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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
License
DOI (Digital Object Identifier)
10.14760/SNAP-2020-002-EN
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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