254A, Notes 3b: Brownian Motion and Dyson Brownian Motion

Tao, T. (2010). 254A, Notes 3b: Brownian Motion and Dyson Brownian Motion.

Type

Web resource

Intellectual base

Web

Year

2010

Link

https://terrytao.wordpress.com/2010/01/18/254a-notes-3b-brownian-motion-and-dyson-brownian-motion/

Cited by

1 citation across 1 artifact.

Domain-specific

• Dyson Brownian Motion
  • Tao's random-matrix notes derive the qualitative form and emphasize that nearby eigenvalues repel more strongly.

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