Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials

Details Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials

2009-02-20

arxiv.org/abs/0902.3561v2

Mathematics

Probability

Scientific paper

We investigate the construction of diffusions consisting of infinitely numerous Brownian particles moving in $ \Rd $ and interacting via logarithmic functions (2D Coulomb potentials). These potentials are really strong and long range in nature. The associated equilibrium states are no longer Gibbs measures. We present general results for the construction of such diffusions and, as applications thereof, construct two typical interacting Brownian motions with logarithmic interaction potentials, namely the Dyson model in infinite dimensions and Ginibre interacting Brownian motions. The former is a particle system in $ \R $ while the latter is in $ \R ^2 $. Both models are translation and rotation invariant in space, and as such, are prototypes of dimensions $ d = 1,2 $, respectively. The equilibrium states of the former diffusion model are determinantal random point fields with sine kernels. They appear in the thermodynamical limits of the spectrum of the ensembles of Gaussian random matrices such as GOE, GUE and GSE. The equilibrium states of the latter diffusion model are the thermodynamical limits of the spectrum of the ensemble of complex non-Hermitian Gaussian random matrices known as the Ginibre ensemble.

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