arXiv · 2009.03026
Isomorphisms of $β$-Dyson's Brownian motion with Brownian local time
Abstract
We show that the Brydges-Fröhlich-Spencer-Dynkin and the Le Jan's isomorphisms between the Gaussian free fields and the occupation times of symmetric Markov processes generalize to the $β$-Dyson's Brownian motion. For $β\in\{1,2,4\}$ this is a consequence of the Gaussian case, however the relation holds for general $β$. We further raise the question whether there is an analogue of $β$-Dyson's Brownian motion on general electrical networks, interpolating and extrapolating the fields of eigenvalues in matrix-valued Gaussian free fields. In the case $n=2$ we give a simple construction.
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Titus Lupu. 2021-10-11. Isomorphisms of $β$-Dyson's Brownian motion with Brownian local time. https://doi.org/10.1214/21-ejp697
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