics involved in SLE are due to the nontrivial dependence of the Bessel flow on .D.. From a result for the Bessel flow, Cardy‘s formula in Carleson‘s form is derived for SLE. In Chap. 3 Dyson‘s BM model with parameter β is introduced as a multivariate extension of BES(.D.) with the relation .D. = β + 1. The book concentrates on the case where β = 2 and calls this case simply the Dyson model..The Dyson model inherits the two aspects of BES(3); hence it
Pindex Book 2016
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发表于 2025-3-21 23:41:12 | 显示全部楼层
发表于 2025-3-22 01:22:30 | 显示全部楼层
https://doi.org/10.1007/978-3-322-91497-2two critical dimensions, . and .. For the three-dimensional Bessel process, its two aspects are emphasized: Aspect 1 as a radial part of the three-dimensional Brownian motion, and Aspect 2 as a one-dimensional Brownian motion conditioned to stay positive.
发表于 2025-3-22 06:51:15 | 显示全部楼层
https://doi.org/10.1007/978-3-322-91497-2ysis of the Bessel flow in . given in Chap. ., Cardy’s formula for the critical percolation model is derived. We give a list showing correspondence (up to a conjecture) between lattice paths studied in statistical mechanics and SLE paths describing their scaling limits.
发表于 2025-3-22 11:53:26 | 显示全部楼层
Harald S. Müller,Michael Vogel,Tabea Neumanne given by determinants controlled by a single function called the correlation kernel. This strong solvability enables us to construct the Dyson model with an infinite number of particles both in equilibrium and in nonequilibrium. The Tracy–Widom distribution is discussed for the Dyson model.
发表于 2025-3-22 15:37:25 | 显示全部楼层
发表于 2025-3-22 18:22:32 | 显示全部楼层
,Schramm–Loewner Evolution (SLE),ysis of the Bessel flow in . given in Chap. ., Cardy’s formula for the critical percolation model is derived. We give a list showing correspondence (up to a conjecture) between lattice paths studied in statistical mechanics and SLE paths describing their scaling limits.
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发表于 2025-3-23 09:26:31 | 显示全部楼层
Bessel Processes, Schramm–Loewner Evolution, and the Dyson Model978-981-10-0275-5Series ISSN 2197-1757 Series E-ISSN 2197-1765
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