Geodesic
Dyson diffusion on a~curved contour
Teoretičeskaâ i matematičeskaâ fizika, Tome 216 (2023) no. 2, pp. 226-233

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We define the Dyson diffusion process on a curved smooth closed contour in the plane and derive the Fokker–Planck equation for the probability density. Its stationary solution is shown to be the Boltzmann weight for the logarithmic gas confined on the contour.
Mots-clés : diffusion process
Keywords: logarithmic gas, partition function. 
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     author = {A. V. Zabrodin},
     title = {Dyson diffusion on a~curved contour},
     journal = {Teoreti\v{c}eska\^a i matemati\v{c}eska\^a fizika},
     pages = {226--233},
     publisher = {mathdoc},
     volume = {216},
     number = {2},
     year = {2023},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TMF_2023_216_2_a1/}
}
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A. V. Zabrodin. Dyson diffusion on a~curved contour. Teoretičeskaâ i matematičeskaâ fizika, Tome 216 (2023) no. 2, pp. 226-233. http://geodesic.mathdoc.fr/item/TMF_2023_216_2_a1/