Proc. Japan Acad. Ser. A Math. Sci. 90 (10), 145-150, (December 2014) DOI: 10.3792/pjaa.90.145
Hirofumi Osada, Hideki Tanemura
KEYWORDS: random matrices, Dyson’s model, interacting Brownian motions in infinite-dimensions, Airy random point fields, logarithmic potentials, Dirichlet forms, 60J45, 60B20, 60J60
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 stochastic dynamics are Dyson’s Brownian motion and Airy interacting Brownian motion. Both particle systems have logarithmic interaction potentials, and naturally arise from random matrix theory. The results of the present paper will be used in a forth coming paper to prove the identity of the infinite-dimensional stochastic dynamics related to the random matrix theories constructed by apparently different methods: the method of space-time correlation functions and that of stochastic analysis.