2 citations · 2 across the 7 of their papers we have counts for
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Infinite-dimensional Stochastic Differential Equations with Symmetry
Hirofumi Osada
We review recent progress in the study of infinite-dimensional stochastic differential equations with symmetry. This paper contains examples arising from random matrix theory.
Strong Markov property of determinantal processes with extended kernels
Hirofumi Osada, Hideki Tanemura
Noncolliding Brownian motion (Dyson's Brownian motion model with parameter ) and noncolliding Bessel processes are determinantal processes; that is, their space-time correlati…
Absolute continuity and singularity of Palm measures of the Ginibre point process
Hirofumi Osada, Tomoyuki Shirai
We prove a dichotomy between absolute continuity and singularity of the Ginibre point process and its reduced Palm measures $\{\mathsf{G}_{\mathbf{x}}, \mathbf{x} \in…
Cores of Dirichlet forms related to random matrix theory
Hirofumi Osada, Hideki Tanemura
We prove the sets of polynomials on configuration spaces are cores of Dirichlet forms describing interacting Brownian motion in infinite dimensions. Typical examples of these stoch…
Infinite-dimensional stochastic differential equations related to Bessel random point fields
Ryuich Honda, Hirofumi Osada
We solve the infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles in interacting through the two-dimen…
Infinite-dimensional stochastic differential equations related to random matrices
Hirofumi Osada
We solve infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles interacting via two-dimensional Coulomb potentials. The…