1. Anderson, G.W., Guionnet, A., Zeitouni, O.: An Introduction to Random Matrices. Cambridge University Press, Cambridge (2010)
2. Bourgade, P., Erdös, L., Yau, H.-T.: Universality of general $$\beta $$-ensembles. Duke Math. J. 163, 1127–1190 (2014)
3. Ikeda, N., Watanabe, S.: Stochastic differential equations and diffusion processes, 2nd edn. North-Holland, Amsterdam (1989)
4. Inukai, K.: Collision or non-collision problem for interacting Brownian particles. Proc. Jpn. Acad. Ser. A 82, 66–70 (2006)
5. Katori, M., Tanemura, H.: Non-equilibrium dynamics of Dyson’s model with an infinite number of particles. Commun. Math. Phys. 136, 1177–1204 (2010)