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Dyson's Brownian Motion Model as a Special Case of Dunkl Processes and Dunkl's Intertwining Operators
Dyson's Brownian Motion Model Special Case Dunkl Processes Dunkl's Intertwining Operators
2012/2/27
Dyson's Brownian motion model is a one-parameter family of log-potential interacting particle systems in one dimension parametrized by an inverse temperature beta > 0. When beta = 1, 2 and 4, this mod...
Fractal structure of a three dimensional Brownian motion on an attractive plane
dimensional Brownian motion Statistical Mechanics Mathematical Physics
2011/10/9
Abstract: Consider a Brownian particle in three dimensions which is attracted by a plane with a strength proportional to some dimensionless parameter $\alpha$. We investigate the fractal spatial struc...