Isomorphisms of β-Dyson's Brownian motion with Brownian local time

被引:0
|
作者
Lupu, Titus [1 ]
机构
[1] Sorbonne Univ, CNRS, LPSM, Paris, France
来源
关键词
Dyson's Brownian motion; Gaussian beta ensembles; Gaussian free field; isomor-phism theorems; local time; permanental fields; topological expansion; EIGENVALUES; PARTICLES; FIELDS;
D O I
10.1214/21-EJP697
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We show that the Brydges-Frohlich-Spencer-Dynkin and the Le Jan's isomorphisms between the Gaussian free fields and the occupation times of symmetric Markov processes generalize to the 0-Dyson's Brownian motion. For 0 P t1, 2, 4u this is a consequence of the Gaussian case, however the relation holds for general 0. We further raise the question whether there is an analogue of 0-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 " 2 we give a simple construction.
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页数:32
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