Cores of Dirichlet forms related to random matrix theory

Hirofumi Osada, Hideki Tanemura

    Research output: Contribution to journalArticlepeer-review

    8 Citations (Scopus)

    Abstract

    We prove the sets of polynomials on configuration spaces are cores of Dirichlet forms describing interacting Brownian motion in infinite dimensions. Typical examples of these stochastic dynamics are Dyson's Brownian motion and Airy interacting Brownian motion. Both particle systems have logarithmic interaction potentials, and naturally arise from random matrix theory. The results of the present paper will be used in a forth coming paper to prove the identity of the infinite-dimensional stochastic dynamics related to the random matrix theories constructed by apparently different methods: the method of space-time correlation functions and that of stochastic analysis.

    Original languageEnglish
    Pages (from-to)145-150
    Number of pages6
    JournalProceedings of the Japan Academy Series A: Mathematical Sciences
    Volume90
    Issue number10
    DOIs
    Publication statusPublished - 2014

    All Science Journal Classification (ASJC) codes

    • Mathematics(all)

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