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Title: Motion by mean curvature and Dyson Brownian Motion
We construct Dyson Brownian motion for β ∈ (0, ∞] by adapting the extrinsic construc- tion of Brownian motion on Riemannian manifolds to the geometry of group orbits within the space of Hermitian matrices. When β is infinite, the eigenvalues evolve by Coulombic repulsion and the group orbits evolve by motion by (minus one half times) mean curvature.  more » « less
Award ID(s):
2107205
PAR ID:
10549939
Author(s) / Creator(s):
; ;
Publisher / Repository:
Project Euclid
Date Published:
Journal Name:
Electronic Communications in Probability
Volume:
28
ISSN:
1083-589X
Subject(s) / Keyword(s):
Dyson Brownian motion mean curvature Riemannian submersion.
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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