3 papers
math.PR2021
Kinetic Dyson Brownian motion
Pierre Perruchaud
We study the spectrum of the kinetic Brownian motion in the space of Hermitian matrices, . We show that the eigenvalues stay distinct for all times, and that th…
math.PR2019
Kinetic Brownian motion on the diffeomorphism group of a closed Riemannian manifold
J. Angst, I. Bailleul, P. Perruchaud
We define kinetic Brownian motion on the diffeomorphism group of a closed Riemannian manifold, and prove that it provides an interpolation between the hydrodynamic flow of a fluid…
math.PR2018
Homogenisation for anisotropic kinetic random motions
Pierre Perruchaud
We introduce a class of kinetic and anisotropic random motions on the unit tangent bundle of a general Riemannian manifold $(\mathcal M,…