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Dyson diffusion on a curved contour
A. V. Zabrodinabc a Skolkovo Institute of Science and Technology, Moscow,
Russia
b National Research University Higher School of
Economics, Moscow, Russia
c Alikhanov Institute for Theoretical and Experimental
Physics, National Research Center "Kurchatov Institute", Moscow,
Russia
Abstract:
We define the Dyson diffusion process on a curved smooth closed contour in the plane and derive the Fokker–Planck equation for the probability density. Its stationary solution is shown to be the Boltzmann weight for the logarithmic gas confined on the contour.
Keywords:
diffusion process, logarithmic gas, partition function.
Received: 08.11.2022 Revised: 08.11.2022
Citation:
A. V. Zabrodin, “Dyson diffusion on a curved contour”, TMF, 216:2 (2023), 226–233; Theoret. and Math. Phys., 216:2 (2023), 1104–1109
Linking options:
https://www.mathnet.ru/eng/tmf10398https://doi.org/10.4213/tmf10398 https://www.mathnet.ru/eng/tmf/v216/i2/p226
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