Bessel Processes, Schramm–Loewner Evolution, and the Dyson Model

• Main Author: Katori, Makoto (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Singapore : Springer Singapore : Imprint: Springer, 2016.
• Edition: 1st ed. 2016.
• Series: SpringerBriefs in Mathematical Physics, 11
• Subjects: Mathematics.; Probabilities.; Mathematical physics.; Statistical physics.; Dynamical systems.; Mathematical Physics.; Probability Theory and Stochastic Processes.; Statistical Physics, Dynamical Systems and Complexity.

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...