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NCTS Random Matrices Seminar
 
10:30 - 12:00, January 8, 2018 (Monday)
Room 440, Astronomy-Mathematics Building, NTU
(台灣大學天文數學館 440室)
Dyson's Brownian Motion
Narn-Rueih Shieh (National Taiwan University)

Abstract:

In this talk, we discuss Dyson's BM as the solution of an S.D.E. and try to clarify the notions of the weak and the strong solution. Dyson's historical remark will be discussed too.

Reference:

1. Erdos-Yau 2017 book , Section 12.3.
2. G.W. Anderson. 2010 CUP book,  Section 4.3. ( ref [8] in 1.)
http://www.wisdom.weizmann.ac.il/~zeitouni/cupbook.pdf


 

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