Cépa, Emmanuel; Lépingle, Dominique Brownian particles with electrostatic repulsion on the circle: Dyson’s model for unitary random matrices revisited. (English) Zbl 1002.60093 ESAIM, Probab. Stat. 5, 203-224 (2001). Reviewer: Nicko G.Gamkrelidze (Moskva) MSC: 60K35 60H10 60J65 82B31 PDF BibTeX XML Cite \textit{E. Cépa} and \textit{D. Lépingle}, ESAIM, Probab. Stat. 5, 203--224 (2001; Zbl 1002.60093) Full Text: DOI Link Numdam EuDML
Cépa, Emmanuel; Lépingle, Dominique Interacting Brownian particles with strong repulsion. (English) Zbl 0979.60098 Monte Carlo Methods Appl. 7, No. 1-2, 93-98 (2001). MSC: 60K35 60J65 82C31 PDF BibTeX XML Cite \textit{E. Cépa} and \textit{D. Lépingle}, Monte Carlo Methods Appl. 7, No. 1--2, 93--98 (2001; Zbl 0979.60098) Full Text: DOI