Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited
Author:
Publisher
EDP Sciences
Subject
Statistics and Probability
Link
http://www.esaim-ps.org/10.1051/ps:2001109/pdf
Reference25 articles.
1. A Non-linear Stochastic Differential Equation Involving the Hilbert Transform
2. E. Cépa, Équations différentielles stochastiques multivoques.Sémin. Probab.XXIX(1995) 86-107.
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