English

Isomorphisms of $\beta$-Dyson's Brownian motion with Brownian local time

Probability 2021-10-13 v2

Abstract

We show that the Brydges-Fr\"ohlich-Spencer-Dynkin and the Le Jan's isomorphisms between the Gaussian free fields and the occupation times of symmetric Markov processes generalize to the β\beta-Dyson's Brownian motion. For β{1,2,4}\beta\in\{1,2,4\} this is a consequence of the Gaussian case, however the relation holds for general β\beta. We further raise the question whether there is an analogue of β\beta-Dyson's Brownian motion on general electrical networks, interpolating and extrapolating the fields of eigenvalues in matrix-valued Gaussian free fields. In the case n=2n=2 we give a simple construction.

Keywords

Cite

@article{arxiv.2009.03026,
  title  = {Isomorphisms of $\beta$-Dyson's Brownian motion with Brownian local time},
  author = {Titus Lupu},
  journal= {arXiv preprint arXiv:2009.03026},
  year   = {2021}
}

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29 pages