DYNAMICS OF THE MCKEAN-VLASOV EQUATION
成果类型：
Article
署名作者：
CHAN, T
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176988866
发表日期：
1994
页码：
431-441
关键词：
摘要：
This note studies the deterministic flow of measures which is the limiting case as n --> infinity of Dyson's model of the motion of the eigenvalues of random symmetric n x n matrices. Though this flow is nonlinear, highly singular and apparently of Wiener-Hopf type, it may be solved explicitly without recourse to Wiener-Hopf theory. The solution greatly clarifies the role of the famous Wigner semicircle law.
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