Random matrix theory: Dyson Brownian motion

Instantanés de recherche mathématique à Oberwolfach

Random matrix theory: Dyson Brownian motion

The theory of random matrices was introduced by John Wishart (1898–1956) in 1928. The theory was then developed within the field of nuclear physics from 1955 by Eugene Paul Wigner (1902–1995) and later by Freeman John Dyson, who were both concerned with the statistical description of heavy atoms and their electromagnetic properties. In this snap- shot, we show how mathematical properties can have unexpected links to physical phenomenena. In particular, we show that the eigenvalues of some particular random matrices can mimic the electrostatic repul- sion of the particles in a gas.

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Sujet mathématique

Algèbre et théorie des nombres
Théorie des probabilités et statistique

Liens avec d'autres domaines

Physique

Auteur(s)

Gianluca Finocchio

Licence

DOI

10.14760/SNAP-2020-002-EN

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snapshots-2020-002.pdf

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Sujet mathématique

Algèbre et théorie des nombres
Analyse
Pédagogie et éducation
Mathématiques discrètes et fondements des mathématiques
Géométrie et Topologie
Calcul numérique et calcul scientifique
Théorie des probabilités et statistique

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