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Dyson's Brownian Motion Model as a Special Case of Dunkl Processes and Dunkl's Intertwining Operators
Dyson's Brownian Motion Model Special Case Dunkl Processes Dunkl's Intertwining Operators
2012/2/27
Dyson's Brownian motion model is a one-parameter family of log-potential interacting particle systems in one dimension parametrized by an inverse temperature beta > 0. When beta = 1, 2 and 4, this mod...