Interacting diffusions on positive definite matrices
نویسندگان
چکیده
We consider systems of Brownian particles in the space positive definite matrices, which evolve independently apart from some simple interactions. give examples such processes have an integrable structure. These are related to $K$-Bessel functions matrix argument and multivariate generalisations these functions. The latter eigenfunctions a particular quantisation non-Abelian Toda chain.
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ژورنال
عنوان ژورنال: Probability Theory and Related Fields
سال: 2021
ISSN: ['0178-8051', '1432-2064']
DOI: https://doi.org/10.1007/s00440-021-01039-3