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On the Dyson Brownian motion with general external potentials
2019-04-16 10:40:14

In this talk, we will present some new results and ideas in the study of random matrices theory. Using the geometric idea involving the Bakry-Emery Ricci curvature associated to the beta ensemble, and using the theory of optimal transportation, we derive the law of large numbers for the spectral measure process of the Dyson Brownian motion with general external potentials.