Dyson Brownian Motion and motion by mean curvature
Probability
2023-05-22 v4
Abstract
We construct Dyson Brownian motion for by adapting the extrinsic construction of Brownian motion on Riemannian manifolds to the geometry of group orbits within the space of Hermitian matrices. When is infinite, the eigenvalues evolve by Coulombic repulsion and the group orbits evolve by motion by (minus one half times) mean curvature.
Keywords
Cite
@article{arxiv.2210.11347,
title = {Dyson Brownian Motion and motion by mean curvature},
author = {Ching-Peng Huang and Dominik Inauen and Govind Menon},
journal= {arXiv preprint arXiv:2210.11347},
year = {2023}
}