Abstract
We study the hydrodynamic limits of three kinds of one-dimensional stochastic log-gases known as Dyson's Brownian motion model, its chiral version, and the Bru-Wishart process studied in dynamical random matrix theory. We define the measure-valued processes so that their Cauchy transforms solve the complex Burgers-type equations. We show that applications of the method of characteristic curves to these partial differential equations provide the functional equations relating the Cauchy transforms of measures at an arbitrary time with those at the initial time. We transform the functional equations for the Cauchy transforms to those for the R-transforms and the S-transforms of the measures, which play central roles in free probability theory. The obtained functional equations for the R-transforms and the S-transforms are simpler than those for the Cauchy transforms and useful for explicit calculations including the computation of free cumulant sequences. Some of the results are argued using the notion of free convolutions.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
More From: Symmetry, Integrability and Geometry: Methods and Applications
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.