Random matrix theory: Dyson Brownian motion

Snapshots of modern mathematics from 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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Mathematical subjects

Algebra and Number Theory
Probability Theory and Statistics

Connections to other fields

Physics

Author(s)

Gianluca Finocchio
Senior Editor:
Sophia Jahns

License

DOI (Digital Object Identifier)

10.14760/SNAP-2020-002-EN

Download PDF

PDF

snapshots: overview

Mathematical subjects

Algebra and Number Theory
Analysis
Didactics and Education
Discrete Mathematics and Foundations
Geometry and Topology
Numerics and Scientific Computing
Probability Theory and Statistics

Connections to other fields

Chemistry and Earth Science
Computer Science
Engineering and Technology
Finance
Humanities and Social Sciences
Life Science
Physics
Reflections on Mathematics

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