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A solution of the Gross-Witten matrix model by nonlinear random processes
imulation methods planar approximation lattice field theory random processes
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2011/1/14
We illustrate the stochastic method for solving the Schwinger-Dyson equations in large-N quantum field theories described in ArXiv:1009.4033 on the example of the Gross-Witten unitary matrix model.
Bounded lognormal cascades as quasi-multiaffine random processes
Bounded lognormal cascades quasi-multiaffine random processes
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2009/11/13
A new model for simulating non-negative random processes is developed. The model is based on a bounded random multiplicative cascade with a lognormal generator with the scale parameter dependent on th...