Cores of Dirichlet forms related to random matrix theory

被引:9
作者
Osada, Hirofumi [1 ]
Tanemura, Hideki [2 ]
机构
[1] Kyushu Univ, Fac Math, Nishi Ku, Fukuoka 8190395, Japan
[2] Chiba Univ, Fac Sci, Dept Math & Informat, Inage Ku, Chiba 2638522, Japan
基金
日本学术振兴会;
关键词
Random matrices; Dyson's model; interacting Brownian motions in infinite-dimensions; Airy random point fields; logarithmic potentials; Dirichlet forms; BROWNIAN-MOTION;
D O I
10.3792/pjaa.90.145
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We prove the sets of polynomials on configuration spaces are cores of Dirichlet forms describing interacting Brownian motion in infinite dimensions. Typical examples of these stochastic dynamics are Dyson's Brownian motion and Airy interacting Brownian motion. Both particle systems have logarithmic interaction potentials, and naturally arise from random matrix theory. The results of the present paper will be used in a forth coming paper to prove the identity of the infinite-dimensional stochastic dynamics related to the random matrix theories constructed by apparently different methods: the method of space-time correlation functions and that of stochastic analysis.
引用
收藏
页码:145 / 150
页数:6
相关论文
共 22 条
[1]   Analysis and geometry on configuration spaces: The Gibbsian case [J].
Albeverio, S ;
Kondratiev, YG ;
Rockner, M .
JOURNAL OF FUNCTIONAL ANALYSIS, 1998, 157 (01) :242-291
[2]   A BROWNIAN-MOTION FOR EIGENVALUES OF A RANDOM MATRIX [J].
DYSON, FJ .
JOURNAL OF MATHEMATICAL PHYSICS, 1962, 3 (06) :1191-+
[3]  
Fukushima M., 2010, GRUYTER STUDIES MATH, V19
[4]  
Guionnet A., 2010, CAMBRIDGE STUDIES AD, V118
[5]  
Honda R., ARXIV14050523
[6]   Discrete polynuclear growth and determinantal processes [J].
Johansson, K .
COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2003, 242 (1-2) :277-329
[7]   Noncolliding Brownian motion and determinantal processes [J].
Katori, Makoto ;
Tanemura, Hideki .
JOURNAL OF STATISTICAL PHYSICS, 2007, 129 (5-6) :1233-1277
[8]  
Ma Z.M., 1992, Introduction to the theory of (nonsymmetric) Dirichlet forms, DOI 1@.1@@7/978-3-642-77739-4
[9]  
Mehta M L., 2004, RANDOM MATRICES
[10]   Dynamical correlations among vicious random walkers [J].
Nagao, T ;
Katori, M ;
Tanemura, H .
PHYSICS LETTERS A, 2003, 307 (01) :29-35