IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v125y2015i10p3801-3822.html
   My bibliography  Save this article

Infinite-dimensional stochastic differential equations related to Bessel random point fields

Author

Listed:
  • Honda, Ryuichi
  • Osada, Hirofumi

Abstract

We solve the infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles in R+ interacting through the two-dimensional Coulomb potential. The equilibrium states of the associated unlabeled stochastic dynamics are Bessel random point fields. To solve these ISDEs, we calculate the logarithmic derivatives, and prove that the random point fields are quasi-Gibbsian.

Suggested Citation

  • Honda, Ryuichi & Osada, Hirofumi, 2015. "Infinite-dimensional stochastic differential equations related to Bessel random point fields," Stochastic Processes and their Applications, Elsevier, vol. 125(10), pages 3801-3822.
    • Handle: RePEc:eee:spapps:v:125:y:2015:i:10:p:3801-3822
    DOI: 10.1016/j.spa.2015.05.005
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304414915001271
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spa.2015.05.005?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Osada, Hirofumi, 2013. "Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials II: Airy random point field," Stochastic Processes and their Applications, Elsevier, vol. 123(3), pages 813-838.
    2. Fradon, Myriam & Roelly, Sylvie & Tanemura, Hideki, 2000. "An infinite system of Brownian balls with infinite range interaction," Stochastic Processes and their Applications, Elsevier, vol. 90(1), pages 43-66, November.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Yosuke Kawamoto & Hirofumi Osada, 2019. "Dynamical Bulk Scaling Limit of Gaussian Unitary Ensembles and Stochastic Differential Equation Gaps," Journal of Theoretical Probability, Springer, vol. 32(2), pages 907-933, June.
    2. Yosuke Kawamoto & Hirofumi Osada, 2022. "Dynamical universality for random matrices," Partial Differential Equations and Applications, Springer, vol. 3(2), pages 1-51, April.
    3. Osada, Hirofumi & Tanemura, Hideki, 2016. "Strong Markov property of determinantal processes with extended kernels," Stochastic Processes and their Applications, Elsevier, vol. 126(1), pages 186-208.
    4. Katori, Makoto, 2014. "Determinantal martingales and noncolliding diffusion processes," Stochastic Processes and their Applications, Elsevier, vol. 124(11), pages 3724-3768.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:125:y:2015:i:10:p:3801-3822. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.