Bessel Processes, Schramm-Loewner Evolution, and the Dyson Model

The purpose of this book is to introduce two recent topics in mathematical physics and probability theory: the Schramm–Loewner evolution (SLE) and interacting particle systems related to random matrix theory. A typical example of the latter systems is Dyson''s Brownian motion (BM) model. The SLE and Dyson''s BM model may be considered as "children" of the Bessel process with parameter D, BES(D), a...