52 citations · 130 across the 24 of their papers we have counts for
25 papers
Ergodicity of unlabeled dynamics of Dyson's model in infinite dimensions
Hirofumi Osada, Shota Osada
Dyson's model in infinite dimensions is a system of Brownian particles that interact via a logarithmic potential with an inverse temperature of . The stochastic process can…
Ginibre interacting Brownian motion in infinite dimensions is sub-diffusive
Hirofumi Osada
We prove that the tagged particles of infinitely many Brownian particles in $ \Rtwo $ interacting via a logarithmic (two-dimensional Coulomb) potential with inverse temperature $ β…
Dyson's model in infinite dimensions is irreducible
Hirofumi Osada, Ryosuke Tsuboi
Dyson's model in infinite dimensions is a system of Brownian particles interacting via a logarithmic potential with an inverse temperature of . The stochastic process is giv…
Dynamical Universality for Random Matrices
Yosuke Kawamoto, Hirofumi Osada
We establish an invariance principle corresponding to the universality of random matrices. More precisely, we prove the dynamical universality of random matrices in the sense that,…
Infinite-dimensional stochastic differential equations and tail -fields II: the IFC condition
Yosuke Kawamoto, Hirofumi Osada, Hideki Tanemura
In a previous report, the second and third authors gave general theorems for unique strong solutions of infinite-dimensional stochastic differential equations (ISDEs) describing th…
Uniqueness of Dirichlet forms related to infinite systems of interacting Brownian motions
Yosuke Kawamoto, Hirofumi Osada, Hideki Tanemura
The Dirichlet forms related to various infinite systems of interacting Brownian motions are studied. For a given random point field , there exist two natural infinite-volume Di…
The logarithmic derivative for point processes with equivalent Palm measures
Alexander I. Bufetov, Andrey V. Dymov, Hirofumi Osada
The logarithmic derivative of a point process plays a key role in the general approach, due to the third author, to constructing diffusions preserving a given point process. In thi…
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.
Dynamical Bulk Scaling limit of Gaussian Unitary Ensembles and Stochastic Differential Equation gaps
Yosuke Kawamoto, Hirofumi Osada
The distributions of -particle systems of Gaussian unitary ensembles converge to Sine point processes under bulk-scaling limits. These scalings are parameterized by a macr…
Finite-particle approximations for interacting Brownian particles with logarithmic potentials
Yosuke Kawamoto, Hirofumi Osada
We prove the convergence of $ \nN $-particle systems of Brownian particles with logarithmic interaction potentials onto a system described by the infinite-dimensional stochastic di…
Stochastic differential equations related to random matrix theory
Hirofumi Osada, Hideki Tanemura
In this note we review recent results on existence and uniqueness of solutions of infinite-dimensional stochastic differential equations describing interacting Brownian motions on…
Self-diffusion constants of non-colliding interacting Brownian motions in one spatial dimension
Hirofumi Osada
We prove that self-diffusion constants of interacting Brownian particles in always vanish if the particles do not collide with each other. We represent self-diffusion…
Discrete approximations of determinantal point processes on continuous spaces: tree representations and tail triviality
Hirofumi Osada, Shota Osada
We prove tail triviality of determinantal point processes on continuous spaces. Tail triviality had been proved for such processes only on discrete spaces, and hence we have g…
Non-collision and collision properties of Dyson's model in infinite dimension and other stochastic dynamics whose equilibrium states are determinantal random point fields
Hirofumi Osada
Dyson's model on interacting Brownian particles is a stochastic dynamics consisting of an infinite amount of particles moving in with a logarithmic pair interaction potentia…
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…
Infinite-dimensional stochastic differential equations and tail -fields
Hirofumi Osada, Hideki Tanemura
We present general theorems solving the long-standing problem of the existence and pathwise uniqueness of strong solutions of infinite-dimensional stochastic differential equations…
Infinite-dimensional stochastic differential equations arising from Airy random point fields
Hirofumi Osada, Hideki Tanemura
The Airy random point fields () are random point fields emerging as the soft-edge scaling limits of eigenvalues of Gaussian random matrices. We construct the unlab…
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…
Dynamical rigidity of stochastic Coulomb systems in infinite-dimensions
Hirofumi Osada
This paper is based on the talk in "Probability Symposium" at Research Institute of Mathematical Sciences (Kyoto University) on 2013/12/18, and gives an announcement of some parts…
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…
Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials II: Airy random point field
Hirofumi Osada
We give a new sufficient condition of the quasi-Gibbs property. This result is a refinement of one given in a previous paper (\cite{o.rm}), and will be used in a forth coming paper…
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…
Tagged particle processes and their non-explosion criteria
Hirofumi Osada
We give a derivation of tagged particle processes from unlabeled interacting Brownian motions. We give a criteria of the non-explosion property of tagged particle processes. We pro…