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 -Dyson's Brownian motion. For this is a consequence of the Gaussian case, however the relation holds for general . We further raise the question whether there is an analogue of -Dyson's Brownian motion on general electrical networks, interpolating and extrapolating the fields of eigenvalues in matrix-valued Gaussian free fields. In the case 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}
}
Comments
29 pages